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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
21Momentum Effect in CommoditiesMonthly10commoditiesfutures, CFDsSimple strategy14.60%Strongmomentum, rotational system
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongrotational system, term spread
23Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
24Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy12.08%Moderately strongsmall cap, stock picking
26Value (Book-to-Market) FactorYearly1000equitiesstocksComplex strategy11.34%Strongvalue, stock picking, financial statements effect
27Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
28Value and Momentum Factors across Asset ClassesMonthly6equities, bonds, REITsETFs, funds, futuresSimple strategy11.90%Strongvalue, momentum, asset class picking
29Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
30Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesETFs, CFDs, funds, futuresSimple strategy8.80%Weakmarket timing, seasonality
32Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
33Post-Earnings Announcement EffectQuarterly1000equitiesstocksComplex strategy15.00%Strongequity long short, earnings announcement, financial statements effect, stock picking
34Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
35Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
36Net Payout Yield EffectYearly1000equitiesstocksComplex strategy22.13%Strongstock picking, financial statements effect, value
37Net Current Asset Value EffectYearly100equitiesstocksModerately complex strategy31.19%Strongstock picking, financial statements effect, value
38Accrual AnomalyYearly1000equitiesstocksComplex strategy7.50%Strongequity long short, stock picking, financial statements effect, accruals effect
39Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
40Quantpedia Premium (Sign up to see this strategy).-0---0.00%--