Awesome Systematic Trading

or Quantitative Trading + a bit data science infra

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Interested in systematic trading? Check QuantBox

A curated list of awesome libraries, packages and resources for Systematic Trading (Quantitative Trading)

Open access: all rights granted for use and re-use of any kind, by anyone, at no cost, under your choice of either the free MIT License or Creative Commons CC-BY International Public License.

How do we pick the projects?

Fit in Systematic Trading / Quantitative Trading domain
Good coding style and software architecture
(Optional) Under active development
(Optional) Reasonable test coverage

Overall, I tend to pick decent or promising libraries that closely related to systematic trading instead of including as many libraries as possible.

Please raise a PR if you found some good fit projects for this repo or remove some outdated projects. Thanks!

Search page by languages you are interested in to find related libraries. For example: Ctrl+F, Rust

And I count crypto as whole new category: >> Click ME to Systematic Crypto.

Awesome Systematic Trading

🔥 AI Powered Systematic Trading Systems

Qbot | Python | - AI 自动量化交易机器人 AI-powered Quantitative Investment Research Platform.
gpt-investor | Python | - ...

Backtest + live trading

General purpose

Event Driven Frameworks

Note: the one marked as Live Trading has reasonable live trading support for at least 1 broker. Otherwise, backtest function only.

aat | Python, C++, Live Trading| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.
* barter-rs | Rust | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine.
* bt | Python | - Flexible backtesting for Python based on Algo and Strategy Tree
Better Quant | C++, Live Trading | - Better quant today, best quant tomorrow. 💪
Botvana | Rust | - high-performance and event-driven trading system built using Rust
backtrader | Python, Live Trading | - Event driven Python Backtesting library for trading strategies
backtesting.py | Python | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
FlashFunk | Rust | - High Performance Runtime in Rust
QuantFabric | C++ | - QuantFabric是基于Linux/C++开发的中高频量化交易系统，支持中金所、郑商所、大商所、上期所、上海国际能源中心的期货业务品种交易，支持上交所、深交所的股票、债券品种交易。
gobacktest | Go | - A Go implementation of event-driven backtesting framework
Hikyuu | C++, Python| - Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
lumibot | Python | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)
* nautilus_trader | Python, Cython, Rust, Live Trading | - A high-performance algorithmic trading platform and event-driven backtester
PyBroker | Python | - Algorithmic Trading in Python with Machine Learning
QuantConnect | C#, .NET, Live Trading | - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
QUANTAXIS | Python, Rust, Live Trading | - QUANTAXIS 支持任务调度分布式部署的股票/期货/期权/港股/虚拟货币数据/回测/模拟/交易/可视化/多账户纯本地量化解决方案
Rqalpha | Python | - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
quanttrader | Python | - Backtest and live trading in Python. Event based. Similar to backtesting.py.
qf-lib | Python | - Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
sdoosa-algo-trade-python | Python | - This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter.
* vnpy | Python, Stock, Futures, Crypto, Live Trading | - Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform
WonderTrader | C++, Python | - WonderTrader——量化研发交易一站式框架
zvt | Python, Stock, Backtest | - Modular quant framework
zipline | Python | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.
PandoraTrader | C++ | - CTP 高频量化交易平台 C++ Trade Platform for quant developer
hftbacktest | Python, numba | - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Cipher | Python | - Backtesting library with focus on position adjustment that allows testing complicated setups. Pythonic, extensible, well-structured, documented.

Vector Based Frameworks

FinHack | Python | - 一个易于拓展的量化金融框架，它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作
pysystemtrade | Python, Live Trading | - Systematic Trading in python from book <Systematic Trading> by Rob Carver
finmarketpy | Python | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
vectorbt | Python, numba | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.
fund-strategy | TypeScript | - 一个简单实用的基金投资策略分析，基金回测工具
fastquant | Python | - Backtest and optimize your ML trading strategies with only 3 lines of code

Crypto currency focus

basana | Python | - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
c-binance-future-quant | Python | - 低成本，高效率，简单实现的币安合约量化系统架构
triangular-arbitrage2 | TypeScript | - a server side application for perform triangular arbitrage.
bTrader | Rust | - Triangle arbitrage trading bot for Binance
crypto-crawler-rs | Rust | - Crawl orderbook and trade messages from crypto exchanges
cryptotrader-core | Rust | - Simple to use Crypto Exchange REST API client in rust.
openlimits | Rust | - A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.
Freqtrade | Python | - Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
* Hummingbot | Python, Cython, Live Trading | - A client for crypto market making
Jesse | Python | - Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.
* OctoBot | Python, Cython, Live Trading| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
Kelp | Go, Live Trading | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
exc | Rust | -