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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
61Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
62Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
63Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
65Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
66Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
67Riding Industry BubblesMonthlyequities18.00%momentum, rotational system, sector picking
68Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
69Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
70Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
73Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
74Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
75Federal Open Market Committee Meeting Effect in StocksDailyequities6.19%market timing, seasonality
76Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
77Beta Factor in StocksMonthlyequities8.86%11.50%equity long short, stock picking, beta factor
78Beta Factor in Country Equity IndexesMonthlyequities9.77%18.46%beta factor, country picking
79Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, stock picking