jfkmsp/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\turn-of-the-month-in-equity-indexes.py	6	1	-
A	static\strategies\soccer-clubs-stocks-arbitrage.py	14	1	-
A	static\strategies\momentum-factor-combined-with-asset-growth-effect.py		1	-
A	static\strategies\momentum-in-mutual-fund-returns.py	24	1	1
A	static\strategies\betting-against-beta-factor-in-stocks.py		1	1
A	static\strategies\earnings-announcements-combined-with-stock-repurchases.py	44	1	1
A	static\strategies\momentum-factor-effect-in-stocks.py		1	1
A	static\strategies\term-structure-effect-in-commodities.py	43	1	1
A	static\strategies\rd-expenditures-and-stock-returns.py	48	1	1
A	static\strategies\rebalancing-premium-in-cryptocurrencies.py	20	1	1
A	static\strategies\combining-fundamental-fscore-and-equity-short-term-reversals.py	86	2	1
A	static\strategies\trend-following-effect-in-stocks.py	32	1	1
A	static\strategies\short-interest-effect-long-short-version.py	24	1	1
A	static\strategies\roa-effect-within-stocks.py	36	1	1
A	static\strategies\fx-carry-trade.py	24	2	1
A	static\strategies\short-term-reversal-with-futures.py	55	1	1
A	static\strategies\crude-oil-predicts-equity-returns.py	62	2	1
A	static\strategies\betting-against-beta-factor-in-country-equity-indexes.py		1	1
A	static\strategies\dispersion-trading.py	39	1	1
A	static\strategies\momentum-factor-and-style-rotation-effect.py	21	1	1