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
121Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy23.00%Strongmomentum, momentum in stocks, stock picking, financial statements effect, equity long short
123Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
124Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy8.60%Strongseasonality, stock picking, equity long short
126Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
127Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
128Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
129Dollar Carry TradeMonthly10currenciesfutures, forwards, swaps, CFDsSimple strategy5.60%Strongcarry trade, FX anomaly, forex system
130Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
131Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
132Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
133Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
134Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
135Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongmomentum, momentum in stocks, stock picking, equity long short
137Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
138Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
139Quantpedia Premium (Sign up to see this strategy).-0---0.00%--
140Ramadan EffectMonthly14equitiesETFs, fundsSimple strategy6.70%Strongseasonality, market timing