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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
221Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
222Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
223Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
224Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
225Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
226Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
227Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
228Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
229Earnings Quality FactorYearlyequities7.95%5.91%equity long short, financial statements effect, stock picking
230Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
232Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
233Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
234Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
235Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
236Quantpedia Premium (Sign 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
239Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
240Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-