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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
301Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
302Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
303Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
304Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
305Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
306Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
307Reversal During Earnings-AnnouncementsDaily1000equitiesstocksComplex strategy1996-20111663.52%12.29%Strongearnings announcement, equity long short, reversal, stock picking, trading earnings4.84
308Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
309Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
310Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
311Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
312Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
313Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
314Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
315Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
316Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
317Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
318Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
319Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
320Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00