Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence In AnomalyKeywords
181Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
182Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
183Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
184Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
185Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
186Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
187Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
188Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
189Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
190Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
191Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
192Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
193Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
194Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
195Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
196Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
197Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy19.67%Strongvolatility effect, volatility premium
199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy12.15%Strongstock picking, equity long short, financial statements effect
200Quantpedia Premium (Sign up to see this strategy).-0---0.00%--