jfkmsp/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\how-to-use-lexical-density-of-company-filings.py	63	1	6
A	static\strategies\earnings-announcement-premium.py	59	1	4
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	3
A	static\strategies\momentum-and-reversal-combined-with-volatility-effect-in-stocks.py	61	1	3
A	static\strategies\time-series-momentum-effect.py	33	1	3
A	static\strategies\residual-momentum-factor.py	75	1	3
A	static\strategies\52-weeks-high-effect-in-stocks.py	60	1	3
A	static\strategies\small-capitalization-stocks-premium-anomaly.py		1	2
A	static\strategies\momentum-effect-in-commodities.py	22	1	2
A	static\strategies\skewness-effect-in-commodities.py	27	1	2
A	static\strategies\reversal-during-earnings-announcements.py	54	1	2
A	static\strategies\pairs-trading-with-country-etfs.py	45	1	2
A	static\strategies\currency-momentum-factor.py	23	1	2
A	static\strategies\esg-factor-momentum-strategy.py	60	1	2
A	static\strategies\currency-value-factor-ppp-strategy.py	24	1	2
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\combining-fundamental-fscore-and-equity-short-term-reversals.py	86	2	1
A	static\strategies\momentum-factor-effect-in-stocks.py		1	1