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This list is compiled by TheQuantHackers. We have collected a resource list on systematic trading (quantitative trading) strategies, including papers, software, books, and articles to help you find, d...
This list is compiled by TheQuantHackers. We have collected a resource list on systematic trading (quantitative trading) strategies, including papers, software, books, and articles to help you find, develop, and run such strategies.
<!-- omit in toc -->The following 97 libraries and packages can be used to implement trading bots, backtesters, technical indicator tools, pricing engines, etc. Each library is categorized by programming language and sorted by GitHub popularity (stars) in descending order.
Trading bots and alpha models. Some projects may be outdated or unmaintained.
Indicator libraries for predicting future price movements.
Libraries for computing various financial metrics.
| Repository | Description | Stars | Language |
|---|---|---|---|
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Explore Membership Access| Repository | Description | Stars | Language |
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| vnpy | An open-source Python-based quantitative trading system development framework, officially released in January 2015, growing from zero to a fully-featured quantitative trading platform | | |
| zipline | A Pythonic algorithmic trading library. Event-driven backtesting model | | |
| backtrader | An event-driven Python backtesting library for trading strategies | | |
| QUANTAXIS | QUANTAXIS supports task scheduling, distributed deployment for stock/futures/options/HK stocks/crypto data, backtesting, simulation, trading, visualization, and multi-account fully-local quantitative solutions | | |
| QuantConnect | Lean algorithmic trading engine by QuantConnect (Python, C#) | | |
| Rqalpha | An extensible, replaceable Python algorithmic backtesting and trading framework supporting multiple financial products | | |
| finmarketpy | A Python library for backtesting trading strategies and analyzing financial markets (formerly pythalesians) | | |
| backtesting.py | A Python backtesting framework for inferring the viability of trading strategies on historical data. Lighter, faster, easier, and more intuitive than existing alternatives | | |
| zvt | A modular quantitative framework | | |
| WonderTrader | WonderTrader an integrated framework for quantitative research and trading | | |
| nautilus_trader | A high-performance algorithmic trading platform and event-driven backtesting framework | | |
| PandoraTrader | A C++ based high-frequency quantitative trading platform supporting multiple trading APIs with cross-platform capability | | |
| HFTBacktest | High-precision HFT data backtesting using Python + Numba | | |
| aat | An asynchronous, event-driven Python algorithmic trading strategy framework with optional C++ acceleration, supporting live trading on multiple exchanges | | |
| sdoosa-algo-trade-python | Primarily aimed at quantitative trading beginners, practicing self-written trading algorithms using Python | | |
| lumibot | A very simple yet useful backtesting and paper-trading live trading framework (slightly slower) | | |
| quanttrader | An event-based Python backtesting and live trading framework, similar to backtesting.py | | |
| gobacktest | An event-driven backtesting framework implemented in Go | | |
| FlashFunk | A high-performance runtime written in Rust | |
| Repository | Description | Stars | Language |
|---|
| vectorbt | A backtesting tool built entirely on pandas and NumPy with Numba acceleration, capable of testing thousands of strategies at high speed and scale | | |
| pysystemtrade | Rob Carver's Python systematic trading implementation from his book "Systematic Trading" | | |
| bt | A flexible Python backtesting library using a tree-like strategy structure | |
| Repository | Description | Stars | Language |
|---|
| Freqtrade | A free open-source cryptocurrency trading bot written in Python, supporting major exchanges and Telegram control, with backtesting, visualization, money management, and ML-based strategy optimization | | |
| Jesse | An advanced cryptocurrency trading framework designed to simplify strategy research and development | | |
| OctoBot | A cryptocurrency trading bot supporting technical analysis, arbitrage, and social trading, with an advanced web interface | | |
| Kelp | A free open-source trading bot for Stellar DEX and 100+ centralized exchanges | | |
| openlimits | A high-performance cryptocurrency trading API written in Rust, supporting multiple exchanges with multi-language wrappers | | |
| bTrader | A Binance triangular arbitrage trading bot | | |
| crypto-crawler-rs | Collects order book and trade messages from cryptocurrency exchanges | | |
| Hummingbot | A cryptocurrency trading client focused on market making | | |
