awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
https://github.com/paperswithbacktest/awesome-systematic-trading
Last synced: 4 days ago
JSON representation
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Backtesting and Live Trading
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General - Event Driven Frameworks
- vnpy - 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 |  |  |
- zipline - driven system for backtesting. |  |  |
- backtrader - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- QuantConnect - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Rqalpha - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- finmarketpy - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- backtesting.py - friendly, intuitive, interactive, intelligent and, hopefully, future-proof. |  |  |
- zvt - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- WonderTrader - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- nautilus_trader - performance algorithmic trading platform and event-driven backtester |  |  |
- PandoraTrader - frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platform |  |  |
- HFTBacktest - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- aat - 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. |  |  |
- sdoosa-algo-trade-python - algo-trade-python) |  |
- lumibot - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- quanttrader - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- gobacktest - driven backtesting framework |  |  |
- FlashFunk - with-rust](https://img.shields.io/badge/Made%20with-Rust-1f425f.svg) |
- QUANTAXIS - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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General - Vector Based Frameworks
- vectorbt - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- pysystemtrade - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- bt - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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Cryptocurrencies
- Freqtrade - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Jesse - ai/jesse) |  |
- OctoBot - Software/OctoBot) |  |
- openlimits - io/openlimits) |  |
- bTrader - milan/btrader) |  |
- crypto-crawler-rs - crawler/crypto-crawler-rs) |  |
- Hummingbot - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- cryptotrader-core - core) |  |
- Kelp - source trading bot for the Stellar DEX and 100+ centralized exchanges |  |  |
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Trading bots
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Cryptocurrencies
- Blackbird - neutral strategy |  |  |
- bitcoin-arbitrage - opportunity detector |  |  |
- ThetaGang - with-typescript](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- czsc - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- R2 Bitcoin Arbitrager - with-typescript](https://img.shields.io/badge/Made%20with-TypeScript-1f425f.svg) |
- analyzingalpha - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- PyTrendFollow - systematic futures trading using trend following |  |  |
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Analytics
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Indicators
- go-tart - lib]((https://github.com/mrjbq7/ta-lib) with streaming update support |  |  |
- pandas-ta - ta) |  |
- finta - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- ta-rust - rs) |  |
- ta-lib - lib) |  |
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Metrics computation
- quantstats - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- ffn - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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Optimization
- PyPortfolioOpt - Litterman, Hierarchical Risk Parity |  |  |
- Riskfolio-Lib - Lib) |  |
- Deepdow - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- spectre - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- empyrial - based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021 |  |  |
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Pricing
- tf-quant-finance - performance TensorFlow library for quantitative finance from Google |  |  |
- FinancePy - management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives |  |  |
- PyQL - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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Risk
- pyfolio - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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Broker APIs
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Risk
- ccxt - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Ib_insync - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Coinnect - with-rust](https://img.shields.io/badge/Made%20with-Rust-1f425f.svg) |
- PENDAX - SDK) |  |
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Data Sources
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General
- TuShare - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- yfinance - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- AkShare - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- pandas-datareader - datareader) |  |
- Quandl - python) |  |
- findatapy - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Investpy - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Wallstreet - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- OpenBB Terminal - finance/OpenBBTerminal) |  |
- Fundamental Analysis Data - fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies. |  |  |
