awesome-systematic-trading

Fri, 31 Jul 2026 18:01:46 +0800

paperswithbacktest/awesome-systematic-trading

Awesome Systematic Trading

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

What will you find here?

97 libraries and packages for research and live trading
40+ strategies described by institutionals and academics
55 books for beginners and professionals
23 videos and interviews
And also some blogs and courses

📈 Interested in trading strategies implemented in Python?

Visit our comprehensive collection at paperswithbacktest.com for exclusive content!

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:

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

Repository	Description	Stars	Made with
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
zipline	Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.
backtrader	Event driven Python Backtesting library for trading strategies
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
QuantConnect	Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
Rqalpha	A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
finmarketpy	Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
backtesting.py	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.
zvt	Modular quant framework
WonderTrader	WonderTrader——量化研发交易一站式框架
nautilus_trader	A high-performance algorithmic trading platform and event-driven backtester
PandoraTrader	High-frequency quantitative trading platform based on c++ development, supporting multiple trading APIs and cross-platform
HFTBacktest	Highly precise backtest on HFT data in Python+Numba
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.
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.
lumibot	A very simple yet useful backtesting and sample based live trading framework (a bit slow to run…)
quanttrader	Backtest and live trading in Python. Event based. Similar to backtesting.py.
gobacktest	A Go implementation of event-driven backtesting framework
FlashFunk	High Performance Runtime in Rust

General - Vector Based Frameworks

Repository	Description	Stars	Made with
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.
pysystemtrade	Systematic Trading in python from book Systematic Trading by Rob Carver
bt	Flexible backtesting for Python based on Algo and Strategy Tree

Cryptocurrencies

Repository	Description	Stars	Made with
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.
Jesse	Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.
OctoBot	Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
Kelp	Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
openlimits	A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.
bTrader	Triangle arbitrage trading bot for Binance
crypto-crawler-rs	Crawl orderbook and trade messages from crypto exchanges
Hummingbot	A client for crypto market making
cryptotrader-core	Simple to use Crypto Exchange REST API client in rust.

Trading bots

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

Repository	Description	Stars	Made with
Blackbird	Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy
bitcoin-arbitrage	Bitcoin arbitrage - opportunity detector
ThetaGang	ThetaGang is an IBKR bot for collecting money
czsc	缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易
R2 Bitcoin Arbitrager	R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript
analyzingalpha	Implementation of simple strategies
PyTrendFollow	PyTrendFollow - systematic futures trading using trend following

Analytics

Indicators

Libraries of indicators to predict future price movements.

Repository	Description	Stars	Made with
ta-lib	Perform technical analysis of financial market data
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
finta	Common financial technical indicators implemented in Pandas
ta-rust	Technical analysis library for Rust language

Metrics computation

Librairies of financial metrics.

Repository	Description	Stars	Made with
quantstats	Portfolio analytics for quants, written in Python
ffn	A financial function library for Python

Optimization

Repository	Description	Stars	Made with
PyPortfolioOpt	Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Riskfolio-Lib	Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
empyrial	Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021
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.
spectre	Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Pricing

Repository	Description	Stars	Made with
tf-quant-finance	High-performance TensorFlow library for quantitative finance from Google
FinancePy	A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives
PyQL	Python wrapper of the famous pricing library QuantLib

Risk

Repository	Description	Stars	Made with
pyfolio	Portfolio and risk analytics in Python

Broker APIs

Repository	Description	Stars	Made with
ccxt	A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
Ib_insync	Python sync/async framework for Interactive Brokers.
Coinnect	Coinnect is a Rust library aiming to provide a complete access to main crypto currencies exchanges via REST API.
PENDAX	Javascript SDK for Trading, Data, and Websockets for FTX, FTXUS, OKX, Bybit, & More.

Data Sources

General

Repository	Description	Stars	Made with
OpenBB Terminal	Investment Research for Everyone, Anywhere.
TuShare	TuShare is a utility for crawling historical data of China stocks
yfinance	yfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.
AkShare	AKShare is an elegant and simple financial data interface library for Python, built for human beings!
pandas-datareader	Up to date remote data access for pandas, works for multiple versions of pandas.
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.
Investpy	Financial Data Extraction from Investing.com with Python
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.
Wallstreet	Wallstreet: Real time Stock and Option tools

Cryptocurrencies

Repository	Description	Stars	Made with
Cryptofeed	Cryptocurrency Exchange Websocket Data Feed Handler with Asyncio
Gekko-Datasets	Gekko trading bot dataset dumps. Download and use history files in SQLite format.
CryptoInscriber	A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
Crypto Lake	High frequency order book & trade data for crypto

Data Science

Repository	Description	Stars	Made with
TensorFlow	Fundamental algorithms for scientific computing in Python
Pytorch	Tensors and Dynamic neural networks in Python with strong GPU acceleration
Keras	The most user friendly Deep Learning for humans in Python
Scikit-learn	Machine learning in Python
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
Numpy	The fundamental package for scientific computing with Python
Scipy	Fundamental algorithms for scientific computing in Python
PyMC	Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
Cvxpy	A Python-embedded modeling language for convex optimization problems.

