Shadowgraph
TrendingBuzzResearch
Chrome extension
Sign in

paperswithbacktest/awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

Python

14,647

174 commits

updated Sep 28, 2026

paperswithbacktest.com

See the code

README

Awesome Systematic Trading

希望阅读中文版？点我
日本語版はこちら

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

Run your first paper with Papers With Backtest

Start with a published strategy, its Python code and its data. Clone it into your workspace and run a backtest in your browser.

Try the value-and-size example →

No card or local setup required. A free account includes one full strategy unlock, one clone and $1 of research-agent credit, once per account. The strategy you unlock stays readable; the allowance does not reset.

Choose one starting point for your free unlock:

Research questionOpen the example
How do value and size affect equity returns?Value and Size Effect
Can correlation improve commodity momentum?Commodity Momentum
How do trend and mean reversion behave in Bitcoin?Bitcoin Seasonality, Trend and Mean Reversion
Walk through your first backtest
  1. Open an example, create a free account and unlock that strategy's code and results.
  2. Clone it into your workspace. Its backtest starts in the strategy chat.
  3. Inspect the result and the code. Use the available agent credit to ask which trading costs the backtest includes and how they affect the result.

Further research uses the remaining agent credit or a top-up. Backtester includes 100 strategy unlocks per month, market datasets, the course, $10/month of browser-agent credit and catalog access from your own Claude, Codex or Cursor over MCP. Compare free and paid access · Connect your own assistant

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:

  • The median replication returns a Sharpe ratio of 0.37, and 48% clear a t-statistic of 1.96. Half the published record cannot be distinguished from zero on its own sample.
  • Median test window: 34 years. A strategy needs roughly (1.96 / Sharpe)² years to prove itself, so a Sharpe of 0.4 needs about 24 of them.
  • The median strategy carries a beta of +0.17 to the S&P 500. Removing it takes the median information ratio down to 0.21, so a meaningful slice of the published edge is index exposure rather than skill.
  • Across 2,838 papers with a record on both sides of their publication date, we could find no measurable decay after publication once the market period is controlled for, to within a fifth of a percentage point a year.

Method and caveats are written up on the wiki.

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:

Tweet

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

RepositoryDescriptionStarsMade with
vnpyPython-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platformGitHub starsmade-with-python
zipline dormant since 2024-02Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.GitHub starsmade-with-python
backtrader dormant since 2024-08Event driven Python Backtesting library for trading strategiesGitHub starsmade-with-python
QUANTAXISQUANTAXIS 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 starsmade-with-python
QuantConnectLean Algorithmic Trading Engine by QuantConnect (Python, C#)GitHub starsmade-with-python
RqalphaA extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securitiesGitHub starsmade-with-python
finmarketpyPython library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)GitHub starsmade-with-python
backtesting.pyBacktesting.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 starsmade-with-python
zvtModular quant frameworkGitHub starsmade-with-python
WonderTraderWonderTrader——量化研发交易一站式框架GitHub starsmade-with-python
nautilus_traderA high-performance algorithmic trading platform and event-driven backtesterGitHub starsmade-with-python
PandoraTraderHigh-frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platformGitHub starsmade-with-c++
HFTBacktestHighly precise backtest on HFT data in Python+NumbaGitHub starsmade-with-python
PyBrokerAlgorithmic trading in Python with machine learning: rule based and model driven strategies, walkforward analysis and bootstrapped significance tests on the resultsGitHub starsmade-with-python
HikyuuC++/Python quantitative research framework built around reusable strategy components, with its own bar and indicator engineGitHub starsmade-with-c++
barter-rsOpen source Rust framework for building event driven live trading and backtesting systems, running strategies on a near identical engine on both sidesGitHub starsmade-with-rust
Investing Algorithm FrameworkFramework for developing, backtesting and deploying automated trading algorithms and trading botsGitHub starsmade-with-python
qf-libModular event driven backtester with data vendor and broker integrations, portfolio construction tools and automated PDF reportingGitHub starsmade-with-python
trade-frameC++17 library and sample applications for automated trading of equities, futures, currencies, ETFs and options on IQFeed and Interactive Brokers dataGitHub starsmade-with-c++
QuantFabricLinux/C++ mid and high frequency trading system for the Chinese futures, stock and bond exchangesGitHub starsmade-with-c++
aatAn 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 starsmade-with-python
sdoosa-algo-trade-python dormant since 2023-09This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter.GitHub starsmade-with-python
lumibotA very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)GitHub starsmade-with-python
quanttrader dormant since 2024-06Backtest and live trading in Python. Event based. Similar to backtesting.py.GitHub starsmade-with-python
gobacktest archivedA Go implementation of event-driven backtesting frameworkGitHub starsmade-with-go
PineForgeTranspiles PineScript v6 strategies to C++ and runs deterministic offline backtests on user-provided OHLCV data.GitHub starsmade-with-c++
FlashFunkHigh Performance Runtime in RustGitHub starsmade-with-rust

General - Vector Based Frameworks

RepositoryDescriptionStarsMade with
QTradeXA powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading botsGitHub starsmade-with-python
vectorbtvectorbt 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 starsmade-with-python
pysystemtradeSystematic Trading in python from book Systematic Trading by Rob CarverGitHub starsmade-with-python
btFlexible backtesting for Python based on Algo and Strategy TreeGitHub starsmade-with-python
ml-quant-tradingPyTorch research stack for ML multi-factor trading with 213 factors, bias correction, portfolio optimization, vectorized backtesting, and public validation reportsGitHub starsmade-with-python

Cryptocurrencies

RepositoryDescriptionStarsMade with
FreqtradeFreqtrade 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 starsmade-with-python
JesseJesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.GitHub starsmade-with-python
OctoBotCryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interfaceGitHub starsmade-with-python
Kelp archivedKelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchangesGitHub starsmade-with-go
basanaPython async and event driven framework for algorithmic trading, with a focus on crypto currenciesGitHub starsmade-with-python
openlimits dormant since 2022-07A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.GitHub starsmade-with-rust
bTrader archivedTriangle arbitrage trading bot for BinanceGitHub starsmade-with-rust
crypto-crawler-rs dormant since 2023-03Crawl orderbook and trade messages from crypto exchangesGitHub starsmade-with-rust
HummingbotA client for crypto market makingGitHub starsmade-with-python
cryptotrader-core dormant since 2019-06Simple to use Crypto Exchange REST API client in rust.GitHub starsmade-with-rust

Trading bots

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

RepositoryDescriptionStarsMade with
Blackbird no longer availableBlackbird Bitcoin Arbitrage: a long/short market-neutral strategyGitHub starsmade-with-c++
bitcoin-arbitrageBitcoin arbitrage - opportunity detectorGitHub starsmade-with-python
ThetaGangThetaGang is an IBKR bot for collecting moneyGitHub starsmade-with-typescript
czsc缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易GitHub starsmade-with-python
R2 Bitcoin Arbitrager dormant since 2023-04R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScriptGitHub starsmade-with-typescript
Intelligent Trading BotIntelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineeringGitHub starsmade-with-python
analyzingalpha dormant since 2023-08Implementation of simple strategiesGitHub starsmade-with-python
PyTrendFollow dormant since 2018-04PyTrendFollow - systematic futures trading using trend followingGitHub starsmade-with-python
TradeSightAI-powered algorithmic trading platform with RSI/MACD signals, overnight strategy tournaments, paper trading via Alpaca, multi-stock scanning, and web dashboardGitHub starsmade-with-python
PRISM-INSIGHTAI-powered stock analysis with 13 specialized agents, automated trading via KIS API (Korean & US markets)GitHub starsmade-with-python

Analytics

Indicators

Libraries of indicators to predict future price movements.

RepositoryDescriptionStarsMade with
ta-libPerform technical analysis of financial market dataGitHub starsmade-with-python
go-tart dormant since 2021-06A Go implementation of the [ta-lib]((https://github.com/mrjbq7/ta-lib) with streaming update supportGitHub starsmade-with-go
pandas-ta no longer availablePandas Technical Analysis (Pandas TA) is an easy to use library that leverages the Pandas package with more than 130 Indicators and Utility functions and more than 60 TA Lib Candlestick PatternsGitHub starsmade-with-python
finta archivedCommon financial technical indicators implemented in PandasGitHub starsmade-with-python
ta-rust dormant since 2024-07Technical analysis library for Rust languageGitHub starsmade-with-rust
kandTechnical analysis library written in Rust with Python and WASM bindings, exposing both batch and incremental streaming updatesGitHub starsmade-with-rust
wickraStreaming-first technical-analysis library with a Rust core and native Python/Node/WASM bindings plus a C ABI (C, C++, C#/.NET, Go, Java, R); 514 O(1)-per-tick indicators across 24 families, bit-exact batch and streamingGitHub starsmade-with-rust

Metrics computation

Librairies of financial metrics.

