Screener

Mobile version of our site contains only a simplified Screening tool. Please visit desktop version of our site for an advanced Screening & Filtering experience.

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
361Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
362Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
363Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
364Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
365Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
366Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
367Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
368Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
369Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
370Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
371Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
372Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
373Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
374Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
375Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61%0.39
377Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
378Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
379Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
380Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00