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12-month-cycle-in-cross-section-of-stocks-returns.py

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52-weeks-high-effect-in-stocks.py

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accrual-anomaly.py

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asset-class-momentum-rotational-system.py

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asset-class-trend-following.py

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asset-growth-effect.py

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betting-against-beta-factor-in-country-equity-indexes.py

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betting-against-beta-factor-in-stocks.py

7.25 kB
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combining-fundamental-fscore-and-equity-short-term-reversals.py

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combining-smart-factors-momentum-and-market-portfolio.py

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consistent-momentum-strategy.py

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crude-oil-predicts-equity-returns.py

16.4 kB
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currency-momentum-factor.py

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currency-value-factor-ppp-strategy.py

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dispersion-trading.py

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dollar-carry-trade.py

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earnings-announcement-premium.py

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earnings-announcements-combined-with-stock-repurchases.py

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earnings-quality-factor.py

11.5 kB
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esg-factor-momentum-strategy.py

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fed-model.py

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fx-carry-trade.py

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how-to-use-lexical-density-of-company-filings.py

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intraday-seasonality-in-bitcoin.py

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january-barometer.py

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low-volatility-factor-effect-in-stocks.py

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market-sentiment-and-an-overnight-anomaly.py

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momentum-and-reversal-combined-with-volatility-effect-in-stocks.py

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momentum-effect-in-commodities.py

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momentum-factor-and-style-rotation-effect.py

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momentum-factor-combined-with-asset-growth-effect.py

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momentum-factor-effect-in-stocks.py

4.89 kB
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momentum-in-mutual-fund-returns.py

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option-expiration-week-effect.py

1.39 kB
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paired-switching.py

2.9 kB
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pairs-trading-with-country-etfs.py

9.68 kB
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pairs-trading-with-stocks

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payday-anomaly.py

1.59 kB
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quant_learn.md

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rd-expenditures-and-stock-returns.py

6.83 kB
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rebalancing-premium-in-cryptocurrencies.py

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residual-momentum-factor.py

11.7 kB
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return-asymmetry-effect-in-commodity-futures.py

8.39 kB
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reversal-during-earnings-announcements.py

9.7 kB
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roa-effect-within-stocks.py

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sector-momentum-rotational-system.py

2.86 kB
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short-interest-effect-long-short-version.py

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short-term-reversal-in-stocks.py

5.94 kB
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short-term-reversal-with-futures.py

12.5 kB
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skewness-effect-in-commodities.py

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Gated dataset You can list files but not access them

Gated dataset

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