gitextract_ocdq6ygj/

├── .gitignore
├── .vscode/
│   ├── launch.json
│   └── settings.json
├── README.md
├── README_zh.md
└── static/
    └── strategies/
        ├── 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