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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
41Turn of the Month in Equity IndexesDailyequities7.20%6.90%market timing, seasonality
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
43Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
44Paired SwitchingQuarterlyequities, bonds11.30%9.30%momentum, asset class picking, rotational system, market timing, fund picking
45Short Interest Effect - Long-Short VersionMonthlyequities19.70%17.14%stock picking, equity long short
46Short Interest Effect - Long Only versionMonthlyequities26.80%stock picking
47Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
48Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
49Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
50FED ModelMonthlyequities, bonds11.00%10.00%market timing
51Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
53Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
54Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
55Pairs Trading with Country ETFsDailyequities20.60%10.00%pairs trading, equity long short, arbitrage
56Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
57Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
58Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
59Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
60Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-