Screener

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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
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
261Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
262Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
263Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
264Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
265Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
266Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
267Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
268Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
269Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
270Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.20%11.11%2.27
272Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
273Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
274Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
275Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
276Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
277Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
278Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
279Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
280Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00