RepositoryDescriptionStarsMade with
quantstatsPortfolio analytics for quants, written in PythonGitHub starsmade-with-python
ffnA financial function library for PythonGitHub starsmade-with-python

Optimization

RepositoryDescriptionStarsMade with
skfolioPortfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.GitHub starsmade-with-python
PyPortfolioOptFinancial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk ParityGitHub starsmade-with-python
Riskfolio-LibPortfolio Optimization and Quantitative Strategic Asset Allocation in PythonGitHub starsmade-with-python
empyrialEmpyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021GitHub starsmade-with-python
cvxportfolioPortfolio optimization and back-testing from the Stanford convex optimization group, implementing the multi-period framework of Boyd et al.GitHub starsmade-with-python
Deepdow dormant since 2024-01Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.GitHub starsmade-with-python
spectrePortfolio Optimization and Quantitative Strategic Asset Allocation in PythonGitHub starsmade-with-python

Pricing

RepositoryDescriptionStarsMade with
tf-quant-financeHigh-performance TensorFlow library for quantitative finance from GoogleGitHub starsmade-with-python
FinancePyA Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivativesGitHub starsmade-with-python
PyQLPython wrapper of the famous pricing library QuantLibGitHub starsmade-with-python

Risk

RepositoryDescriptionStarsMade with
pyfolio dormant since 2023-12Portfolio and risk analytics in PythonGitHub starsmade-with-python

Broker APIs

RepositoryDescriptionStarsMade with
ccxtA JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchangesGitHub starsmade-with-python
Ib_insync archivedPython sync/async framework for Interactive Brokers.GitHub starsmade-with-python
pmxtUnified prediction market trading API across Polymarket, Kalshi and other venues, in the spirit of ccxtGitHub starsmade-with-typescript
Coinnect dormant since 2021-11Coinnect is a Rust library aiming to provide a complete access to main crypto currencies exchanges via REST API.GitHub starsmade-with-rust
PENDAX dormant since 2024-05Javascript SDK for Trading, Data, and Websockets for FTX, FTXUS, OKX, Bybit, & More.GitHub starsmade-with-javascript

Data Sources

General

RepositoryDescriptionStarsMade with
Fincept TerminalFincept Terminal is a comprehensive CLI tool that provides financial insights, market analysis, and a host of other financial services such as technical analysis, fundamental analysis, sentiment analysis, quantitative analysis, and economic data services.GitHub starsmade-with-python
OpenBB TerminalInvestment Research for Everyone, Anywhere.GitHub starsmade-with-python
TuShare dormant since 2024-03TuShare is a utility for crawling historical data of China stocksGitHub starsmade-with-python
yfinanceyfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.GitHub starsmade-with-python
AkShareAKShare is an elegant and simple financial data interface library for Python, built for human beings!GitHub starsmade-with-python
FinanceDatabaseDatabase of 300,000+ symbols covering equities, ETFs, funds, indices, currencies, cryptocurrencies and money marketsGitHub starsmade-with-python
FinanceToolkit200+ financial metrics, ratios, technical indicators and risk measures computed from Financial Modeling Prep and Yahoo Finance dataGitHub starsmade-with-python
pandas-datareaderUp to date remote data access for pandas, works for multiple versions of pandas.GitHub starsmade-with-python
edgartoolsSEC EDGAR filings in Python: XBRL fundamentals, 13F institutional holdings, insider transactions (Forms 3/4/5) and 8-K eventsGitHub starsmade-with-python
Quandl archivedGet millions of financial and economic dataset from hundreds of publishers via a single free API.GitHub starsmade-with-python
findatapyfindatapy creates an easy to use Python API to download market data from many sources including Quandl, Bloomberg, Yahoo, Google etc. using a unified high level interface.GitHub starsmade-with-python
InvestpyFinancial Data Extraction from Investing.com with PythonGitHub starsmade-with-python
Fundamental Analysis DataFully-fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies.GitHub starsmade-with-python
Wallstreet dormant since 2024-07Wallstreet: Real time Stock and Option toolsGitHub starsmade-with-python
pwb-toolboxLoader for the 32 Papers With Backtest datasets on Hugging Face: daily prices back to 1962 for stocks, ETFs, indices, currencies and commodities, sovereign yield curves, quarterly fundamentals, FRED-MD macro series, and 5.7 billion rows of 1-minute US equity bars. Cards and schemas are open to read, downloads are gated.GitHub starsmade-with-python

Cryptocurrencies

RepositoryDescriptionStarsMade with
CryptofeedCryptocurrency Exchange Websocket Data Feed Handler with AsyncioGitHub starsmade-with-python
Gekko-Datasets dormant since 2018-05Gekko trading bot dataset dumps. Download and use history files in SQLite format.GitHub starsmade-with-python
CryptoInscriber dormant since 2018-03A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.GitHub starsmade-with-python
Crypto LakeHigh frequency order book & trade data for cryptoGitHub starsmade-with-python

Data Science

RepositoryDescriptionStarsMade with
TensorFlowFundamental algorithms for scientific computing in PythonGitHub starsmade-with-python
PytorchTensors and Dynamic neural networks in Python with strong GPU accelerationGitHub starsmade-with-python
KerasThe most user friendly Deep Learning for humans in PythonGitHub starsmade-with-python
Scikit-learnMachine learning in PythonGitHub starsmade-with-python
PandasFlexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much moreGitHub starsmade-with-python
JAXComposable transformations of Python+NumPy programs: automatic differentiation, vectorization and JIT compilation to GPU/TPUGitHub starsmade-with-python
NumpyThe fundamental package for scientific computing with PythonGitHub starsmade-with-python
ScipyFundamental algorithms for scientific computing in PythonGitHub starsmade-with-python
PyMCProbabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with AesaraGitHub starsmade-with-python
CvxpyA Python-embedded modeling language for convex optimization problems.GitHub starsmade-with-python

Databases

RepositoryDescriptionStarsMade with
DuckDBIn-process analytical SQL database that queries Parquet and Arrow files directly, a common backend for research datasetsGitHub starsmade-with-c++
Marketstore no longer availableDataFrame Server for Financial Timeseries DataGitHub starsmade-with-go
Tectonicdb dormant since 2024-01Tectonicdb is a fast, highly compressed standalone database and streaming protocol for order book ticks.GitHub starsmade-with-rust
ArcticDB (Man Group)High performance datastore for time series and tick dataGitHub starsmade-with-python
PyStoreFast datastore for Pandas time series data, built on Dask and ParquetGitHub starsmade-with-python

Graph Computation

RepositoryDescriptionStarsMade with
RayAn open source framework that provides a simple, universal API for building distributed applications.GitHub starsmade-with-python
DaskParallel computing with task scheduling in Python with a Pandas like APIGitHub starsmade-with-python
Incremental (JaneStreet)Incremental is a library that gives you a way of building complex computations that can update efficiently in response to their inputs changing, inspired by the work of Umut Acar et. al. on self-adjusting computations. Incremental can be useful in a number of applicationsGitHub starsmade-with-ocaml
csp (Point72)High performance reactive stream processing library written in C++ and Python, where the same graph runs in backtest and in real timeGitHub starsmade-with-python
Man MDF dormant since 2016-12Data-flow programming toolkit for PythonGitHub starsmade-with-python
GraphKit dormant since 2023-03A lightweight Python module for creating and running ordered graphs of computations.GitHub starsmade-with-python
TributaryStreaming reactive and dataflow graphs in PythonGitHub starsmade-with-python