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Cryptocurrencies
- Cryptofeed - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Gekko-Datasets - Datasets) |  |
- CryptoInscriber - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Crypto Lake - lake/lake-api) |  |
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Data Science
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Cryptocurrencies
- TensorFlow - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Pytorch - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Keras - team/keras) |  |
- Scikit-learn - learn/scikit-learn) |  |
- Pandas - dev/pandas) |  |
- Numpy - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Scipy - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- PyMC - devs/pymc) |  |
- Cvxpy - embedded modeling language for convex optimization problems. |  |  |
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Databases
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Cryptocurrencies
- Marketstore - with-go](https://img.shields.io/badge/Made%20with-Go-1f425f.svg) |
- Tectonicdb - with-rust](https://img.shields.io/badge/Made%20with-Rust-1f425f.svg) |
- ArcticDB (Man Group) - group/ArcticDB) |  |
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Graph Computation
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Cryptocurrencies
- Ray - project/ray) |  |
- Dask - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Incremental (JaneStreet) - adjusting computations. Incremental can be useful in a number of applications |  |  |
- Man MDF - flow programming toolkit for Python |  |  |
- GraphKit - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Tributary - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
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Machine Learning
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Cryptocurrencies
- QLib (Microsoft) - 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. |  |  |
- FinRL - source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance. |  |  |
- MlFinLab (Hudson & Thames) - and-thames/mlfinlab) |  |
- TradingGym - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Stock Trading Bot using Deep Q-Learning - Learning |  |  |
- Krish Naik - Machine learning tutorials and their Application in Stock Prediction
- Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
- 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
- AAA Quants, Tom Starke Blog
- AI & Systematic Trading
- Hardikp, Hardik Patel blog
- Max Dama on Automated Trading
- Medallion.Club on Systematic Trading (FR)
- Quantsportal, Jacques Joubert's Blog
- RobotWealth, Kris Longmore Blog
- 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
- Max Dama on Automated Trading
- AI & Systematic Trading
- Dark Pools: The rise of A.I. trading machines and the looming threat to Wall Street - Scott Patterson
- AI & Systematic Trading
- Udacity, Georgia Tech - Machine Learning for Trading
- 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
- Sentdex - Machine Learning for Forex and Stock analysis and algorithmic trading
- Sentdex - Python programming for Finance (a few videos including Machine Learning)
- Ernie Chan - Machine Learning for Quantitative Trading Webinar
- Howard Bandy - Machine Learning Trading System Development Webinar
- 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
- Advances in Financial Machine Learning - Marcos Lopez de Prado
- Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques - Robert Kissell
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TimeSeries Analysis
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Cryptocurrencies
- Facebook Prophet - linear growth. |  |  |
- statsmodels - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- tsfresh - yonder/tsfresh) |  |
- pmdarima - ml/pmdarima) |  |
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Visualization
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Cryptocurrencies
- D-Tale (Man Group) - 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. |  |  |
- mplfinance - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- btplotting - with-python](https://img.shields.io/badge/Made%20with-Python-1f425f.svg) |
- Bonds strategies (7)
- Commodities strategies (50)
- Cryptocurrencies strategies (12)
- Currencies strategies (67)
- Equities strategies (471)
- Options strategies (8)
- Bonds / Commodities / Currencies / Equities strategies (22)
- Bonds / Equities / REITs strategies (6)
- Commodities / Equities strategies (3)
- Bonds / Commodities / Equities strategies (6)
- Bonds / Commodities / Equities / REITs strategies (6)
- Equities / Options strategies (24)
- Bonds / Equities strategies (13)
- Equities / REITs strategies (1)
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Beginner
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Cryptocurrencies
- Day Trading QuickStart Guide: The Simplified Beginner’s Guide to Winning Trade Plans, Conquering the Markets, and Becoming a Successful Day Trader - Troy Noonan
- 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
- How to Day Trade for a Living: A Beginner’s Guide to Trading Tools and Tactics, Money Management, Discipline and Trading Psychology - Andrew Aziz
- Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders - Kevin J Davey
- 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
- Algorithmic Trading and DMA: An introduction to direct access trading strategies - Barry Johnson