Databases

Repository	Description	Stars	Made with
Marketstore	DataFrame Server for Financial Timeseries Data
Tectonicdb	Tectonicdb is a fast, highly compressed standalone database and streaming protocol for order book ticks.
ArcticDB (Man Group)	High performance datastore for time series and tick data

Graph Computation

Repository	Description	Stars	Made with
Ray	An open source framework that provides a simple, universal API for building distributed applications.
Dask	Parallel computing with task scheduling in Python with a Pandas like API
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
Man MDF	Data-flow programming toolkit for Python
GraphKit	A lightweight Python module for creating and running ordered graphs of computations.
Tributary	Streaming reactive and dataflow graphs in Python

Machine Learning

Repository	Description	Stars	Made with
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.
FinRL	FinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance.
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.
TradingGym	Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
Stock Trading Bot using Deep Q-Learning	Stock Trading Bot using Deep Q-Learning

TimeSeries Analysis

Repository	Description	Stars	Made with
Facebook Prophet	Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
statsmodels	Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
tsfresh	Automatic extraction of relevant features from time series.
pmdarima	A statistical library designed to fill the void in Python’s time series analysis capabilities, including the equivalent of R’s auto.arima function.

Visualization

Repository	Description	Stars	Made with
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.
mplfinance	Financial Markets Data Visualization using Matplotlib
btplotting	btplotting provides plotting for backtests, optimization results and live data from backtrader.

Strategies

List of 40+ academic papers describing original systematic trading strategies. Each strategy is categorized by its asset class and ordered by descending Sharpe ratio.

👉 Strategies are now hosted here.

Previous list of strategies:

Bonds, commodities, currencies, equities

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Time Series Momentum Effect	`0.576`	`20.5%`	`Monthly`	QuantConnect	Paper
Short Term Reversal with Futures	`-0.05`	`12.3%`	`Weekly`	QuantConnect	Paper

Bonds, commodities, equities, REITs

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Asset Class Trend-Following	`0.502`	`10.4%`	`Monthly`	QuantConnect	Paper
Momentum Asset Allocation Strategy	`0.321`	`11%`	`Monthly`	QuantConnect	Paper

Bonds, equities

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Paired Switching	`0.691`	`9.5%`	`Quarterly`	QuantConnect	Paper
FED Model	`0.369`	`14.3%`	`Monthly`	QuantConnect	Paper

Bonds, equities, REITs

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Value and Momentum Factors across Asset Classes	`0.155`	`9.8%`	`Monthly`	QuantConnect	Paper

Commodities

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Skewness Effect in Commodities	`0.482`	`17.7%`	`Monthly`	QuantConnect	Paper
Return Asymmetry Effect in Commodity Futures	`0.239`	`13.4%`	`Monthly`	QuantConnect	Paper
Momentum Effect in Commodities	`0.14`	`20.3%`	`Monthly`	QuantConnect	Paper
Term Structure Effect in Commodities	`0.128`	`23.1%`	`Monthly`	QuantConnect	Paper
Trading WTI/BRENT Spread	`-0.199`	`11.6%`	`Daily`	QuantConnect	Paper

Cryptos

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Overnight Seasonality in Bitcoin	`0.892`	`20.8%`	`Intraday`	QuantConnect	Paper
Rebalancing Premium in Cryptocurrencies	`0.698`	`27.5%`	`Daily`	QuantConnect	Paper

Currencies

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
FX Carry Trade	`0.254`	`7.8%`	`Monthly`	QuantConnect	Paper
Dollar Carry Trade	`0.113`	`5.8%`	`Monthly`	QuantConnect	Paper
Currency Momentum Factor	`-0.01`	`6.7%`	`Monthly`	QuantConnect	Paper
Currency Value Factor – PPP Strategy	`-0.103`	`5%`	`Quarterly`	QuantConnect	Paper