Machine Learning

RepositoryDescriptionStarsMade with
AI Hedge FundEducational hedge fund simulator where a team of LLM agents modelled on well known investors debates and takes positionsGitHub starsmade-with-python
QLib (Microsoft)Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.GitHub starsmade-with-python
FinGPTOpen source financial large language models, with the fine-tuned weights released on HuggingFaceGitHub starsmade-with-python
Machine Learning for TradingCode for Machine Learning for Trading (3rd edition), from data sourcing and alpha factor research to live executionGitHub starsmade-with-python
QbotAI powered quantitative investment platform covering data collection, strategy research, backtesting and live tradingGitHub starsmade-with-python
FinRLFinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance.GitHub starsmade-with-python
MlFinLab (Hudson & Thames) dormant since 2023-10MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.GitHub starsmade-with-python
TradingGym dormant since 2024-02Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.GitHub starsmade-with-python
AlphaGenGenerating sets of formulaic alpha factors with reinforcement learningGitHub starsmade-with-python
Stock Trading Bot using Deep Q-Learning dormant since 2023-12Stock Trading Bot using Deep Q-LearningGitHub starsmade-with-python

TimeSeries Analysis

RepositoryDescriptionStarsMade with
Facebook ProphetTool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.GitHub starsmade-with-python
statsmodelsPython module that allows users to explore data, estimate statistical models, and perform statistical tests.GitHub starsmade-with-python
tsfreshAutomatic extraction of relevant features from time series.GitHub starsmade-with-python
pmdarimaA statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.GitHub starsmade-with-python

Visualization

RepositoryDescriptionStarsMade with
PerspectiveData visualization and analytics component built for large and streaming datasets, originally open sourced by J.P. MorganGitHub starsmade-with-rust
D-Tale (Man Group)D-Tale is the combination of a Flask back-end and a React front-end to bring you an easy way to view & analyze Pandas data structures.GitHub starsmade-with-python
mplfinance dormant since 2024-08Financial Markets Data Visualization using MatplotlibGitHub starsmade-with-python
btplottingbtplotting provides plotting for backtests, optimization results and live data from backtrader.GitHub starsmade-with-python

Strategies

Every strategy below is a published paper that has been coded and run over its own full history. The table is regenerated from the replication catalogue by scripts/build_strategies_table.py, so the numbers move when the catalogue does.

Showing the 61 strongest of 1,687 replications that clear a t-statistic of 1.96 over at least 10 years, up to 12 per asset class. Sharpe ratios are measured on each strategy's own active window, not on a common calendar, and are gross of trading costs. Series with an annualised volatility outside 1% to 100% are treated as degenerate and dropped. The t-statistic is shown because a Sharpe ratio without one says very little: half the catalogue does not clear it.

Equities

StrategySharpet-statVolatilityYears tested
A Study Of Differences In Returns Between Large And Small Companies In Europe1.8911.46.4%37
The Investment CAPM1.8011.02.9%37
Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson1.6810.26.4%37
The Role of Beta and Size in the Cross-Section of European Stock Returns1.639.65.3%34
Systematic Abnormal Return Variation and Global Market Inefficiencies1.578.29.5%27
Value and Size Effect: Now You See It, Now You Don’t1.529.35.9%37
Properties of the Most Diversified Portfolio1.509.014.3%37
Understanding Momentum and Reversal?1.368.25.1%36
Fact, Fiction, and the Size Effect1.338.12.6%37
The cross-section of returns in frontier equity markets: Integrated or segmented pricing?1.328.03.9%36
Analytical Solution for Kelly’s Criterion for Multiple Outcomes1.317.913.3%37
End-To-End Large Portfolio Optimization For Variance Minimization With Neural Networks Through Covariance Cleaning1.287.315.4%33

Bonds

StrategySharpet-statVolatilityYears tested
Statistical and Economic Benefits of Whitening Residuals in Bond Yields0.905.018.6%30
Dynamic Risk-Aware Yield Search: A Useful Tool for Fixed Income Investors0.894.42.9%25
Out-performing corporate bonds indices with factor investing0.855.112.3%36
Priced risk in corporate bonds0.723.06.0%17
Sitting Bucks: Stale Pricing in Fixed Income Funds0.643.95.7%37
Frontier and Emerging Government Bond Markets0.623.713.7%36
Regime-based portfolio optimisation: A Hidden Markov Model approach for fixed income portfolios0.623.66.0%33
Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis0.513.113.4%37
Are Bond Returns Predictable with Real-Time Macro Data?0.492.55.9%26
Trading the Term Premium0.452.85.0%37
Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure0.442.77.9%38
Predictable End-of-Month Treasury Returns0.432.63.8%37

Commodities

StrategySharpet-statVolatilityYears tested
How to Improve Commodity Momentum Using Intra-Market Correlation0.652.88.7%19
Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence0.633.820.7%37
Rolling vs. Expanding Windows in Mean-Reversion Strategies: Evidence from Gold-Silver and Cross-Asset Validation0.362.298.5%37

Currencies

StrategySharpet-statVolatilityYears tested
Good Carry, Bad Carry1.7410.64.6%37
The Time-Varying Systematic Risk of1.539.34.1%36
Lessons from the Evolution of Foreign Exchange Trading Strategies1.247.412.4%36
Optimal Currency Shares In International Reserves The Impact Of The Euro And The Prospects For The Dollar0.682.955.3%19

Cryptocurrencies

StrategySharpet-statVolatilityYears tested
How to Design a Simple Multi-Timeframe Trend Strategy on Bitcoin3.3916.246.3%23
‘Know When to Hodl ‘Em, Know When to Fodl ‘Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space1.536.29.6%16
Seasonality, Trend-following, and Mean reversion in Bitcoin1.114.549.5%16
Do Risk Preferences Drive Momentum in Cryptocurrencies?0.684.054.9%34
The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments0.583.454.1%34
Price Overreactions in the Cryptocurrency Market0.533.132.3%35
Proof-of-What? Detecting original consensus algorithms in cryptocurrencies with a four-factor model0.522.485.9%22
Cryptocurrency as money: A trading strategy solution0.472.815.4%35

Derivatives

StrategySharpet-statVolatilityYears tested
Media Tone Goes Viral: Global Evidence from the Currency Market1.066.51.3%38
Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratios0.925.617.1%37
When Factor Timing Makes Sense0.744.510.4%37
Rational Decision-Making Under Uncertainty: Observed Betting Patterns on a Biased Coin0.603.73.6%38
Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market0.553.417.7%37
A Theory of Model Sophistication and Operational Risk0.503.19.4%37
Tail-Risk Protection Trading Strategies0.493.013.6%37
Is Media Tone just a Tone? Time-Series and Cross-Sectional Evidence from the Currency Market0.352.13.1%36
The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits0.332.09.3%37
Arbitrage in the Foreign Exchange Market: Turning on the Microscope0.322.08.4%37

Multi-asset

StrategySharpet-statVolatilityYears tested
Optimal Annuity Risk Management1.629.95.4%38
Explaining low annuity demand: an optimal portfolio application to Japan1.609.84.8%38
Diverging roads: Theory-based vs. machine learning-implied stock risk premia1.579.58.3%37
The Anomalous Behavior of the S&P Covered Call Closed End Fund1.368.318.6%37
Any role for mean reversion in short term asset1.307.48.6%32
Inconsistent investment and consumption problems1.267.72.6%38
Heuristic Portfolio Rules with Labor Income1.217.410.5%38
Investing for the Long-Run in European Real Estate1.114.55.5%16
Regime-Aware Risk Management in Concentrated Equity Portfolios: Evidence from the Magnificent Seven1.116.41.4%33
Are Heuristics Better than Theory if Market Crashes Are1.106.78.4%37
Risk Parity Portfolios with Risk Factors1.086.317.3%34
A Risk Based Approach to Tactical Asset Allocation1.066.45.0%37

Older QuantConnect implementations of some of these papers are kept in static/strategies.

Books

A comprehensive list of 55 books for quantitative traders.

