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/quant-wiki/docs/repo/static/strategies/

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Name
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12-month-cycle-in-cross-section-of-stocks-returns.py
6.1 KiB
52-weeks-high-effect-in-stocks.py
8.2 KiB
accrual-anomaly.py
7.3 KiB
asset-class-momentum-rotational-system.py
1.6 KiB
asset-class-trend-following.py
1.7 KiB
asset-growth-effect.py
4.6 KiB
betting-against-beta-factor-in-country-equity-indexes.py
6.4 KiB
betting-against-beta-factor-in-stocks.py
7.1 KiB
combining-fundamental-fscore-and-equity-short-term-reversals.py
12 KiB
combining-smart-factors-momentum-and-market-portfolio.py
9.1 KiB
consistent-momentum-strategy.py
6.4 KiB
crude-oil-predicts-equity-returns.py
16 KiB
currency-momentum-factor.py
3.9 KiB
currency-value-factor-ppp-strategy.py
5.0 KiB
dispersion-trading.py
7.2 KiB
dollar-carry-trade.py
5.0 KiB
earnings-announcement-premium.py
8.3 KiB
earnings-announcements-combined-with-stock-repurchases.py
8.2 KiB
earnings-quality-factor.py
11 KiB
esg-factor-momentum-strategy.py
8.6 KiB
fed-model.py
5.4 KiB
fx-carry-trade.py
4.7 KiB
how-to-use-lexical-density-of-company-filings.py
10 KiB
intraday-seasonality-in-bitcoin.py
1.7 KiB
january-barometer.py
2.0 KiB
low-volatility-factor-effect-in-stocks.py
4.8 KiB
market-sentiment-and-an-overnight-anomaly.py
4.3 KiB
momentum-and-reversal-combined-with-volatility-effect-in-stocks.py
8.7 KiB
momentum-effect-in-commodities.py
5.4 KiB
momentum-factor-and-style-rotation-effect.py
2.9 KiB
momentum-factor-combined-with-asset-growth-effect.py
8.8 KiB
momentum-factor-effect-in-stocks.py
4.8 KiB
momentum-in-mutual-fund-returns.py
4.6 KiB
option-expiration-week-effect.py
1.4 KiB
paired-switching.py
2.8 KiB
pairs-trading-with-country-etfs.py
9.5 KiB
pairs-trading-with-stocks
8.7 KiB
payday-anomaly.py
1.6 KiB
rd-expenditures-and-stock-returns.py
6.7 KiB
rebalancing-premium-in-cryptocurrencies.py
5.4 KiB
residual-momentum-factor.py
11 KiB
return-asymmetry-effect-in-commodity-futures.py
8.2 KiB
reversal-during-earnings-announcements.py
9.5 KiB
roa-effect-within-stocks.py
4.7 KiB
sector-momentum-rotational-system.py
2.8 KiB
short-interest-effect-long-short-version.py
4.7 KiB
short-term-reversal-in-stocks.py
5.8 KiB
short-term-reversal-with-futures.py
12 KiB
skewness-effect-in-commodities.py
6.5 KiB
small-capitalization-stocks-premium-anomaly.py
3.4 KiB
soccer-clubs-stocks-arbitrage.py
3.3 KiB
synthetic-lending-rates-predict-subsequent-market-return.py
3.2 KiB
term-structure-effect-in-commodities.py
8.1 KiB
time-series-momentum-effect.py
11 KiB
trading-wti-brent-spread.py
3.4 KiB
trend-following-effect-in-stocks.py
5.0 KiB
turn-of-the-month-in-equity-indexes.py
1.1 KiB
value-and-momentum-factors-across-asset-classes.py
14 KiB
value-book-to-market-factor.py
3.6 KiB
value-factor-effect-within-countries.py
6.7 KiB
volatility-risk-premium-effect.py
3.5 KiB