paperswithbacktest/awesome-systematic-trading

Libraries and packages

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

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This page lists names, links and short descriptions. The original list on GitHub is the source and belongs to its authors.

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Backtesting and Live Trading >General - Event Driven Frameworks

vnpy

Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform

In 4 listsDetails

zipline

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.

In 6 listsDetails

backtrader

Event driven Python Backtesting library for trading strategies

In 5 listsDetails

QUANTAXIS

QUANTAXIS 支持任务调度分布式部署的股票/期货/期权/港股/虚拟货币数据/回测/模拟/交易/可视化/多账户纯本地量化解决方案

In 2 lists

QuantConnect

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

In 4 listsDetails

Rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

In 5 listsDetails

finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

In 4 listsDetails

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,…

In 3 lists

zvt

Modular quant framework

In 4 listsDetails

WonderTrader

WonderTrader——量化研发交易一站式框架

In 3 lists

nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

In 6 listsDetails

PandoraTrader

High-frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platform

In 4 listsDetails

HFTBacktest

Highly precise backtest on HFT data in Python+Numba

In 3 lists

PyBroker

Algorithmic trading in Python with machine learning: rule based and model driven strategies, walkforward analysis and bootstrapped significance tests on the results

In 4 listsDetails

Hikyuu

C++/Python quantitative research framework built around reusable strategy components, with its own bar and indicator engine

In 5 listsDetails

barter-rs

Open source Rust framework for building event driven live trading and backtesting systems, running strategies on a near identical engine on both sides

In 3 lists

Investing Algorithm Framework

Framework for developing, backtesting and deploying automated trading algorithms and trading bots

In 3 lists

qf-lib

Modular event driven backtester with data vendor and broker integrations, portfolio construction tools and automated PDF reporting

In 3 lists

trade-frame

C++17 library and sample applications for automated trading of equities, futures, currencies, ETFs and options on IQFeed and Interactive Brokers data

In 3 lists

QuantFabric

Linux/C++ mid and high frequency trading system for the Chinese futures, stock and bond exchanges

In 2 lists

aat

An asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.

In 3 lists

sdoosa-algo-trade-python

This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter.

In 2 lists

lumibot

A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)

In 3 lists

quanttrader

Backtest and live trading in Python. Event based. Similar to backtesting.py.

In 2 lists

gobacktest

A Go implementation of event-driven backtesting framework

In 2 lists

PineForge

Transpiles PineScript v6 strategies to C++ and runs deterministic offline backtests on user-provided OHLCV data.

In 2 lists

FlashFunk

High Performance Runtime in Rust

In 2 lists

Backtesting and Live Trading >General - Vector Based Frameworks

QTradeX

A powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading bots

In 4 listsDetails

vectorbt

vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.

In 3 lists

pysystemtrade

Systematic Trading in python from book Systematic Trading by Rob Carver

In 2 lists

bt

Flexible backtesting for Python based on Algo and Strategy Tree

In 3 lists

ml-quant-trading

PyTorch research stack for ML multi-factor trading with 213 factors, bias correction, portfolio optimization, vectorized backtesting, and public validation reports

In 4 listsDetails

Backtesting and Live Trading >Cryptocurrencies

Freqtrade

Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.

In 5 listsDetails

Jesse

Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.

In 5 listsDetails

OctoBot

Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface

In 6 listsDetails

Kelp

Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

In 3 lists

basana

Python async and event driven framework for algorithmic trading, with a focus on crypto currencies

In 3 lists

openlimits

A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.

In 2 lists

bTrader

Triangle arbitrage trading bot for Binance

In 3 lists

crypto-crawler-rs

Crawl orderbook and trade messages from crypto exchanges

In 2 lists

Hummingbot

A client for crypto market making

In 3 lists

cryptotrader-core

Simple to use Crypto Exchange REST API client in rust.

In 2 lists

Trading bots

Blackbird

Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

In 3 lists

bitcoin-arbitrage

Bitcoin arbitrage - opportunity detector

In 3 lists

ThetaGang

ThetaGang is an IBKR bot for collecting money

In 2 lists

czsc

缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易

In 2 lists

R2 Bitcoin Arbitrager

R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript

In 3 lists

Intelligent Trading Bot

Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering

In 3 lists

analyzingalpha

Implementation of simple strategies

In 2 lists

PyTrendFollow

PyTrendFollow - systematic futures trading using trend following

In 2 lists

TradeSight

AI-powered algorithmic trading platform with RSI/MACD signals, overnight strategy tournaments, paper trading via Alpaca, multi-stock scanning, and web dashboard

In 3 lists

PRISM-INSIGHT

AI-powered stock analysis with 13 specialized agents, automated trading via KIS API (Korean & US markets)

In 2 lists

Analytics >Indicators

ta-lib

Perform technical analysis of financial market data

In 3 lists

go-tart

A Go implementation of the [ta-lib]((https://github.com/mrjbq7/ta-lib) with streaming update support

pandas-ta

Pandas 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 Patterns

In 3 lists

finta

Common financial technical indicators implemented in Pandas

In 5 listsDetails

ta-rust

Technical analysis library for Rust language

In 3 lists

kand

Technical analysis library written in Rust with Python and WASM bindings, exposing both batch and incremental streaming updates

In 2 lists

wickra

Streaming-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 streaming

In 6 listsDetails

Analytics >Metrics computation

quantstats

Portfolio analytics for quants, written in Python

In 4 listsDetails

ffn

A financial function library for Python

In 3 lists

Analytics >Optimization

skfolio

Portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

In 4 listsDetails

PyPortfolioOpt

Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

In 2 lists

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

In 4 listsDetails

empyrial

Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021

In 2 lists

cvxportfolio

Portfolio optimization and back-testing from the Stanford convex optimization group, implementing the multi-period framework of Boyd et al.