Beginner

TitleReviewsRating
A Beginner’s Guide to the Stock Market: Everything You Need to Start Making Money Today - Matthew R. Kratter
How to Day Trade for a Living: A Beginner’s Guide to Trading Tools and Tactics, Money Management, Discipline and Trading Psychology - Andrew Aziz
The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns - John C. Bogle
Investing QuickStart Guide: The Simplified Beginner’s Guide to Successfully Navigating the Stock Market, Growing Your Wealth & Creating a Secure Financial Future - Ted D. Snow
Day Trading QuickStart Guide: The Simplified Beginner’s Guide to Winning Trade Plans, Conquering the Markets, and Becoming a Successful Day Trader - Troy Noonan
Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders - Kevin J Davey
Algorithmic Trading and DMA: An introduction to direct access trading strategies - Barry Johnson

Biography

TitleReviewsRating
My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
How I Became a Quant: Insights from 25 of Wall Street’s Elite: - Barry Schachter

Coding

TitleReviewsRating
Python for Finance: Mastering Data-Driven Finance - Yves Hilpisch
Trading Evolved: Anyone can Build Killer Trading Strategies in Python - Andreas F. Clenow
Python for Algorithmic Trading: From Idea to Cloud Deployment - Yves Hilpisch
Algorithmic Trading with Python: Quantitative Methods and Strategy Development - Chris Conlan
Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis - Sebastien Donadio

Crypto

TitleReviewsRating
The Bitcoin Standard: The Decentralized Alternative to Central Banking - Saifedean Ammous
Bitcoin Billionaires: A True Story of Genius, Betrayal, and Redemption - Ben Mezrich
Mastering Bitcoin: Programming the Open Blockchain - Andreas M. Antonopoulos
Why Buy Bitcoin: Investing Today in the Money of Tomorrow - Andy Edstrom

General

TitleReviewsRating
The Intelligent Investor: The Definitive Book on Value Investing - Benjamin Graham, Jason Zweig
How I Invest My Money: Finance experts reveal how they save, spend, and invest - Joshua Brown, Brian Portnoy
Naked Forex: High-Probability Techniques for Trading Without Indicators - Alex Nekritin
The Four Pillars of Investing: Lessons for Building a Winning Portfolio - William J. Bernstein
Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition - Sheldon Natenberg
The Art and Science of Technical Analysis: Market Structure, Price Action, and Trading Strategies - Adam Grimes
The New Trading for a Living: Psychology, Discipline, Trading Tools and Systems, Risk Control, Trade Management (Wiley Trading) - Alexander Elder
Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading) - Kevin J Davey
Systematic Trading: A unique new method for designing trading and investing systems - Robert Carver
Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System (Wiley Finance) - Wesley R. Gray, Jack R. Vogel
Algorithmic Trading: Winning Strategies and Their Rationale - Ernest P. Chan
Leveraged Trading: A professional approach to trading FX, stocks on margin, CFDs, spread bets and futures for all traders - Robert Carver
Trading Systems: A New Approach to System Development and Portfolio Optimisation - Emilio Tomasini, Urban Jaekle
Trading and Exchanges: Market Microstructure for Practitioners - Larry Harris
Trading Systems 2nd edition: A new approach to system development and portfolio optimisation - Emilio Tomasini, Urban Jaekle
Machine Trading: Deploying Computer Algorithms to Conquer the Markets - Ernest P. Chan
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) - Ludwig B Chincarini, Daehwan Kim
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk - Richard Grinold, Ronald Kahn
Quantitative Technical Analysis: An integrated approach to trading system development and trading management - Dr Howard B Bandy
Advances in Active Portfolio Management: New Developments in Quantitative Investing - Richard Grinold, Ronald Kahn
Professional Automated Trading: Theory and Practice - Eugene A. Durenard
Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series) - Raja Velu, Maxence Hardy, Daniel Nehren
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization - Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong

High Frequency Trading

TitleReviewsRating
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading - Rishi K. Narang
Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) - Álvaro Cartea, Sebastian Jaimungal, José Penalva
The Problem of HFT – Collected Writings on High Frequency Trading & Stock Market Structure Reform - Haim Bodek
An Introduction to High-Frequency Finance - Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen
Market Microstructure in Practice - Charles-Albert Lehalle, Sophie Laruelle
The Financial Mathematics of Market Liquidity - Olivier Gueant
High-Frequency Trading - Maureen O’Hara, David Easley, Marcos M López de Prado

Machine Learning

TitleReviewsRating
Dark Pools: The rise of A.I. trading machines and the looming threat to Wall Street - Scott Patterson
Advances in Financial Machine Learning - Marcos Lopez de Prado
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition - Stefan Jansen
Machine Learning for Asset Managers (Elements in Quantitative Finance) - Marcos M López de Prado
Machine Learning in Finance: From Theory to Practice - Matthew F. Dixon, Igor Halperin, Paul Bilokon
Artificial Intelligence in Finance: A Python-Based Guide - Yves Hilpisch
Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques - Robert Kissell

Videos

TitleLikes
Krish Naik - Machine learning tutorials and their Application in Stock Prediction
QuantInsti Youtube - webinars about Machine Learning for trading
Siraj Raval - Videos about stock market prediction using Deep Learning
Quantopian - Webinars about Machine Learning for trading
Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
QuantNews - Machine Learning for Algorithmic Trading 3 part series
Sentdex - Python programming for Finance (a few videos including Machine Learning)
Chat with Traders EP042 - Machine learning for algorithmic trading with Bert Mouler
Tucker Balch - Applying Deep Reinforcement Learning to Trading
Ernie Chan - Machine Learning for Quantitative Trading Webinar
Chat with Traders EP147 - Detective work leading to viable trading strategies with Tom Starke
Chat with Traders EP142 - Algo trader using automation to bypass human flaws with Bert Mouler
Master Thesis presentation, Uni of Essex - Analyzing the Limit Order Book, A Deep Learning Approach
Howard Bandy - Machine Learning Trading System Development Webinar
Chat With Traders EP131 - Trading strategies, powered by machine learning with Morgan Slade
Chat with Traders Quantopian 5 - Good Uses of Machine Learning in Finance with Max Margenot
Hitoshi Harada, CTO at Alpaca - Deep Learning in Finance Talk
Better System Trader EP028 - David Aronson shares research into indicators that identify Bull and Bear markets.
Prediction Machines - Deep Learning with Python in Finance Talk
Better System Trader EP064 - Cryptocurrencies and Machine Learning with Bert Mouler
Better System Trader EP023 - Portfolio manager Michael Himmel talks AI and machine learning in trading
Better System Trader EP082 - Machine Learning With Kris Longmore

Blogs

Title
AAA Quants, Tom Starke Blog
AI & Systematic Trading
Blackarbs blog
Hardikp, Hardik Patel blog
Hudson River Trading - HRTBeat Engineering
Jane Street Tech Blog
Man Group Tech Articles
Max Dama on Automated Trading
Medallion.Club on Systematic Trading (FR)
Proof Engineering: The Algorithmic Trading Platform
Quantsportal, Jacques Joubert's Blog
Quantstart - Machine Learning for Trading articles
RobotWealth, Kris Longmore Blog
Two Sigma Engineering

Courses

Title
AI in Finance
AI & Systematic Trading
Algorithmic Trading for Cryptocurrencies in Python
Coursera, NYU - Guided Tour of Machine Learning in Finance
Coursera, NYU - Fundamentals of Machine Learning in Finance
Coursera, NYU - Reinforcement Learning in Finance
Coursera, NYU - Overview of Advanced Methods for Reinforcement Learning in Finance
Hudson and Thames Quantitative Research
NYU: Overview of Advanced Methods of Reinforcement Learning in Finance
Udacity: Artificial Intelligence for Trading
Udacity, Georgia Tech - Machine Learning for Trading
algorithmic-trading
algotrading
alpha
arbitrage-bot
awesome
awesome-list
book
finance
futures
futures-historical-data
futures-market
futuresmarkets
paper
quant
quantitative-finance
quantitative-trading
trading-algorithms
trading-bot
trading-strategies

Significant stargazers

(top 24 of 37)

Rokas Kupstys

371 followers · starred May 2023

Swastik Baranwal

643 followers · starred Sep 2026

Josh Vera

480 followers · starred Mar 2026

M. Adel Alhashemi

38 followers · starred May 2024

Similar repos

wangzhe3224/awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading.…

5,265

UFund-Me/Qbot

[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃…

18,587

wilsonfreitas/awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative…

30,045

leoncuhk/awesome-quant-ai

A curated list of awesome resources for quantitative investment and trading strategies focusing on…

635

hugo2046/QuantsPlaybook

量化研究-券商金工研报复现

6,526

polakowo/vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before…

9,348

georgezouq/awesome-ai-in-finance

🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

6,653

pAulseperformance/awesome-pinescript

A Comprehensive Collection of Everything Related to Tradingview Pine Script.

