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
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
281Skewness Effect in CommoditiesMonthly10commoditiesfutures, CFDsSimple strategy8.01%Strongvolatility effect
282Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
283Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
284Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
285Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
286Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
287Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
288Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
289Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy16.08%Strongstock picking, momentum, momentum in stocks, equity long short
291Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
292Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
293Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
294Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
295Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
296Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
297Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
298Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
299Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
300Quantpedia Premium (Sign up to see this strategy).-0---0.00%--