2lambda123/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\combining-fundamental-fscore-and-equity-short-term-reversals.py	86	1	1
A	static\strategies\residual-momentum-factor.py	75	1	3
A	static\strategies\how-to-use-lexical-density-of-company-filings.py	63	1	6
A	static\strategies\crude-oil-predicts-equity-returns.py	62	1	-
A	static\strategies\momentum-and-reversal-combined-with-volatility-effect-in-stocks.py	61	1	3
A	static\strategies\esg-factor-momentum-strategy.py	60	1	2
A	static\strategies\52-weeks-high-effect-in-stocks.py	60	1	2
A	static\strategies\earnings-announcement-premium.py	59	1	4
A	static\strategies\short-term-reversal-with-futures.py	55	1	1
A	static\strategies\reversal-during-earnings-announcements.py	54	1	1
A	static\strategies\12-month-cycle-in-cross-section-of-stocks-returns.py	52	1	3
A	static\strategies\consistent-momentum-strategy.py	52	1	2
A	static\strategies\value-and-momentum-factors-across-asset-classes.py	51	1	1
A	static\strategies\short-term-reversal-in-stocks.py	50	1	-
A	static\strategies\rd-expenditures-and-stock-returns.py	48	1	1
A	static\strategies\pairs-trading-with-country-etfs.py	45	1	1
A	static\strategies\earnings-announcements-combined-with-stock-repurchases.py	44	1	1
A	static\strategies\term-structure-effect-in-commodities.py	43	1	1
A	static\strategies\low-volatility-factor-effect-in-stocks.py	40	1	-
A	static\strategies\dispersion-trading.py	39	1	1