1,923

paperswithbacktest/awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

Python

14,647

174 commits

updated Sep 28, 2026

paperswithbacktest.com

See the code

README

Awesome Systematic Trading

希望阅读中文版？点我
日本語版はこちら

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

Run your first paper with Papers With Backtest

Start with a published strategy, its Python code and its data. Clone it into your workspace and run a backtest in your browser.

Try the value-and-size example →

No card or local setup required. A free account includes one full strategy unlock, one clone and $1 of research-agent credit, once per account. The strategy you unlock stays readable; the allowance does not reset.

Choose one starting point for your free unlock:

Research questionOpen the example
How do value and size affect equity returns?Value and Size Effect
Can correlation improve commodity momentum?Commodity Momentum
How do trend and mean reversion behave in Bitcoin?Bitcoin Seasonality, Trend and Mean Reversion
Walk through your first backtest
  1. Open an example, create a free account and unlock that strategy's code and results.
  2. Clone it into your workspace. Its backtest starts in the strategy chat.
  3. Inspect the result and the code. Use the available agent credit to ask which trading costs the backtest includes and how they affect the result.

Further research uses the remaining agent credit or a top-up. Backtester includes 100 strategy unlocks per month, market datasets, the course, $10/month of browser-agent credit and catalog access from your own Claude, Codex or Cursor over MCP. Compare free and paid access · Connect your own assistant

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:

  • The median replication returns a Sharpe ratio of 0.37, and 48% clear a t-statistic of 1.96. Half the published record cannot be distinguished from zero on its own sample.
  • Median test window: 34 years. A strategy needs roughly (1.96 / Sharpe)² years to prove itself, so a Sharpe of 0.4 needs about 24 of them.
  • The median strategy carries a beta of +0.17 to the S&P 500. Removing it takes the median information ratio down to 0.21, so a meaningful slice of the published edge is index exposure rather than skill.
  • Across 2,838 papers with a record on both sides of their publication date, we could find no measurable decay after publication once the market period is controlled for, to within a fifth of a percentage point a year.

Method and caveats are written up on the wiki.

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:

Tweet

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

RepositoryDescriptionStarsMade with
vnpyPython-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platformGitHub starsmade-with-python
zipline dormant since 2024-02Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.GitHub starsmade-with-python
backtrader dormant since 2024-08Event driven Python Backtesting library for trading strategiesGitHub starsmade-with-python
QUANTAXISQUANTAXIS 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 starsmade-with-python
QuantConnectLean Algorithmic Trading Engine by QuantConnect (Python, C#)GitHub starsmade-with-python
RqalphaA extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securitiesGitHub starsmade-with-python
finmarketpyPython library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)GitHub starsmade-with-python
backtesting.pyBacktesting.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 starsmade-with-python
zvtModular quant frameworkGitHub starsmade-with-python
WonderTraderWonderTrader——量化研发交易一站式框架GitHub starsmade-with-python
nautilus_traderA high-performance algorithmic trading platform and event-driven backtesterGitHub starsmade-with-python
PandoraTraderHigh-frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platformGitHub starsmade-with-c++
HFTBacktestHighly precise backtest on HFT data in Python+NumbaGitHub starsmade-with-python
PyBrokerAlgorithmic trading in Python with machine learning: rule based and model driven strategies, walkforward analysis and bootstrapped significance tests on the resultsGitHub starsmade-with-python
HikyuuC++/Python quantitative research framework built around reusable strategy components, with its own bar and indicator engineGitHub starsmade-with-c++
barter-rsOpen source Rust framework for building event driven live trading and backtesting systems, running strategies on a near identical engine on both sidesGitHub starsmade-with-rust
Investing Algorithm FrameworkFramework for developing, backtesting and deploying automated trading algorithms and trading botsGitHub starsmade-with-python
qf-libModular event driven backtester with data vendor and broker integrations, portfolio construction tools and automated PDF reportingGitHub starsmade-with-python
trade-frameC++17 library and sample applications for automated trading of equities, futures, currencies, ETFs and options on IQFeed and Interactive Brokers dataGitHub starsmade-with-c++
QuantFabricLinux/C++ mid and high frequency trading system for the Chinese futures, stock and bond exchangesGitHub starsmade-with-c++
aatAn 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 starsmade-with-python
sdoosa-algo-trade-python dormant since 2023-09This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter.GitHub starsmade-with-python
lumibotA very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)GitHub starsmade-with-python
quanttrader dormant since 2024-06Backtest and live trading in Python. Event based. Similar to backtesting.py.GitHub starsmade-with-python
gobacktest archivedA Go implementation of event-driven backtesting frameworkGitHub starsmade-with-go
PineForgeTranspiles PineScript v6 strategies to C++ and runs deterministic offline backtests on user-provided OHLCV data.GitHub starsmade-with-c++
FlashFunkHigh Performance Runtime in RustGitHub starsmade-with-rust

General - Vector Based Frameworks

RepositoryDescriptionStarsMade with
QTradeXA powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading botsGitHub starsmade-with-python
vectorbtvectorbt 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 starsmade-with-python
pysystemtradeSystematic Trading in python from book Systematic Trading by Rob CarverGitHub starsmade-with-python
btFlexible backtesting for Python based on Algo and Strategy TreeGitHub starsmade-with-python
ml-quant-tradingPyTorch research stack for ML multi-factor trading with 213 factors, bias correction, portfolio optimization, vectorized backtesting, and public validation reportsGitHub starsmade-with-python

Cryptocurrencies

RepositoryDescriptionStarsMade with
FreqtradeFreqtrade 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 starsmade-with-python
JesseJesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.GitHub starsmade-with-python
OctoBotCryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interfaceGitHub starsmade-with-python
Kelp archivedKelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchangesGitHub starsmade-with-go
basanaPython async and event driven framework for algorithmic trading, with a focus on crypto currenciesGitHub starsmade-with-python
openlimits dormant since 2022-07A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.GitHub starsmade-with-rust
bTrader archivedTriangle arbitrage trading bot for BinanceGitHub starsmade-with-rust
crypto-crawler-rs dormant since 2023-03Crawl orderbook and trade messages from crypto exchangesGitHub starsmade-with-rust
HummingbotA client for crypto market makingGitHub starsmade-with-python
cryptotrader-core dormant since 2019-06Simple to use Crypto Exchange REST API client in rust.GitHub starsmade-with-rust

Trading bots

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

RepositoryDescriptionStarsMade with
Blackbird no longer availableBlackbird Bitcoin Arbitrage: a long/short market-neutral strategyGitHub starsmade-with-c++
bitcoin-arbitrageBitcoin arbitrage - opportunity detectorGitHub starsmade-with-python
ThetaGangThetaGang is an IBKR bot for collecting moneyGitHub starsmade-with-typescript
czsc缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易GitHub starsmade-with-python
R2 Bitcoin Arbitrager dormant since 2023-04R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScriptGitHub starsmade-with-typescript
Intelligent Trading BotIntelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineeringGitHub starsmade-with-python
analyzingalpha dormant since 2023-08Implementation of simple strategiesGitHub starsmade-with-python
PyTrendFollow dormant since 2018-04PyTrendFollow - systematic futures trading using trend followingGitHub starsmade-with-python
TradeSightAI-powered algorithmic trading platform with RSI/MACD signals, overnight strategy tournaments, paper trading via Alpaca, multi-stock scanning, and web dashboardGitHub starsmade-with-python
PRISM-INSIGHTAI-powered stock analysis with 13 specialized agents, automated trading via KIS API (Korean & US markets)GitHub starsmade-with-python

Analytics

Indicators

Libraries of indicators to predict future price movements.

RepositoryDescriptionStarsMade with
ta-libPerform technical analysis of financial market dataGitHub starsmade-with-python
go-tart dormant since 2021-06A Go implementation of the [ta-lib]((https://github.com/mrjbq7/ta-lib) with streaming update supportGitHub starsmade-with-go
pandas-ta no longer availablePandas Technical Analysis (Pandas TA) is an easy to use library that leverages the Pandas package with more than 130 Indicators and Utility functions and more than 60 TA Lib Candlestick PatternsGitHub starsmade-with-python
finta archivedCommon financial technical indicators implemented in PandasGitHub starsmade-with-python
ta-rust dormant since 2024-07Technical analysis library for Rust languageGitHub starsmade-with-rust
kandTechnical analysis library written in Rust with Python and WASM bindings, exposing both batch and incremental streaming updatesGitHub starsmade-with-rust
wickraStreaming-first technical-analysis library with a Rust core and native Python/Node/WASM bindings plus a C ABI (C, C++, C#/.NET, Go, Java, R); 514 O(1)-per-tick indicators across 24 families, bit-exact batch and streamingGitHub starsmade-with-rust

Metrics computation

Librairies of financial metrics.

