2lambda123/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\volatility-risk-premium-effect.py	24	1	1
A	static\strategies\value-factor-effect-within-countries.py		1	1
A	static\strategies\value-book-to-market-factor.py		1	1
A	static\strategies\value-and-momentum-factors-across-asset-classes.py	51	1	1
A	static\strategies\turn-of-the-month-in-equity-indexes.py	6	1	-
A	static\strategies\trend-following-effect-in-stocks.py	32	1	1
A	static\strategies\trading-wti-brent-spread.py	19	1	-
A	static\strategies\time-series-momentum-effect.py	33	1	1
A	static\strategies\term-structure-effect-in-commodities.py	43	1	1
A	static\strategies\synthetic-lending-rates-predict-subsequent-market-return.py	11	1	-
A	static\strategies\soccer-clubs-stocks-arbitrage.py	14	1	-
A	static\strategies\small-capitalization-stocks-premium-anomaly.py		1	2
A	static\strategies\skewness-effect-in-commodities.py	27	1	1
A	static\strategies\short-term-reversal-with-futures.py	55	1	1
A	static\strategies\short-term-reversal-in-stocks.py	50	1	-
A	static\strategies\short-interest-effect-long-short-version.py	24	1	1
A	static\strategies\sector-momentum-rotational-system.py	18	1	-
A	static\strategies\roa-effect-within-stocks.py	36	1	1
A	static\strategies\reversal-during-earnings-announcements.py	54	1	1
A	static\strategies\return-asymmetry-effect-in-commodity-futures.py	30	1	-