The Effectivity of Selected Crisis Hedge Strategies

During past months we made a set of articles analyzing the performance of equity factors and selected systematic strategies during coronavirus crisis. These articles were short-ranged with data only from the start of the year 2020, which is enough for the purpose of the quick blog posts, but very short-sighted to see the nature of these strategies. Therefore, we expanded the time range by 20 years. For a better understanding of hedge possibilities of these strategies, we have added comparison to essential safe-haven assets, not only to equities.

Overall, we can conclude that there isn’t a scarcity of strategies that could be used as a hedge during equity market crisis.

https://quantpedia.com/the-effectivity-of-selected-crisis-hedge-strategies/