RepositoryDescriptionStarsMade with
quantstatsPortfolio analytics for quants, written in PythonGitHub starsmade-with-python
ffnA financial function library for PythonGitHub starsmade-with-python

Optimization

RepositoryDescriptionStarsMade with
skfolioPortfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.GitHub starsmade-with-python
PyPortfolioOptFinancial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk ParityGitHub starsmade-with-python
Riskfolio-LibPortfolio Optimization and Quantitative Strategic Asset Allocation in PythonGitHub starsmade-with-python
empyrialEmpyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021GitHub starsmade-with-python
cvxportfolioPortfolio optimization and back-testing from the Stanford convex optimization group, implementing the multi-period framework of Boyd et al.GitHub starsmade-with-python
Deepdow dormant since 2024-01Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.GitHub starsmade-with-python
spectrePortfolio Optimization and Quantitative Strategic Asset Allocation in PythonGitHub starsmade-with-python

Pricing

RepositoryDescriptionStarsMade with
tf-quant-financeHigh-performance TensorFlow library for quantitative finance from GoogleGitHub starsmade-with-python
FinancePyA Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivativesGitHub starsmade-with-python
PyQLPython wrapper of the famous pricing library QuantLibGitHub starsmade-with-python

Risk

RepositoryDescriptionStarsMade with
pyfolio dormant since 2023-12Portfolio and risk analytics in PythonGitHub starsmade-with-python

Broker APIs

RepositoryDescriptionStarsMade with
ccxtA JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchangesGitHub starsmade-with-python
Ib_insync archivedPython sync/async framework for Interactive Brokers.GitHub starsmade-with-python
pmxtUnified prediction market trading API across Polymarket, Kalshi and other venues, in the spirit of ccxtGitHub starsmade-with-typescript
Coinnect dormant since 2021-11Coinnect is a Rust library aiming to provide a complete access to main crypto currencies exchanges via REST API.GitHub starsmade-with-rust
PENDAX dormant since 2024-05Javascript SDK for Trading, Data, and Websockets for FTX, FTXUS, OKX, Bybit, & More.GitHub starsmade-with-javascript

Data Sources

General

RepositoryDescriptionStarsMade with
Fincept TerminalFincept Terminal is a comprehensive CLI tool that provides financial insights, market analysis, and a host of other financial services such as technical analysis, fundamental analysis, sentiment analysis, quantitative analysis, and economic data services.GitHub starsmade-with-python
OpenBB TerminalInvestment Research for Everyone, Anywhere.GitHub starsmade-with-python
TuShare dormant since 2024-03TuShare is a utility for crawling historical data of China stocksGitHub starsmade-with-python
yfinanceyfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.GitHub starsmade-with-python
AkShareAKShare is an elegant and simple financial data interface library for Python, built for human beings!GitHub starsmade-with-python
FinanceDatabaseDatabase of 300,000+ symbols covering equities, ETFs, funds, indices, currencies, cryptocurrencies and money marketsGitHub starsmade-with-python
FinanceToolkit200+ financial metrics, ratios, technical indicators and risk measures computed from Financial Modeling Prep and Yahoo Finance dataGitHub starsmade-with-python
pandas-datareaderUp to date remote data access for pandas, works for multiple versions of pandas.GitHub starsmade-with-python
edgartoolsSEC EDGAR filings in Python: XBRL fundamentals, 13F institutional holdings, insider transactions (Forms 3/4/5) and 8-K eventsGitHub starsmade-with-python
Quandl archivedGet millions of financial and economic dataset from hundreds of publishers via a single free API.GitHub starsmade-with-python
findatapyfindatapy creates an easy to use Python API to download market data from many sources including Quandl, Bloomberg, Yahoo, Google etc. using a unified high level interface.GitHub starsmade-with-python
InvestpyFinancial Data Extraction from Investing.com with PythonGitHub starsmade-with-python
Fundamental Analysis DataFully-fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies.GitHub starsmade-with-python
Wallstreet dormant since 2024-07Wallstreet: Real time Stock and Option toolsGitHub starsmade-with-python
pwb-toolboxLoader for the 32 Papers With Backtest datasets on Hugging Face: daily prices back to 1962 for stocks, ETFs, indices, currencies and commodities, sovereign yield curves, quarterly fundamentals, FRED-MD macro series, and 5.7 billion rows of 1-minute US equity bars. Cards and schemas are open to read, downloads are gated.GitHub starsmade-with-python

Cryptocurrencies

RepositoryDescriptionStarsMade with
CryptofeedCryptocurrency Exchange Websocket Data Feed Handler with AsyncioGitHub starsmade-with-python
Gekko-Datasets dormant since 2018-05Gekko trading bot dataset dumps. Download and use history files in SQLite format.GitHub starsmade-with-python
CryptoInscriber dormant since 2018-03A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.GitHub starsmade-with-python
Crypto LakeHigh frequency order book & trade data for cryptoGitHub starsmade-with-python

Data Science

RepositoryDescriptionStarsMade with
TensorFlowFundamental algorithms for scientific computing in PythonGitHub starsmade-with-python
PytorchTensors and Dynamic neural networks in Python with strong GPU accelerationGitHub starsmade-with-python
KerasThe most user friendly Deep Learning for humans in PythonGitHub starsmade-with-python
Scikit-learnMachine learning in PythonGitHub starsmade-with-python
PandasFlexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much moreGitHub starsmade-with-python
JAXComposable transformations of Python+NumPy programs: automatic differentiation, vectorization and JIT compilation to GPU/TPUGitHub starsmade-with-python
NumpyThe fundamental package for scientific computing with PythonGitHub starsmade-with-python
ScipyFundamental algorithms for scientific computing in PythonGitHub starsmade-with-python
PyMCProbabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with AesaraGitHub starsmade-with-python
CvxpyA Python-embedded modeling language for convex optimization problems.GitHub starsmade-with-python

Databases

RepositoryDescriptionStarsMade with
DuckDBIn-process analytical SQL database that queries Parquet and Arrow files directly, a common backend for research datasetsGitHub starsmade-with-c++
Marketstore no longer availableDataFrame Server for Financial Timeseries DataGitHub starsmade-with-go
Tectonicdb dormant since 2024-01Tectonicdb is a fast, highly compressed standalone database and streaming protocol for order book ticks.GitHub starsmade-with-rust
ArcticDB (Man Group)High performance datastore for time series and tick dataGitHub starsmade-with-python
PyStoreFast datastore for Pandas time series data, built on Dask and ParquetGitHub starsmade-with-python

Graph Computation

RepositoryDescriptionStarsMade with
RayAn open source framework that provides a simple, universal API for building distributed applications.GitHub starsmade-with-python
DaskParallel computing with task scheduling in Python with a Pandas like APIGitHub starsmade-with-python
Incremental (JaneStreet)Incremental is a library that gives you a way of building complex computations that can update efficiently in response to their inputs changing, inspired by the work of Umut Acar et. al. on self-adjusting computations. Incremental can be useful in a number of applicationsGitHub starsmade-with-ocaml
csp (Point72)High performance reactive stream processing library written in C++ and Python, where the same graph runs in backtest and in real timeGitHub starsmade-with-python
Man MDF dormant since 2016-12Data-flow programming toolkit for PythonGitHub starsmade-with-python
GraphKit dormant since 2023-03A lightweight Python module for creating and running ordered graphs of computations.GitHub starsmade-with-python
TributaryStreaming reactive and dataflow graphs in PythonGitHub starsmade-with-python