| cryptotrader-core | Simple and easy-to-use REST API clients for cryptocurrency exchanges in Rust | |
| Repository | Description | Stars | Language |
|---|
| Blackbird | Blackbird Bitcoin cross-exchange arbitrage bot: a long/short market-neutral strategy | | |
| bitcoin-arbitrage | A Bitcoin arbitrage opportunity detector | | |
| ThetaGang | A theta strategy bot for IBKR | | |
| czsc | "Chan Zhong Shuo Chan" technical analysis tool; Chan theory; Stock/Futures/Quant/Quantitative trading | | |
| R2 Bitcoin Arbitrager | An automated Bitcoin arbitrage trading system based on Node.js + TypeScript |  | |
| analyzingalpha | Implementations of several simple trading strategies | | |
| PyTrendFollow | Systematic futures trading using trend-following methods | |
| Repository | Description | Stars | Language |
|---|
| ta-lib | Technical analysis of financial market data | | |
| go-tart | A Go version of ta-lib, supporting streaming updates |  | |
| pandas-ta | Pandas Technical Analysis (Pandas TA) with 130+ indicators and 60+ TA-Lib candlestick patterns | | |
| finta | Pandas implementation of common financial technical indicators | | |
| ta-rust | A technical analysis library for Rust | |
| Repository | Description | Stars | Language |
|---|
| quantstats | A Python library for portfolio analysis in quantitative research | | |
| ffn | A Python financial function library | |
| Repository | Description | Stars | Language |
|---|
| PyPortfolioOpt | Portfolio optimization in Python, including classic efficient frontier, Black-Litterman, hierarchical risk parity, etc. | | |
| Riskfolio-Lib | A Python library for portfolio optimization and quantitative asset allocation | | |
| empyrial | An open-source quantitative investment library written in Python, officially released in March 2021 for financial institutions and individuals | | |
| Deepdow | A Python library combining portfolio optimization and deep learning, exploring networks that can allocate weights in a single forward pass | | |
| spectre | Portfolio optimization and quantitative asset allocation in Python | |
| Repository | Description | Stars | Language |
|---|
| tf-quant-finance | Google's high-performance quantitative finance library based on TensorFlow | | |
| FinancePy | A Python finance library focused on pricing and risk management of financial derivatives, including fixed income, equities, FX, and credit derivatives | | |
| PyQL | A Python wrapper for the famous pricing library QuantLib | |
| Portfolio and risk analysis in Python |
|
| Repository | Description | Stars | Language |
|---|
| ccxt | A JavaScript, Python, PHP cryptocurrency trading API supporting 100+ Bitcoin/altcoin exchanges | | |
| Ib_insync | A Python sync/async framework for Interactive Brokers | | |
| Coinnect | A Rust library providing full access to major cryptocurrency exchange REST APIs | | |
| PENDAX | A JavaScript SDK for FTX, FTXUS, OKX, Bybit, and other exchanges, supporting trading, data, and WebSocket |  |
| Repository | Description | Stars | Language |
|---|
| OpenBB Terminal | An investment research terminal for everyone, anywhere | | |
| TuShare | A tool for retrieving Chinese stock historical data | | |
| yfinance | A multi-threaded, Pythonic way to download Yahoo! Finance market data | | |
| AkShare | An elegant and simple Python financial data interface library for humans! | | |
| pandas-datareader | A pandas extension for retrieving remote data, compatible with multiple pandas versions | | |
| Quandl | Access millions of financial and economic datasets from hundreds of publishers with just one free API | | |
| findatapy | An easy-to-use Python API for downloading market data from Quandl, Bloomberg, Yahoo, Google, and other sources | | |
| Investpy | A Python tool for extracting financial data from Investing.com | | |
| Fundamental Analysis Data | A comprehensive fundamental analysis package collecting 20 years of company profiles, financial statements, ratios, and stock data for 20,000+ companies | | |
| Wallstreet | Real-time stock and option tools | |
| Repository | Description | Stars | Language |
|---|
| Cryptofeed | Fetches WebSocket data (order books, trade streams) from cryptocurrency exchanges using asyncio | | |
| Gekko-Datasets | Datasets for the Gekko trading bot, downloadable history in SQLite format | | |
| CryptoInscriber | A real-time historical trade data logger for cryptocurrencies, capable of downloading historical trade data from any exchange | | |
| Crypto Lake | High-frequency order book and trade data for cryptocurrencies | |
| Repository | Description | Stars | Language |
|---|
| TensorFlow | A collection of fundamental scientific computing algorithms in Python | | |
| Pytorch | Tensors and dynamic neural networks in Python (GPU accelerated) | | |
| Keras | The most human-friendly deep learning library for Python | | |
| Scikit-learn | Machine learning in Python | | |
