awesome-systematic-trading

awesome-systematic-trading

全面的系统化交易资源集合

该项目汇集了系统化交易的全面资源,包括97个研究和交易库、696个策略描述、55本专业书籍和23个相关视频。内容涵盖量化交易策略的开发、回测和执行工具,以及博客和课程资源。适合希望深入了解系统化交易的研究者和实践者参考使用。

量化交易回测交易策略开源框架算法交易Github开源项目
<div align="center"> <img src="static/images/awesome-systematic-trading.jpeg" height=200 alt=""/> <h1>Awesome Systematic Trading</h1> </div> <div align=center><img src="https://awesome.re/badge.svg" /></div>

希望阅读中文版?点我

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

<!-- omit in toc -->

What will you find here?

<div align="center" style="margin-bottom: 50px; margin-top: 50px;"> <div style="border: 2px solid #007bff; border-radius: 10px; padding: 20px; margin-bottom: 20px;"> <h2>📈 Interested in trading strategies implemented in Python?</h2> <p>Visit our comprehensive collection at <a href="https://paperswithbacktest.com" target="_blank">paperswithbacktest.com</a> for exclusive content!</p> </div> </div> <details> <summary>Click here to see the full table of content</summary> </details> <!-- omit in toc -->

How can I help?

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

Tweet

Libraries and packages

List of 97 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
ziplineZipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.GitHub starsmade-with-python
backtraderEvent 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
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-pythonThis 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
quanttraderBacktest and live trading in Python. Event based. Similar to backtesting.py.GitHub starsmade-with-python
gobacktestA Go implementation of event-driven backtesting frameworkGitHub starsmade-with-go
FlashFunkHigh Performance Runtime in RustGitHub starsmade-with-rust

General - Vector Based Frameworks

RepositoryDescriptionStarsMade with
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

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
KelpKelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchangesGitHub starsmade-with-go
openlimitsA Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.GitHub starsmade-with-rust
bTraderTriangle arbitrage trading bot for BinanceGitHub starsmade-with-rust
crypto-crawler-rsCrawl orderbook and trade messages from crypto exchangesGitHub starsmade-with-rust
HummingbotA client for crypto market makingGitHub starsmade-with-python
cryptotrader-coreSimple 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
BlackbirdBlackbird Bitcoin Arbitrage: a long/short

编辑推荐精选

博思AIPPT

博思AIPPT

AI一键生成PPT,就用博思AIPPT!

博思AIPPT,新一代的AI生成PPT平台,支持智能生成PPT、AI美化PPT、文本&链接生成PPT、导入Word/PDF/Markdown文档生成PPT等,内置海量精美PPT模板,涵盖商务、教育、科技等不同风格,同时针对每个页面提供多种版式,一键自适应切换,完美适配各种办公场景。

AI办公办公工具AI工具博思AIPPTAI生成PPT智能排版海量精品模板AI创作热门
潮际好麦

潮际好麦

AI赋能电商视觉革命,一站式智能商拍平台

潮际好麦深耕服装行业,是国内AI试衣效果最好的软件。使用先进AIGC能力为电商卖家批量提供优质的、低成本的商拍图。合作品牌有Shein、Lazada、安踏、百丽等65个国内外头部品牌,以及国内10万+淘宝、天猫、京东等主流平台的品牌商家,为卖家节省将近85%的出图成本,提升约3倍出图效率,让品牌能够快速上架。

iTerms

iTerms

企业专属的AI法律顾问

iTerms是法大大集团旗下法律子品牌,基于最先进的大语言模型(LLM)、专业的法律知识库和强大的智能体架构,帮助企业扫清合规障碍,筑牢风控防线,成为您企业专属的AI法律顾问。

SimilarWeb流量提升

SimilarWeb流量提升

稳定高效的流量提升解决方案,助力品牌曝光

稳定高效的流量提升解决方案,助力品牌曝光

Sora2视频免费生成

Sora2视频免费生成

最新版Sora2模型免费使用,一键生成无水印视频

最新版Sora2模型免费使用,一键生成无水印视频

Transly

Transly

实时语音翻译/同声传译工具

Transly是一个多场景的AI大语言模型驱动的同声传译、专业翻译助手,它拥有超精准的音频识别翻译能力,几乎零延迟的使用体验和支持多国语言可以让你带它走遍全球,无论你是留学生、商务人士、韩剧美剧爱好者,还是出国游玩、多国会议、跨国追星等等,都可以满足你所有需要同传的场景需求,线上线下通用,扫除语言障碍,让全世界的语言交流不再有国界。

讯飞绘文

讯飞绘文

选题、配图、成文,一站式创作,让内容运营更高效

讯飞绘文,一个AI集成平台,支持写作、选题、配图、排版和发布。高效生成适用于各类媒体的定制内容,加速品牌传播,提升内容营销效果。

热门AI辅助写作AI工具讯飞绘文内容运营AI创作个性化文章多平台分发AI助手
TRAE编程

TRAE编程

AI辅助编程,代码自动修复

Trae是一种自适应的集成开发环境(IDE),通过自动化和多元协作改变开发流程。利用Trae,团队能够更快速、精确地编写和部署代码,从而提高编程效率和项目交付速度。Trae具备上下文感知和代码自动完成功能,是提升开发效率的理想工具。

AI工具TraeAI IDE协作生产力转型热门
商汤小浣熊

商汤小浣熊

最强AI数据分析助手

小浣熊家族Raccoon,您的AI智能助手,致力于通过先进的人工智能技术,为用户提供高效、便捷的智能服务。无论是日常咨询还是专业问题解答,小浣熊都能以快速、准确的响应满足您的需求,让您的生活更加智能便捷。

imini AI

imini AI

像人一样思考的AI智能体

imini 是一款超级AI智能体,能根据人类指令,自主思考、自主完成、并且交付结果的AI智能体。

下拉加载更多