Machine Learning

RepositoryDescriptionStarsMade with
AI Hedge FundEducational hedge fund simulator where a team of LLM agents modelled on well known investors debates and takes positionsGitHub starsmade-with-python
QLib (Microsoft)Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.GitHub starsmade-with-python
FinGPTOpen source financial large language models, with the fine-tuned weights released on HuggingFaceGitHub starsmade-with-python
Machine Learning for TradingCode for Machine Learning for Trading (3rd edition), from data sourcing and alpha factor research to live executionGitHub starsmade-with-python
QbotAI powered quantitative investment platform covering data collection, strategy research, backtesting and live tradingGitHub starsmade-with-python
FinRLFinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance.GitHub starsmade-with-python
MlFinLab (Hudson & Thames) dormant since 2023-10MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.GitHub starsmade-with-python
TradingGym dormant since 2024-02Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.GitHub starsmade-with-python
AlphaGenGenerating sets of formulaic alpha factors with reinforcement learningGitHub starsmade-with-python
Stock Trading Bot using Deep Q-Learning dormant since 2023-12Stock Trading Bot using Deep Q-LearningGitHub starsmade-with-python

TimeSeries Analysis

RepositoryDescriptionStarsMade with
Facebook ProphetTool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.GitHub starsmade-with-python
statsmodelsPython module that allows users to explore data, estimate statistical models, and perform statistical tests.GitHub starsmade-with-python
tsfreshAutomatic extraction of relevant features from time series.GitHub starsmade-with-python
pmdarimaA statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.GitHub starsmade-with-python

Visualization

RepositoryDescriptionStarsMade with
PerspectiveData visualization and analytics component built for large and streaming datasets, originally open sourced by J.P. MorganGitHub starsmade-with-rust
D-Tale (Man Group)D-Tale is the combination of a Flask back-end and a React front-end to bring you an easy way to view & analyze Pandas data structures.GitHub starsmade-with-python
mplfinance dormant since 2024-08Financial Markets Data Visualization using MatplotlibGitHub starsmade-with-python
btplottingbtplotting provides plotting for backtests, optimization results and live data from backtrader.GitHub starsmade-with-python

Strategies

Every strategy below is a published paper that has been coded and run over its own full history. The table is regenerated from the replication catalogue by scripts/build_strategies_table.py, so the numbers move when the catalogue does.

Showing the 61 strongest of 1,687 replications that clear a t-statistic of 1.96 over at least 10 years, up to 12 per asset class. Sharpe ratios are measured on each strategy's own active window, not on a common calendar, and are gross of trading costs. Series with an annualised volatility outside 1% to 100% are treated as degenerate and dropped. The t-statistic is shown because a Sharpe ratio without one says very little: half the catalogue does not clear it.

Equities

StrategySharpet-statVolatilityYears tested
A Study Of Differences In Returns Between Large And Small Companies In Europe1.8911.46.4%37
The Investment CAPM1.8011.02.9%37
Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson1.6810.26.4%37
The Role of Beta and Size in the Cross-Section of European Stock Returns1.639.65.3%34
Systematic Abnormal Return Variation and Global Market Inefficiencies1.578.29.5%27
Value and Size Effect: Now You See It, Now You Don’t1.529.35.9%37
Properties of the Most Diversified Portfolio1.509.014.3%37
Understanding Momentum and Reversal?1.368.25.1%36
Fact, Fiction, and the Size Effect1.338.12.6%37
The cross-section of returns in frontier equity markets: Integrated or segmented pricing?1.328.03.9%36
Analytical Solution for Kelly’s Criterion for Multiple Outcomes1.317.913.3%37
End-To-End Large Portfolio Optimization For Variance Minimization With Neural Networks Through Covariance Cleaning1.287.315.4%33

Bonds

StrategySharpet-statVolatilityYears tested
Statistical and Economic Benefits of Whitening Residuals in Bond Yields0.905.018.6%30
Dynamic Risk-Aware Yield Search: A Useful Tool for Fixed Income Investors0.894.42.9%25
Out-performing corporate bonds indices with factor investing0.855.112.3%36
Priced risk in corporate bonds0.723.06.0%17
Sitting Bucks: Stale Pricing in Fixed Income Funds0.643.95.7%37
Frontier and Emerging Government Bond Markets0.623.713.7%36
Regime-based portfolio optimisation: A Hidden Markov Model approach for fixed income portfolios0.623.66.0%33
Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis0.513.113.4%37
Are Bond Returns Predictable with Real-Time Macro Data?0.492.55.9%26
Trading the Term Premium0.452.85.0%37
Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure0.442.77.9%38
Predictable End-of-Month Treasury Returns0.432.63.8%37

Commodities

StrategySharpet-statVolatilityYears tested
How to Improve Commodity Momentum Using Intra-Market Correlation0.652.88.7%19
Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence0.633.820.7%37
Rolling vs. Expanding Windows in Mean-Reversion Strategies: Evidence from Gold-Silver and Cross-Asset Validation0.362.298.5%37

Currencies

StrategySharpet-statVolatilityYears tested
Good Carry, Bad Carry1.7410.64.6%37
The Time-Varying Systematic Risk of1.539.34.1%36
Lessons from the Evolution of Foreign Exchange Trading Strategies1.247.412.4%36
Optimal Currency Shares In International Reserves The Impact Of The Euro And The Prospects For The Dollar0.682.955.3%19

Cryptocurrencies

StrategySharpet-statVolatilityYears tested
How to Design a Simple Multi-Timeframe Trend Strategy on Bitcoin3.3916.246.3%23
‘Know When to Hodl ‘Em, Know When to Fodl ‘Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space1.536.29.6%16
Seasonality, Trend-following, and Mean reversion in Bitcoin1.114.549.5%16
Do Risk Preferences Drive Momentum in Cryptocurrencies?0.684.054.9%34
The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments0.583.454.1%34
Price Overreactions in the Cryptocurrency Market0.533.132.3%35
Proof-of-What? Detecting original consensus algorithms in cryptocurrencies with a four-factor model0.522.485.9%22
Cryptocurrency as money: A trading strategy solution0.472.815.4%35

Derivatives

StrategySharpet-statVolatilityYears tested
Media Tone Goes Viral: Global Evidence from the Currency Market1.066.51.3%38
Robust Portfolio Optimization with Value-At-Risk Adjusted Sharpe Ratios0.925.617.1%37
When Factor Timing Makes Sense0.744.510.4%37
Rational Decision-Making Under Uncertainty: Observed Betting Patterns on a Biased Coin0.603.73.6%38
Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options Market0.553.417.7%37
A Theory of Model Sophistication and Operational Risk0.503.19.4%37
Tail-Risk Protection Trading Strategies0.493.013.6%37
Is Media Tone just a Tone? Time-Series and Cross-Sectional Evidence from the Currency Market0.352.13.1%36
The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits0.332.09.3%37
Arbitrage in the Foreign Exchange Market: Turning on the Microscope0.322.08.4%37

Multi-asset

StrategySharpet-statVolatilityYears tested
Optimal Annuity Risk Management1.629.95.4%38
Explaining low annuity demand: an optimal portfolio application to Japan1.609.84.8%38
Diverging roads: Theory-based vs. machine learning-implied stock risk premia1.579.58.3%37
The Anomalous Behavior of the S&P Covered Call Closed End Fund1.368.318.6%37
Any role for mean reversion in short term asset1.307.48.6%32
Inconsistent investment and consumption problems1.267.72.6%38
Heuristic Portfolio Rules with Labor Income1.217.410.5%38
Investing for the Long-Run in European Real Estate1.114.55.5%16
Regime-Aware Risk Management in Concentrated Equity Portfolios: Evidence from the Magnificent Seven1.116.41.4%33
Are Heuristics Better than Theory if Market Crashes Are1.106.78.4%37
Risk Parity Portfolios with Risk Factors1.086.317.3%34
A Risk Based Approach to Tactical Asset Allocation1.066.45.0%37

Older QuantConnect implementations of some of these papers are kept in static/strategies.

Books

A comprehensive list of 55 books for quantitative traders.