In 2 lists

Deepdow

Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

In 4 listsDetails

spectre

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

In 3 lists

Analytics >Pricing

tf-quant-finance

High-performance TensorFlow library for quantitative finance from Google

In 5 listsDetails

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives

In 4 listsDetails

PyQL

Python wrapper of the famous pricing library QuantLib

In 3 lists

Analytics >Risk

pyfolio

Portfolio and risk analytics in Python

In 5 listsDetails

Broker APIs

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

In 7 listsDetails

Ib_insync

Python sync/async framework for Interactive Brokers.

In 2 lists

pmxt

Unified prediction market trading API across Polymarket, Kalshi and other venues, in the spirit of ccxt

In 3 lists

Coinnect

Coinnect is a Rust library aiming to provide a complete access to main crypto currencies exchanges via REST API.

In 3 lists

PENDAX

Javascript SDK for Trading, Data, and Websockets for FTX, FTXUS, OKX, Bybit, & More.

In 4 listsDetails

Data Sources >General

Fincept Terminal

Fincept 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.

In 4 listsDetails

OpenBB Terminal

Investment Research for Everyone, Anywhere.

In 2 lists

TuShare

TuShare is a utility for crawling historical data of China stocks

In 4 listsDetails

yfinance

yfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.

In 5 listsDetails

AkShare

AKShare is an elegant and simple financial data interface library for Python, built for human beings!

In 5 listsDetails

FinanceDatabase

Database of 300,000+ symbols covering equities, ETFs, funds, indices, currencies, cryptocurrencies and money markets

In 4 listsDetails

FinanceToolkit

200+ financial metrics, ratios, technical indicators and risk measures computed from Financial Modeling Prep and Yahoo Finance data

In 4 listsDetails

pandas-datareader

Up to date remote data access for pandas, works for multiple versions of pandas.

In 5 listsDetails

edgartools

SEC EDGAR filings in Python: XBRL fundamentals, 13F institutional holdings, insider transactions (Forms 3/4/5) and 8-K events

In 5 listsDetails

Quandl

Get millions of financial and economic dataset from hundreds of publishers via a single free API.

findatapy

findatapy 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.

In 3 lists

Investpy

Financial Data Extraction from Investing.com with Python

In 3 lists

Fundamental Analysis Data

Fully-fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies.

In 2 lists

Wallstreet

Wallstreet: Real time Stock and Option tools

In 3 lists

pwb-toolbox

Loader 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…

Data Sources >Cryptocurrencies

Cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler with Asyncio

In 2 lists

Gekko-Datasets

Gekko trading bot dataset dumps. Download and use history files in SQLite format.

In 2 lists

CryptoInscriber

A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.

In 2 lists

Crypto Lake

High frequency order book & trade data for crypto

In 2 lists

Data Science

TensorFlow

Fundamental algorithms for scientific computing in Python

In 23 listsDetails

Pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration

In 16 listsDetails

Keras

The most user friendly Deep Learning for humans in Python

In 9 listsDetails

Scikit-learn

Machine learning in Python

In 10 listsDetails

Pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

In 9 listsDetails

JAX

Composable transformations of Python+NumPy programs: automatic differentiation, vectorization and JIT compilation to GPU/TPU

In 8 listsDetails

Numpy

The fundamental package for scientific computing with Python

In 6 listsDetails

Scipy

Fundamental algorithms for scientific computing in Python

In 6 listsDetails

PyMC

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara

In 10 listsDetails

Cvxpy

A Python-embedded modeling language for convex optimization problems.

In 3 lists

Databases

DuckDB

In-process analytical SQL database that queries Parquet and Arrow files directly, a common backend for research datasets

In 8 listsDetails

Marketstore

DataFrame Server for Financial Timeseries Data

In 2 lists

Tectonicdb

Tectonicdb is a fast, highly compressed standalone database and streaming protocol for order book ticks.

In 2 lists

ArcticDB (Man Group)

High performance datastore for time series and tick data

In 3 lists

PyStore

Fast datastore for Pandas time series data, built on Dask and Parquet

In 2 lists

Graph Computation

Ray

An open source framework that provides a simple, universal API for building distributed applications.

In 13 listsDetails

Dask

Parallel computing with task scheduling in Python with a Pandas like API

In 11 listsDetails

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 applications

In 2 lists

csp (Point72)

High performance reactive stream processing library written in C++ and Python, where the same graph runs in backtest and in real time

In 2 lists

Man MDF

Data-flow programming toolkit for Python

In 2 lists

GraphKit

A lightweight Python module for creating and running ordered graphs of computations.

In 2 lists

Tributary

Streaming reactive and dataflow graphs in Python

In 3 lists

Machine Learning

AI Hedge Fund

Educational hedge fund simulator where a team of LLM agents modelled on well known investors debates and takes positions

In 8 listsDetails

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…

In 5 listsDetails

FinGPT

Open source financial large language models, with the fine-tuned weights released on HuggingFace

In 6 listsDetails

Machine Learning for Trading

Code for Machine Learning for Trading (3rd edition), from data sourcing and alpha factor research to live execution

In 3 lists

Qbot

AI powered quantitative investment platform covering data collection, strategy research, backtesting and live trading

In 2 lists

FinRL

FinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance.

In 5 listsDetails

MlFinLab (Hudson & Thames)

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

In 3 lists