- 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
- Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders - Kevin J Davey
- The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns - John C. Bogle
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General
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Cryptocurrencies
- Advances in Active Portfolio Management: New Developments in Quantitative Investing - Richard Grinold, Ronald Kahn
- Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series) - Raja Velu, Maxence Hardy, Daniel Nehren
- Quantitative Equity Portfolio Management: An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance) - Ludwig B Chincarini, Daehwan Kim
- Quantitative Technical Analysis: An integrated approach to trading system development and trading management - Dr Howard B Bandy
- Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk - Richard Grinold, Ronald Kahn
- Leveraged Trading: A professional approach to trading FX, stocks on margin, CFDs, spread bets and futures for all traders - Robert Carver
- Machine Trading: Deploying Computer Algorithms to Conquer the Markets - Ernest P. Chan
- Naked Forex: High-Probability Techniques for Trading Without Indicators - Alex Nekritin
- Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading) - Kevin J Davey
- The Intelligent Investor: The Definitive Book on Value Investing - Benjamin Graham, Jason Zweig
- Algorithmic Trading: Winning Strategies and Their Rationale - Ernest P. Chan
- Trading and Exchanges: Market Microstructure for Practitioners - Larry Harris
- Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk - Richard Grinold, Ronald Kahn
- 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
- How I Invest My Money: Finance experts reveal how they save, spend, and invest - Joshua Brown, Brian Portnoy
- Professional Automated Trading: Theory and Practice - Eugene A. Durenard
- 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
- The New Trading for a Living: Psychology, Discipline, Trading Tools and Systems, Risk Control, Trade Management (Wiley Trading) - Alexander Elder
- Systematic Trading: A unique new method for designing trading and investing systems - Robert Carver
- 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
- Machine Trading: Deploying Computer Algorithms to Conquer the Markets - Ernest P. Chan
- 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
- How I Invest My Money: Finance experts reveal how they save, spend, and invest - Joshua Brown, Brian Portnoy
- Trading Systems 2nd edition: A new approach to system development and portfolio optimisation - Emilio Tomasini, Urban Jaekle
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Coding
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Cryptocurrencies
- Python for Algorithmic Trading: From Idea to Cloud Deployment - Yves Hilpisch
- Python for Algorithmic Trading: From Idea to Cloud Deployment - Yves Hilpisch
- Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis - Sebastien Donadio
- Learn Algorithmic Trading: Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis - Sebastien Donadio
- Trading Evolved: Anyone can Build Killer Trading Strategies in Python - Andreas F. Clenow
- Algorithmic Trading with Python: Quantitative Methods and Strategy Development - Chris Conlan
- Python for Finance: Mastering Data-Driven Finance - Yves Hilpisch
- Trading Evolved: Anyone can Build Killer Trading Strategies in Python - Andreas F. Clenow
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Equities
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High Frequency Trading
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Cryptocurrencies
- Market Microstructure in Practice - Charles-Albert Lehalle, Sophie Laruelle
- The Financial Mathematics of Market Liquidity - Olivier Gueant
- An Introduction to High-Frequency Finance - Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen
- 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
- High-Frequency Trading - Maureen O’Hara, David Easley, Marcos M López de Prado
- Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading - Rishi K. Narang
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Biography
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Crypto
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Cryptocurrencies
- The Bitcoin Standard: The Decentralized Alternative to Central Banking - Saifedean Ammous
- 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
- Bitcoin Billionaires: A True Story of Genius, Betrayal, and Redemption - Ben Mezrich
- Why Buy Bitcoin: Investing Today in the Money of Tomorrow - Andy Edstrom
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Programming Languages
Categories
Sub Categories
Keywords
python
44
trading
31
finance
23
algorithmic-trading
21
cryptocurrency
20
trading-bot
18
trading-strategies
15
machine-learning
13
quantitative-finance
12
quant
12
trading-algorithms
11
backtesting
10
data-science
10
pandas
9
trading-platform
8
bitcoin
8
quantitative-trading
8
backtesting-trading-strategies
7
market-data
7
crypto
7
fintech
7
data-analysis
7
exchange
6
bot
6
technical-analysis
6
algotrading
6
investment
6
binance
6
deep-learning
6
stock-market
5
trade
5
portfolio-optimization
5
investing
5
backtest
5
stock-data
5
cryptocurrencies
5
algo-trading
5
data
4
tensorflow
4
strategy
4
stock
4
financial-analysis
4
financial-data
4
quantitative-analysis
4
time-series
4
arbitrage
4
forex
4
crypto-bot
3
rust
3
backtester
3