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Name		Name	Last commit message	Last commit date
parent directory ..
00 Strategy Library		00 Strategy Library
01 CAPM Alpha Ranking Strategy on Dow 30 Companies		01 CAPM Alpha Ranking Strategy on Dow 30 Companies
02 Combining Mean Reversion and Momentum in Forex Market		02 Combining Mean Reversion and Momentum in Forex Market
03 Pairs Trading-Copula vs Cointegration		03 Pairs Trading-Copula vs Cointegration
04 The Dynamic Breakout II Strategy		04 The Dynamic Breakout II Strategy
05 Dual Thrust Trading Algorithm		05 Dual Thrust Trading Algorithm
06 Can Crude Oil Predict Equity Returns		06 Can Crude Oil Predict Equity Returns
07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach		07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach
08 The Momentum Strategy Based on the Low Frequency Component of Forex Market		08 The Momentum Strategy Based on the Low Frequency Component of Forex Market
09 Stock Selection Strategy Based on Fundamental Factors		09 Stock Selection Strategy Based on Fundamental Factors
10 Short-Term Reversal Strategy in Stocks		10 Short-Term Reversal Strategy in Stocks
100 Trading with WTI BRENT Spread		100 Trading with WTI BRENT Spread
102 Option Expiration Week Effect		102 Option Expiration Week Effect
11 Fundamental Factor Long Short Strategy		11 Fundamental Factor Long Short Strategy
113 January Barometer		113 January Barometer
114 January Effect in Stocks		114 January Effect in Stocks
12 Asset Class Trend Following		12 Asset Class Trend Following
125 12 Month Cycle in Cross-Section of Stocks Returns		125 12 Month Cycle in Cross-Section of Stocks Returns
13 Asset Class Momentum		13 Asset Class Momentum
14 Sector Momentum		14 Sector Momentum
15 Short Term Reversal		15 Short Term Reversal
152 Momentum Effect in REITs		152 Momentum Effect in REITs
155 Momentum and Reversal Combined with Volatility Effect in Stocks		155 Momentum and Reversal Combined with Volatility Effect in Stocks
16 Overnight Anomaly		16 Overnight Anomaly
162 Momentum Effect in Stocks in Small Portfolios		162 Momentum Effect in Stocks in Small Portfolios
17 Forex Momentum		17 Forex Momentum
18 Volatility Effect in Stocks		18 Volatility Effect in Stocks
19 Pairs Trading with Stocks		19 Pairs Trading with Stocks
198 Exploiting Term Structure of VIX Futures		198 Exploiting Term Structure of VIX Futures
199 ROA Effect within Stocks		199 ROA Effect within Stocks
20 Forex Carry Trade		20 Forex Carry Trade
207 Value Effect within Countries		207 Value Effect within Countries
21 Momentum Effect in Stocks		21 Momentum Effect in Stocks
22 Momentum Effect in Country Equity Indexes		22 Momentum Effect in Country Equity Indexes
229 Earnings Quality Factor		229 Earnings Quality Factor
23 Mean Reversion Effect in Country Equity Indexes		23 Mean Reversion Effect in Country Equity Indexes
24 Liquidity Effect in Stocks		24 Liquidity Effect in Stocks
25 Volatility Risk Premium Effect		25 Volatility Risk Premium Effect
26 Quantpedia		26 Quantpedia
27 Momentum Effect in Commodities Futures		27 Momentum Effect in Commodities Futures
28 Small Capitalization Stocks Premium Anomaly		28 Small Capitalization Stocks Premium Anomaly
29 Term Structure Effect in Commodities		29 Term Structure Effect in Commodities
30 Momentum Effect Combined with Term Structure in Commodities		30 Momentum Effect Combined with Term Structure in Commodities
31 Book-to-Market Value Anomaly		31 Book-to-Market Value Anomaly
32 Gold Market Timing		32 Gold Market Timing
33 Paired Switching		33 Paired Switching
34 Momentum-Short Term Reversal Strategy		34 Momentum-Short Term Reversal Strategy
35 Turn of the Month in Equity Indexes		35 Turn of the Month in Equity Indexes
36 Sentiment and Style Rotation Effect in Stocks		36 Sentiment and Style Rotation Effect in Stocks
37 Momentum and State of Market Filters		37 Momentum and State of Market Filters
38 Accrual Anomaly		38 Accrual Anomaly
39 Asset Growth Effect		39 Asset Growth Effect
40 Pairs Trading with Country ETFs		40 Pairs Trading with Country ETFs
58 VIX Predicts Stock Index Returns		58 VIX Predicts Stock Index Returns
61 Lunar Cycle in Equity Market		61 Lunar Cycle in Equity Market
66 Combining Momentum Effect with Volume		66 Combining Momentum Effect with Volume
71 Short Term Reversal with Futures		71 Short Term Reversal with Futures
77 Beta Factors in Stocks		77 Beta Factors in Stocks
78 Beta Factor in Country Equity Indexes		78 Beta Factor in Country Equity Indexes
83 Pre-Holiday Effect		83 Pre-Holiday Effect
91 Momentum and Style Rotation Effect		91 Momentum and Style Rotation Effect
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