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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
1Asset Class Trend FollowingMonthly6equities, bonds, commodities, REITsETFs, funds, futures, CFDsSimple strategy11.27%Strongmomentum, asset class picking, trendfollowing
2Asset Class Momentum - Rotational SystemMonthly5equities, bonds, commodities, REITsETFs, funds, futures, CFDsSimple strategy15.00%Strongmomentum, asset class picking, rotational system
3Sector Momentum - Rotational SystemMonthly10equitiesETFs, stocks, fundsSimple strategy13.94%Strongmomentum, sector picking, rotational system
4Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
5FX Carry TradeMonthly10currenciesfutures, forwards, swaps, CFDsSimple strategy7.49%Strongcarry trade, FX anomaly, forex system
6Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
7Volatility Effect in Stocks - Long-Only VersionMonthly50equitiesstocksComplex strategy11.30%Strongstock picking, volatility effect
8FX MomentumMonthly10currenciesfutures, forwards, swaps, CFDsSimple strategy6.48%Strongmomentum, FX anomaly, forex system
9FX Value - PPP StrategyQuarterly10currenciesfutures, forwards, swaps, CFDsSimple strategy7.80%Strongvalue, FX anomaly, forex system
10Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
11Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongpairs trading, equity long short, arbitrage
13Short Term Reversal in StocksWeekly20equitiesstocksComplex strategy16.25%Strongreversal, equity long short, stock picking
14Momentum Effect in StocksMonthly1000equitiesstocksComplex strategy14.30%Strongmomentum, momentum in stocks, stock picking
15Momentum Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy17.70%Strongmomentum, rotational system, country picking
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy6.40%Strongreversal, rotational system, country picking
17Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
18Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
19Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
20Volatility Risk Premium EffectMonthly4optionsoptions, swaps, futuresModerately complex strategy26.00%Strongvolatility effect, volatility premium