How exatokens/awesome-systematic-trading works
This repository is a curated systematic-trading resource collection, not a unified trading application. The provided tree covers standalone QuantConnect/Python strategy examples; each defines its own algorithm and, in some cases, custom data handling. The principal workflow is therefore to study or run an individual strategy implementation, rather than pass through shared repository services. The README also advertises libraries, books, videos, blogs, and courses, but those areas are outside the supplied tree. Strategy groupings reflect the examples’ domains; unsampled strategies are represented by their existing directory. No inter-module calls are shown, so no runtime edges are inferred.
Components 16
Equity Strategies
- 52-Week High
static/strategies/52-weeks-high-effect-in-stocks.py - F-Score Reversal
static/strategies/combining-fundamental-fscore-and-equity-short-term-reversals.py - Smart Factors
static/strategies/combining-smart-factors-momentum-and-market-portfolio.py - Earnings Quality
static/strategies/earnings-quality-factor.py - Filing Language
static/strategies/how-to-use-lexical-density-of-company-filings.py - Momentum Reversal
static/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks.py - Growth Momentum
static/strategies/momentum-factor-combined-with-asset-growth-effect.py - Residual Momentum
static/strategies/residual-momentum-factor.py
Cross-Asset Strategies
- Oil Equity Signal
static/strategies/crude-oil-predicts-equity-returns.py - Country ETF Pairs
static/strategies/pairs-trading-with-country-etfs.py - Futures Reversal
static/strategies/short-term-reversal-with-futures.py - Time-Series Momentum
static/strategies/time-series-momentum-effect.py - Asset-Class Factors
static/strategies/value-and-momentum-factors-across-asset-classes.py
Event And Fundamental
- Earnings Reversal
static/strategies/reversal-during-earnings-announcements.py
Alternative Strategies
- Other Strategy Examples
static/strategies
Other components
- Researcher