awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
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Download Latest Version (.zip)- launch.json
- settings.json
- awesome-systematic-trading.jpeg
- 12-month-cycle-in-cross-section-of-stocks-returns.py
- 52-weeks-high-effect-in-stocks.py
- accrual-anomaly.py
- asset-class-momentum-rotational-system.py
- asset-class-trend-following.py
- asset-growth-effect.py
- betting-against-beta-factor-in-country-equity-indexes.py
- betting-against-beta-factor-in-stocks.py
- combining-fundamental-fscore-and-equity-short-term-reversals.py
- combining-smart-factors-momentum-and-market-portfolio.py
- consistent-momentum-strategy.py
- crude-oil-predicts-equity-returns.py
- currency-momentum-factor.py
- currency-value-factor-ppp-strategy.py
- dispersion-trading.py
- dollar-carry-trade.py
- earnings-announcement-premium.py
- earnings-announcements-combined-with-stock-repurchases.py
- earnings-quality-factor.py
- esg-factor-momentum-strategy.py
- fed-model.py
- fx-carry-trade.py
- how-to-use-lexical-density-of-company-filings.py
- intraday-seasonality-in-bitcoin.py
- january-barometer.py
- low-volatility-factor-effect-in-stocks.py
- market-sentiment-and-an-overnight-anomaly.py
- momentum-and-reversal-combined-with-volatility-effect-in-stocks.py
- momentum-effect-in-commodities.py
- momentum-factor-and-style-rotation-effect.py
- momentum-factor-combined-with-asset-growth-effect.py
- momentum-factor-effect-in-stocks.py
- momentum-in-mutual-fund-returns.py
- option-expiration-week-effect.py
- paired-switching.py
- pairs-trading-with-country-etfs.py
- pairs-trading-with-stocks
- payday-anomaly.py
- rd-expenditures-and-stock-returns.py
- rebalancing-premium-in-cryptocurrencies.py
- residual-momentum-factor.py
- return-asymmetry-effect-in-commodity-futures.py
- reversal-during-earnings-announcements.py
- roa-effect-within-stocks.py
- sector-momentum-rotational-system.py
- short-interest-effect-long-short-version.py
- short-term-reversal-in-stocks.py
- short-term-reversal-with-futures.py
- skewness-effect-in-commodities.py
- small-capitalization-stocks-premium-anomaly.py
- soccer-clubs-stocks-arbitrage.py
- synthetic-lending-rates-predict-subsequent-market-return.py
- term-structure-effect-in-commodities.py
- time-series-momentum-effect.py
- trading-wti-brent-spread.py
- trend-following-effect-in-stocks.py
- turn-of-the-month-in-equity-indexes.py
- value-and-momentum-factors-across-asset-classes.py
- value-book-to-market-factor.py
- value-factor-effect-within-countries.py
- volatility-risk-premium-effect.py
- .gitignore
- README.md
- README_zh.md
// repository documentation
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