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
201Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
202Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
203Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
204Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
205Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
206Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
207Value Factor Effect within CountriesYearly10equitiesETFsModerately complex strategy14.70%Strongvalue, rotational system, country picking
208Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
209Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
210Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
211Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
212Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
213Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
214Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
215Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
216Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
217Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
218Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
219Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
220Quantpedia Premium (Sign up to see this strategy).-0---0.00%--