Beginner

TitleReviewsRating
A Beginner’s Guide to the Stock Market: Everything You Need to Start Making Money Today - Matthew R. Kratter
How to Day Trade for a Living: A Beginner’s Guide to Trading Tools and Tactics, Money Management, Discipline and Trading Psychology - Andrew Aziz
The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns - John C. Bogle
Investing QuickStart Guide: The Simplified Beginner’s Guide to Successfully Navigating the Stock Market, Growing Your Wealth & Creating a Secure Financial Future - Ted D. Snow
Day Trading QuickStart Guide: The Simplified Beginner’s Guide to Winning Trade Plans, Conquering the Markets, and Becoming a Successful Day Trader - Troy Noonan
Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders - Kevin J Davey
Algorithmic Trading and DMA: An introduction to direct access trading strategies - Barry Johnson

Biography

TitleReviewsRating
My Life as a Quant: Reflections on Physics and Finance - Emanuel Derman
How I Became a Quant: Insights from 25 of Wall Street’s Elite: - Barry Schachter

Coding

TitleReviewsRating
Python for Finance: Mastering Data-Driven Finance - Yves Hilpisch
Trading Evolved: Anyone can Build Killer Trading Strategies in Python - Andreas F. Clenow
Python for Algorithmic Trading: From Idea to Cloud Deployment - Yves Hilpisch
Algorithmic Trading with Python: Quantitative Methods and Strategy Development - Chris Conlan
Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis - Sebastien Donadio

Crypto

TitleReviewsRating
The Bitcoin Standard: The Decentralized Alternative to Central Banking - Saifedean Ammous
Bitcoin Billionaires: A True Story of Genius, Betrayal, and Redemption - Ben Mezrich
Mastering Bitcoin: Programming the Open Blockchain - Andreas M. Antonopoulos
Why Buy Bitcoin: Investing Today in the Money of Tomorrow - Andy Edstrom

General

TitleReviewsRating
The Intelligent Investor: The Definitive Book on Value Investing - Benjamin Graham, Jason Zweig
How I Invest My Money: Finance experts reveal how they save, spend, and invest - Joshua Brown, Brian Portnoy
Naked Forex: High-Probability Techniques for Trading Without Indicators - Alex Nekritin
The Four Pillars of Investing: Lessons for Building a Winning Portfolio - William J. Bernstein
Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition - Sheldon Natenberg
The Art and Science of Technical Analysis: Market Structure, Price Action, and Trading Strategies - Adam Grimes
The New Trading for a Living: Psychology, Discipline, Trading Tools and Systems, Risk Control, Trade Management (Wiley Trading) - Alexander Elder
Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading) - Kevin J Davey
Systematic Trading: A unique new method for designing trading and investing systems - Robert Carver
Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System (Wiley Finance) - Wesley R. Gray, Jack R. Vogel
Algorithmic Trading: Winning Strategies and Their Rationale - Ernest P. Chan
Leveraged Trading: A professional approach to trading FX, stocks on margin, CFDs, spread bets and futures for all traders - Robert Carver
Trading Systems: A New Approach to System Development and Portfolio Optimisation - Emilio Tomasini, Urban Jaekle
Trading and Exchanges: Market Microstructure for Practitioners - Larry Harris
Trading Systems 2nd edition: A new approach to system development and portfolio optimisation - Emilio Tomasini, Urban Jaekle
Machine Trading: Deploying Computer Algorithms to Conquer the Markets - Ernest P. Chan
Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) - Ludwig B Chincarini, Daehwan Kim
Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk - Richard Grinold, Ronald Kahn
Quantitative Technical Analysis: An integrated approach to trading system development and trading management - Dr Howard B Bandy
Advances in Active Portfolio Management: New Developments in Quantitative Investing - Richard Grinold, Ronald Kahn
Professional Automated Trading: Theory and Practice - Eugene A. Durenard
Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series) - Raja Velu, Maxence Hardy, Daniel Nehren
Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization - Xin Guo, Tze Leung Lai, Howard Shek, Samuel Po-Shing Wong

High Frequency Trading

TitleReviewsRating
Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading - Rishi K. Narang
Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) - Álvaro Cartea, Sebastian Jaimungal, José Penalva
The Problem of HFT – Collected Writings on High Frequency Trading & Stock Market Structure Reform - Haim Bodek
An Introduction to High-Frequency Finance - Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen
Market Microstructure in Practice - Charles-Albert Lehalle, Sophie Laruelle
The Financial Mathematics of Market Liquidity - Olivier Gueant
High-Frequency Trading - Maureen O’Hara, David Easley, Marcos M López de Prado

Machine Learning

TitleReviewsRating
Dark Pools: The rise of A.I. trading machines and the looming threat to Wall Street - Scott Patterson
Advances in Financial Machine Learning - Marcos Lopez de Prado
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition - Stefan Jansen
Machine Learning for Asset Managers (Elements in Quantitative Finance) - Marcos M López de Prado
Machine Learning in Finance: From Theory to Practice - Matthew F. Dixon, Igor Halperin, Paul Bilokon
Artificial Intelligence in Finance: A Python-Based Guide - Yves Hilpisch
Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques - Robert Kissell

Videos

TitleLikes
Krish Naik - Machine learning tutorials and their Application in Stock Prediction
QuantInsti Youtube - webinars about Machine Learning for trading
Siraj Raval - Videos about stock market prediction using Deep Learning
Quantopian - Webinars about Machine Learning for trading
Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
QuantNews - Machine Learning for Algorithmic Trading 3 part series
Sentdex - Python programming for Finance (a few videos including Machine Learning)
Chat with Traders EP042 - Machine learning for algorithmic trading with Bert Mouler
Tucker Balch - Applying Deep Reinforcement Learning to Trading
Ernie Chan - Machine Learning for Quantitative Trading Webinar
Chat with Traders EP147 - Detective work leading to viable trading strategies with Tom Starke
Chat with Traders EP142 - Algo trader using automation to bypass human flaws with Bert Mouler
Master Thesis presentation, Uni of Essex - Analyzing the Limit Order Book, A Deep Learning Approach
Howard Bandy - Machine Learning Trading System Development Webinar
Chat With Traders EP131 - Trading strategies, powered by machine learning with Morgan Slade
Chat with Traders Quantopian 5 - Good Uses of Machine Learning in Finance with Max Margenot
Hitoshi Harada, CTO at Alpaca - Deep Learning in Finance Talk
Better System Trader EP028 - David Aronson shares research into indicators that identify Bull and Bear markets.
Prediction Machines - Deep Learning with Python in Finance Talk
Better System Trader EP064 - Cryptocurrencies and Machine Learning with Bert Mouler
Better System Trader EP023 - Portfolio manager Michael Himmel talks AI and machine learning in trading
Better System Trader EP082 - Machine Learning With Kris Longmore

Blogs

Title
AAA Quants, Tom Starke Blog
AI & Systematic Trading
Blackarbs blog
Hardikp, Hardik Patel blog
Hudson River Trading - HRTBeat Engineering
Jane Street Tech Blog
Man Group Tech Articles
Max Dama on Automated Trading
Medallion.Club on Systematic Trading (FR)
Proof Engineering: The Algorithmic Trading Platform
Quantsportal, Jacques Joubert's Blog
Quantstart - Machine Learning for Trading articles
RobotWealth, Kris Longmore Blog
Two Sigma Engineering

Courses

Title
AI in Finance
AI & Systematic Trading
Algorithmic Trading for Cryptocurrencies in Python
Coursera, NYU - Guided Tour of Machine Learning in Finance
Coursera, NYU - Fundamentals of Machine Learning in Finance
Coursera, NYU - Reinforcement Learning in Finance
Coursera, NYU - Overview of Advanced Methods for Reinforcement Learning in Finance
Hudson and Thames Quantitative Research
NYU: Overview of Advanced Methods of Reinforcement Learning in Finance
Udacity: Artificial Intelligence for Trading
Udacity, Georgia Tech - Machine Learning for Trading
algorithmic-trading
algotrading
alpha
arbitrage-bot
awesome
awesome-list
book
finance
futures
futures-historical-data
futures-market
futuresmarkets
paper
quant
quantitative-finance
quantitative-trading
trading-algorithms
trading-bot
trading-strategies

Significant stargazers

(top 24 of 37)

Rokas Kupstys

371 followers · starred May 2023

Swastik Baranwal

643 followers · starred Sep 2026

Josh Vera

480 followers · starred Mar 2026

M. Adel Alhashemi

38 followers · starred May 2024

Similar repos

wangzhe3224/awesome-systematic-trading

A curated list of insanely awesome libraries, packages and resources for systematic trading.…

5,265

UFund-Me/Qbot

[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃…

18,587

wilsonfreitas/awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative…

30,045

leoncuhk/awesome-quant-ai

A curated list of awesome resources for quantitative investment and trading strategies focusing on…

635

hugo2046/QuantsPlaybook

量化研究-券商金工研报复现

6,526

polakowo/vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before…

9,348

georgezouq/awesome-ai-in-finance

🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

6,653

pAulseperformance/awesome-pinescript

A Comprehensive Collection of Everything Related to Tradingview Pine Script.

1,923