| Pandas | A powerful and flexible data analysis/manipulation library providing R-like data.frames, statistical functions, etc. for Python | | |
| Numpy | The fundamental package for scientific computing in Python | | |
| Scipy | Fundamental algorithms for scientific computing in Python | | |
| PyMC | Probabilistic programming in Python: Bayesian modeling and probabilistic machine learning based on Aesara | | |
| Cvxpy | An embedded convex optimization modeling language in Python | |
| Repository | Description | Stars | Language |
|---|
| Marketstore | A DataFrame server for financial time series data | | |
| Tectonicdb | A fast, highly compressed, standalone database and streaming protocol for order book tick data | | |
| ArcticDB (Man Group) | A high-performance data store for time series and tick data | | |
| Timeplus Proton | A high-performance batch-stream integrated database built on ClickHouse, offering columnar storage, streaming incremental computation, millisecond push, and custom functions for SQL-based complex event processing, factor computation, and backtesting |  |
| Repository | Description | Stars | Language |
|---|
| Ray | An open-source framework providing a simple, general API for building distributed applications | | |
| Dask | A parallel computing library in Python with an API similar to Pandas for task scheduling | | |
| Incremental (JaneStreet) | The Incremental library efficiently updates complex computations based on input changes, inspired by Umut Acar's work on adaptive computation |  | |
| Man MDF | A Python dataflow programming toolkit | | |
| GraphKit | A lightweight Python module for creating and running ordered computation graphs | | |
| Tributary | Streaming reactive and dataflow graphs in Python | |
| Repository | Description | Stars | Language |
|---|
| QLib (Microsoft) | An AI-oriented quantitative investment platform, enabling research and deployment of AI technologies in quantitative investing, with an increasing number of cutting-edge quantitative research works published here | | |
| FinRL | The first open-source framework demonstrating the great potential of deep reinforcement learning in quantitative finance | | |
| MlFinLab (Hudson & Thames) | Tools empowering portfolio managers and traders to leverage machine learning, providing reproducible, interpretable, and easy-to-use modules | | |
| TradingGym | A trading and backtesting environment for training reinforcement learning agents or simple rule-based algorithms | | |
| Stock Trading Bot using Deep Q-Learning | A stock trading bot using deep Q-learning | |
| Repository | Description | Stars | Language |
|---|
| Facebook Prophet | A high-quality forecasting tool for time series data with multiple seasonality and linear or non-linear growth | | |
| statsmodels | A Python module for data exploration, statistical model estimation, and statistical testing | | |
| tsfresh | Automatic extraction of relevant features from time series | | |
| pmdarima | A statistical library filling the gap in time series analysis in Python, including the equivalent of R's auto.arima | |
| Repository | Description | Stars | Language |
|---|
| D-Tale (Man Group) | Combines a Flask backend with a React frontend for easy viewing and analysis of pandas data structures | | |
| mplfinance | Financial market data visualization based on Matplotlib | | |
| btplotting | Visualization for backtrader's backtesting, optimization results, and real-time data | |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | 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 |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | Implementation | Source |
|---|
| Asset Class Trend-Following | 0.502 | 10.4% | Monthly | QuantConnect | Paper |
| Momentum Asset Allocation Strategy | 0.321 | 11% | Monthly | QuantConnect | Paper |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | Implementation | Source |
|---|
| Paired Switching | 0.691 | 9.5% | Quarterly | QuantConnect | Paper |
| FED Model | 0.369 | 14.3% | Monthly | QuantConnect | Paper |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | Implementation | Source |
|---|
| Value and Momentum Factors across Asset Classes | 0.155 | 9.8% | Monthly | QuantConnect | Paper |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | 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 |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | Implementation | Source |
|---|
| Overnight Seasonality in Bitcoin | 0.892 | 20.8% | Intraday | QuantConnect | Paper |
| Rebalancing Premium in Cryptocurrencies | 0.698 | 27.5% | Daily | QuantConnect | Paper |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | 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 |
| Title | Sharpe Ratio | Volatility | Rebalance Frequency | 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 | 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 |
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