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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
221Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
222Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
223Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
224Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
225Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
226Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
227Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
228Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91%Strongequity long short, financial statements effect, stock picking0.67
230Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
231Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
232Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
233Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
234Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
235Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
236Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
237Dispersion TradingMonthly21equitiesoptionsVery complex strategy1996-20071215.39%13.86%Strongvolatility effect, volatility premium0.82
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%Moderately Strongequity long short, earnings announcement, financial statements effect, stock picking
239Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
240Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00