awesome-systematic-trading README

The project's README from github.com/paperswithbacktest/awesome-systematic-trading. As one markdown file: README.md.

Awesome Systematic Trading

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We are collecting a list of resources papers, softwares, books, articles for finding, developing, and running systematic trading (quantitative trading) strategies.

What will you find here?

What the replication record looks like

We have coded and run 4,843 of these papers over their own full history. Some numbers worth knowing before you pick one to implement:

Method and caveats are written up on the wiki.

📈 Interested in trading strategies implemented in Python?

Visit our comprehensive collection at paperswithbacktest.com for exclusive content!

Click here to see the full table of content

How can I help?

You can help by submitting an issue with suggestions and by sharing on Twitter:

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Libraries and packages

List of 136 libraries and packages implementing trading bots, backtesters, indicators, pricers, etc. Each library is categorized by its programming language and ordered by descending populatrity (number of stars).

Backtesting and Live Trading

General - Event Driven Frameworks

Repository Description Stars Made with
vnpy Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform GitHub stars made-with-python
zipline dormant since 2024-02 Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. GitHub stars made-with-python
backtrader dormant since 2024-08 Event driven Python Backtesting library for trading strategies GitHub stars made-with-python
QUANTAXIS QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案 GitHub stars made-with-python
QuantConnect Lean Algorithmic Trading Engine by QuantConnect (Python, C#) GitHub stars made-with-python
Rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities GitHub stars made-with-python
finmarketpy Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) GitHub stars made-with-python
backtesting.py Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof. GitHub stars made-with-python
zvt Modular quant framework GitHub stars made-with-python
WonderTrader WonderTrader——量化研发交易一站式框架 GitHub stars made-with-python
nautilus_trader A high-performance algorithmic trading platform and event-driven backtester GitHub stars made-with-python
PandoraTrader High-frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platform GitHub stars made-with-c++
HFTBacktest Highly precise backtest on HFT data in Python+Numba GitHub stars made-with-python
PyBroker Algorithmic trading in Python with machine learning: rule based and model driven strategies, walkforward analysis and bootstrapped significance tests on the results GitHub stars made-with-python
Hikyuu C++/Python quantitative research framework built around reusable strategy components, with its own bar and indicator engine GitHub stars made-with-c++
barter-rs Open source Rust framework for building event driven live trading and backtesting systems, running strategies on a near identical engine on both sides GitHub stars made-with-rust
Investing Algorithm Framework Framework for developing, backtesting and deploying automated trading algorithms and trading bots GitHub stars made-with-python
qf-lib Modular event driven backtester with data vendor and broker integrations, portfolio construction tools and automated PDF reporting GitHub stars made-with-python
trade-frame C++17 library and sample applications for automated trading of equities, futures, currencies, ETFs and options on IQFeed and Interactive Brokers data GitHub stars made-with-c++
QuantFabric Linux/C++ mid and high frequency trading system for the Chinese futures, stock and bond exchanges GitHub stars made-with-c++
aat An asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges. GitHub stars made-with-python
sdoosa-algo-trade-python dormant since 2023-09 This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter. GitHub stars made-with-python
lumibot A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...) GitHub stars made-with-python
quanttrader dormant since 2024-06 Backtest and live trading in Python. Event based. Similar to backtesting.py. GitHub stars made-with-python
gobacktest archived A Go implementation of event-driven backtesting framework GitHub stars made-with-go
PineForge Transpiles PineScript v6 strategies to C++ and runs deterministic offline backtests on user-provided OHLCV data. GitHub stars made-with-c++
FlashFunk High Performance Runtime in Rust GitHub stars made-with-rust

General - Vector Based Frameworks

Repository Description Stars Made with
QTradeX A powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading bots GitHub stars made-with-python
vectorbt vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds. GitHub stars made-with-python
pysystemtrade Systematic Trading in python from book Systematic Trading by Rob Carver GitHub stars made-with-python
bt Flexible backtesting for Python based on Algo and Strategy Tree GitHub stars made-with-python
ml-quant-trading PyTorch research stack for ML multi-factor trading with 213 factors, bias correction, portfolio optimization, vectorized backtesting, and public validation reports GitHub stars made-with-python

Cryptocurrencies

Repository Description Stars Made with
Freqtrade Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning. GitHub stars made-with-python
Jesse Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies. GitHub stars made-with-python
OctoBot Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface GitHub stars made-with-python
Kelp archived Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges GitHub stars made-with-go
basana Python async and event driven framework for algorithmic trading, with a focus on crypto currencies GitHub stars made-with-python
openlimits dormant since 2022-07 A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers. GitHub stars made-with-rust
bTrader archived Triangle arbitrage trading bot for Binance GitHub stars made-with-rust
crypto-crawler-rs dormant since 2023-03 Crawl orderbook and trade messages from crypto exchanges GitHub stars made-with-rust
Hummingbot A client for crypto market making GitHub stars made-with-python
cryptotrader-core dormant since 2019-06 Simple to use Crypto Exchange REST API client in rust. GitHub stars made-with-rust

Trading bots

Trading bots and alpha models. Some of them are old and not maintained.

Repository Description Stars Made with
Blackbird no longer available Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy GitHub stars made-with-c++
bitcoin-arbitrage Bitcoin arbitrage - opportunity detector GitHub stars made-with-python
ThetaGang ThetaGang is an IBKR bot for collecting money GitHub stars made-with-typescript
czsc 缠中说禅技术分析工具；缠论

awesome-systematic-trading (paperswithbacktest/awesome-systematic-trading)

trading-bot
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14.8K ·GitHub
Awesome-systematic-trading
What is this?A curated list of resources for systematic (quantitative) trading: papers, libraries, packages, books, articles, videos, blogs and courses for finding, developing and running trading strategies.
Is this a tool I install, or a list I browse?Just a list — there is nothing to install. You read it on GitHub and follow links to libraries, papers and books; writing and running any code is up to you.
Are all the listed projects still maintained?No — dead and dormant projects are flagged explicitly, for example zipline dormant since 2024-02 and backtrader since 2024-08, and some entries are archived or no longer available.
Is this for professional quants or hobbyists?Both — the 55 books span beginner to professional, and sections run from beginner material to high-frequency trading and machine learning.
Does it cover crypto trading specifically?Yes — crypto has its own subsections: dedicated frameworks like Freqtrade, Jesse, OctoBot and Hummingbot, a Cryptocurrencies strategies section, and crypto books.
Is there a companion site with ready-made Python strategies?Yes — the README points to paperswithbacktest.com as a comprehensive collection of trading strategies implemented in Python.
Can I read the list in another language?Yes — Chinese and Japanese translations of the README are linked at the top.
What are similar projects?awesome-quant, quant-trading, abu, bytex, qlib, Lean, StockSharp, machine-learning-for-trading
Which topics is it in?algotrading, trading-strategies, quantitative-trading, backtesting, trading-bot, quant, algorithmic-trading, crypto, quantitative-finance, papers, paper, finance
Creator
paperswithbacktest
Size
2.3 MB
Stars
14.8K
Updated
CommitSep 28
Age
4y
Commits · 90 Days