jfkmsp/awesome-systematic-trading

main

Grade	Name	Complexity	Churn	Issues
A	static\strategies\asset-growth-effect.py	36	1	-
A	static\strategies\low-volatility-factor-effect-in-stocks.py	40	1	-
A	static\strategies\accrual-anomaly.py	38	1	-
A	static\strategies\momentum-and-reversal-combined-with-volatility-effect-in-stocks.py	61	1	3
A	static\strategies\currency-value-factor-ppp-strategy.py	24	1	2
A	static\strategies\momentum-factor-effect-in-stocks.py		1	1
A	static\strategies\momentum-factor-and-style-rotation-effect.py	21	1	1
A	static\strategies\dollar-carry-trade.py	20	1	-
A	static\strategies\option-expiration-week-effect.py	7	1	-
A	static\strategies\betting-against-beta-factor-in-stocks.py		1	1
A	static\strategies\pairs-trading-with-country-etfs.py	45	1	2
A	static\strategies\earnings-announcements-combined-with-stock-repurchases.py	44	1	1
A	static\strategies\rd-expenditures-and-stock-returns.py	48	1	1
A	static\strategies\return-asymmetry-effect-in-commodity-futures.py	30	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\12-month-cycle-in-cross-section-of-stocks-returns.py	52	1	3
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-combined-with-asset-growth-effect.py		1	-