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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
141Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
142Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
143Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
144Trendfollowing Effect in StocksDailyequities15.50%15.60%stock picking, momentum, momentum in stocks, trendfollowing
145Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
146Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
147Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
148Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
149Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
150Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
151Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
152Momentum Effect in REITsMonthlyREITs9.51%momentum, stock picking
153Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
154Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
155Momentum and Reversal Combined with Volatility Effect in StocksMonthlyequities16.46%19.22%momentum, stock picking, volatility effect, momentum in stocks, equity long short
156Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
157Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
158Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
159Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
160Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-