2lambda123/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\asset-class-trend-following.py	16	1	-
A	static\strategies\sector-momentum-rotational-system.py	18	1	-
A	static\strategies\trading-wti-brent-spread.py	19	1	-
A	static\strategies\dollar-carry-trade.py	20	1	-
A	static\strategies\rebalancing-premium-in-cryptocurrencies.py	20	1	1
A	static\strategies\momentum-factor-and-style-rotation-effect.py	21	1	1
A	static\strategies\momentum-effect-in-commodities.py	22	1	1
A	static\strategies\currency-momentum-factor.py	23	1	1
A	static\strategies\momentum-in-mutual-fund-returns.py	24	1	1
A	static\strategies\volatility-risk-premium-effect.py	24	1	1
A	static\strategies\fx-carry-trade.py	24	1	1
A	static\strategies\short-interest-effect-long-short-version.py	24	1	1
A	static\strategies\market-sentiment-and-an-overnight-anomaly.py	24	1	-
A	static\strategies\currency-value-factor-ppp-strategy.py	24	1	1
A	static\strategies\skewness-effect-in-commodities.py	27	1	1
A	static\strategies\return-asymmetry-effect-in-commodity-futures.py	30	1	-
A	static\strategies\trend-following-effect-in-stocks.py	32	1	1
A	static\strategies\time-series-momentum-effect.py	33	1	1
A	static\strategies\roa-effect-within-stocks.py	36	1	1
A	static\strategies\asset-growth-effect.py	36	1	-