jfkmsp/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\12-month-cycle-in-cross-section-of-stocks-returns.py	52	1	3
A	static\strategies\52-weeks-high-effect-in-stocks.py	60	1	2
A	static\strategies\accrual-anomaly.py	38	1	-
A	static\strategies\asset-class-momentum-rotational-system.py	15	1	-
A	static\strategies\asset-class-trend-following.py	16	1	-
A	static\strategies\asset-growth-effect.py	36	1	-
A	static\strategies\betting-against-beta-factor-in-country-equity-indexes.py		1	-
A	static\strategies\betting-against-beta-factor-in-stocks.py		1	1
A	static\strategies\combining-fundamental-fscore-and-equity-short-term-reversals.py	86	2	1
A	static\strategies\combining-smart-factors-momentum-and-market-portfolio.py		1	-
A	static\strategies\consistent-momentum-strategy.py	52	1	2
A	static\strategies\crude-oil-predicts-equity-returns.py	62	2	-
A	static\strategies\currency-momentum-factor.py	23	1	1
A	static\strategies\currency-value-factor-ppp-strategy.py	24	1	1
A	static\strategies\dispersion-trading.py	39	1	1
A	static\strategies\dollar-carry-trade.py	20	1	-
A	static\strategies\earnings-announcement-premium.py	59	1	4
A	static\strategies\earnings-announcements-combined-with-stock-repurchases.py	44	1	1
A	static\strategies\earnings-quality-factor.py		1	-
A	static\strategies\esg-factor-momentum-strategy.py	60	1	2