Equities

Title	Sharpe Ratio	Volatility	Rebalancing	Implementation	Source
Asset Growth Effect	`0.835`	`10.2%`	`Yearly`	QuantConnect	Paper
Short Term Reversal Effect in Stocks	`0.816`	`21.4%`	`Weekly`	QuantConnect	Paper
Reversal During Earnings-Announcements	`0.785`	`25.7%`	`Daily`	QuantConnect	Paper
Size Factor – Small Capitalization Stocks Premium	`0.747`	`11.1%`	`Yearly`	QuantConnect	Paper
Low Volatility Factor Effect in Stocks	`0.717`	`11.5%`	`Monthly`	QuantConnect	Paper
How to Use Lexical Density of Company Filings	`0.688`	`10.4%`	`Monthly`	QuantConnect	Paper
Volatility Risk Premium Effect	`0.637`	`13.2%`	`Monthly`	QuantConnect	Paper
Pairs Trading with Stocks	`0.634`	`8.5%`	`Daily`	QuantConnect	Paper
Crude Oil Predicts Equity Returns	`0.599`	`11.5%`	`Monthly`	QuantConnect	Paper
Betting Against Beta Factor in Stocks	`0.594`	`18.9%`	`Monthly`	QuantConnect	Paper
Trend-following Effect in Stocks	`0.569`	`15.2%`	`Daily`	QuantConnect	Paper
ESG Factor Momentum Strategy	`0.559`	`21.8%`	`Monthly`	QuantConnect	Paper
Value (Book-to-Market) Factor	`0.526`	`11.9%`	`Monthly`	QuantConnect	Paper
Soccer Clubs’ Stocks Arbitrage	`0.515`	`14.2%`	`Daily`	QuantConnect	Paper
Synthetic Lending Rates Predict Subsequent Market Return	`0.494`	`13.7%`	`Daily`	QuantConnect	Paper
Option-Expiration Week Effect	`0.452`	`5%`	`Weekly`	QuantConnect	Paper
Dispersion Trading	`0.432`	`8.1%`	`Monthly`	QuantConnect	Paper
Momentum in Mutual Fund Returns	`0.414`	`13.6%`	`Quarterly`	QuantConnect	Paper
Sector Momentum – Rotational System	`0.401`	`14.1%`	`Monthly`	QuantConnect	Paper
Combining Smart Factors Momentum and Market Portfolio	`0.388`	`8.2%`	`Monthly`	QuantConnect	Paper
Momentum and Reversal Combined with Volatility Effect in Stocks	`0.375`	`17%`	`Monthly`	QuantConnect	Paper
Market Sentiment and an Overnight Anomaly	`0.369`	`3.6%`	`Daily`	QuantConnect	Paper
January Barometer	`0.365`	`7.4%`	`Monthly`	QuantConnect	Paper
R&D Expenditures and Stock Returns	`0.354`	`8.1%`	`Yearly`	QuantConnect	Paper
Value Factor – CAPE Effect within Countries	`0.351`	`20.2%`	`Yearly`	QuantConnect	Paper
12 Month Cycle in Cross-Section of Stocks Returns	`0.34`	`43.7%`	`Monthly`	QuantConnect	Paper
Turn of the Month in Equity Indexes	`0.305`	`7.2%`	`Daily`	QuantConnect	Paper
Payday Anomaly	`0.269`	`3.8%`	`Daily`	QuantConnect	Paper
Pairs Trading with Country ETFs	`0.257`	`5.7%`	`Daily`	QuantConnect	Paper
Residual Momentum Factor	`0.24`	`9.7%`	`Monthly`	QuantConnect	Paper
Earnings Announcement Premium	`0.192`	`3.7%`	`Monthly`	QuantConnect	Paper
ROA Effect within Stocks	`0.155`	`8.7%`	`Monthly`	QuantConnect	Paper
52-Weeks High Effect in Stocks	`0.153`	`19%`	`Monthly`	QuantConnect	Paper
Combining Fundamental FSCORE and Equity Short-Term Reversals	`0.153`	`17.6%`	`Monthly`	QuantConnect	Paper
Betting Against Beta Factor in International Equities	`0.142`	`9.1%`	`Monthly`	QuantConnect	Paper
Consistent Momentum Strategy	`0.128`	`28.8%`	`6 Months`	QuantConnect	Paper
Short Interest Effect – Long-Short Version	`0.079`	`6.6%`	`Monthly`	QuantConnect	Paper
Momentum Factor Combined with Asset Growth Effect	`0.058`	`25.1%`	`Monthly`	QuantConnect	Paper
Momentum Factor Effect in Stocks	`-0.008`	`21.8%`	`Monthly`	QuantConnect	Paper
Momentum Factor and Style Rotation Effect	`-0.056`	`10%`	`Monthly`	QuantConnect	Paper
Earnings Announcements Combined with Stock Repurchases	`-0.16`	`0.1%`	`Daily`	QuantConnect	Paper
Earnings Quality Factor	`-0.18`	`28.7%`	`Yearly`	QuantConnect	Paper
Accrual Anomaly	`-0.272`	`13.7%`	`Yearly`	QuantConnect	Paper
ESG, Price Momentum and Stochastic Optimization	`N/A`	`N/A`	`Monthly`		Paper
The Positive Similarity of Company Filings and Stock Returns	`N/A`	`N/A`	`Monthly`		Paper

Books

A comprehensive list of 55 books for quantitative traders.

Beginner

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Reviews	Rating
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

Title	Likes
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
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

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

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Awesome Systematic Trading

What will you find here?

📈 Interested in trading strategies implemented in Python?

How can I help?

Libraries and packages

Backtesting and Live Trading

General - Event Driven Frameworks

General - Vector Based Frameworks

Cryptocurrencies

Trading bots

Analytics

Indicators

Metrics computation

Optimization

Pricing

Risk

Broker APIs

Data Sources

General

Cryptocurrencies

Data Science

Databases

Graph Computation

Machine Learning

TimeSeries Analysis

Visualization

Strategies

Bonds, commodities, currencies, equities

Bonds, commodities, equities, REITs

Bonds, equities

Bonds, equities, REITs

Commodities

Cryptos

Currencies

Equities

Books

Beginner

Biography

Coding

Crypto

General

High Frequency Trading

Machine Learning

Videos

Blogs

Courses