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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
81Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
82Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
83Pre-Holiday EffectDailyequities6.39%seasonality, market timing
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
85Momentum in Mutual Fund ReturnsQuarterlyequities19.00%19.50%momentum, fund picking
86Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
87Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
89Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
90Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
91Momentum and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
92Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
93Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
95Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
97Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
98Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
99Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading