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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
101Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
103Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
104Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
105Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
106Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
108Soccer Clubs' Stocks ArbitrageDailyequities42.00%50.00%reversal, stock picking, arbitrage
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
110Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
111Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
112Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
113January BarometerMonthlyequities10.38%16.80%seasonality, market timing
114January Effect in StocksMonthlyequities12.70%seasonality, stock picking
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
116Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
119Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
120Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-