Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 350       Premium: 285       Free: 65
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
221Sign up to see this strategy--0.00%0.00%-
222Sign up to see this strategy--0.00%0.00%-
223Sign up to see this strategy--0.00%0.00%-
224Sign up to see this strategy--0.00%0.00%-
225Sign up to see this strategy--0.00%0.00%-
226Sign up to see this strategy--0.00%0.00%-
227Sign up to see this strategy--0.00%0.00%-
228Sign up to see this strategy--0.00%0.00%-
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
230Sign up to see this strategy--0.00%0.00%-
231Sign up to see this strategy--0.00%0.00%-
232Sign up to see this strategy--0.00%0.00%-
233Sign up to see this strategy--0.00%0.00%-
234Sign up to see this strategy--0.00%0.00%-
235Sign up to see this strategy--0.00%0.00%-
236Sign up to see this strategy--0.00%0.00%-
237Dispersion TradingMonthlyequities15.39%13.86%volatility effect, volatility premium
238Reversal in Post-Earnings Announcement DriftDailyequities40.32%equity long short, earnings announcement, financial statements effect, stock picking
239Sign up to see this strategy--0.00%0.00%-
240Sign up to see this strategy--0.00%0.00%-