awesome-systematic-trading
github.com/paperswithbacktest/awesome-systematic-trading ↗A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Use this list with your AI agent
Add the Context Awesome MCP server to Claude, Cursor, or any MCP client, then ask:
"Show me general - event driven frameworks resources from awesome-systematic-trading"
Installation instructions →What's inside
Machine Learning
- AAA Quants, Tom Starke Blog
- Advances in Financial Machine Learning - Marcos Lopez de Prado
- AI Hedge Fund
Educational hedge fund simulator where a team of LLM agents modelled on well known investors debates and takes positions
- AI in Finance
- AI & Systematic Trading
- AI & Systematic Trading
Backtesting and Live Trading
- aatGeneral - Event Driven Frameworks
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.
- backtesting.pyGeneral - Event Driven Frameworks
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.
- backtraderGeneral - Event Driven Frameworks
Event driven Python Backtesting library for trading strategies
- barter-rsGeneral - Event Driven Frameworks
Open source Rust framework for building event driven live trading and backtesting systems, running strategies on a near identical engine on both sides
- basanaCryptocurrencies
Python async and event driven framework for algorithmic trading, with a focus on crypto currencies
- btGeneral - Vector Based Frameworks
Flexible backtesting for Python based on Algo and Strategy Tree
Beginner
- A Beginner’s Guide to the Stock Market: Everything You Need to Start Making Money Today - Matthew R. Kratter
- Algorithmic Trading and DMA: An introduction to direct access trading strategies - Barry Johnson
- Day Trading QuickStart Guide: The Simplified Beginner’s Guide to Winning Trade Plans, Conquering the Markets, and Becoming a Successful Day Trader - Troy Noonan
- How to Day Trade for a Living: A Beginner’s Guide to Trading Tools and Tactics, Money Management, Discipline and Trading Psychology - Andrew Aziz
- Introduction To Algo Trading: How Retail Traders Can Successfully Compete With Professional Traders - Kevin J Davey
- 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
General
- Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk - Richard Grinold, Ronald Kahn
- Advances in Active Portfolio Management: New Developments in Quantitative Investing - Richard Grinold, Ronald Kahn
- Algorithmic Trading and Quantitative Strategies (Chapman and Hall/CRC Financial Mathematics Series) - Raja Velu, Maxence Hardy, Daniel Nehren
- Algorithmic Trading: Winning Strategies and Their Rationale - Ernest P. Chan
- Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading (Wiley Trading) - Kevin J Davey
- How I Invest My Money: Finance experts reveal how they save, spend, and invest - Joshua Brown, Brian Portnoy
Data Sources
- AkShareGeneral
AKShare is an elegant and simple financial data interface library for Python, built for human beings!
- CryptofeedCryptocurrencies
Cryptocurrency Exchange Websocket Data Feed Handler with Asyncio
- CryptoInscriberCryptocurrencies
A live crypto currency historical trade data blotter. Download live historical trade data from any crypto exchange.
- Crypto LakeCryptocurrencies
High frequency order book & trade data for crypto
- edgartoolsGeneral
SEC EDGAR filings in Python: XBRL fundamentals, 13F institutional holdings, insider transactions (Forms 3/4/5) and 8-K events
- FinanceDatabaseGeneral
Database of 300,000+ symbols covering equities, ETFs, funds, indices, currencies, cryptocurrencies and money markets
High Frequency Trading
- Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) - Álvaro Cartea, Sebastian Jaimungal, José Penalva
- An Introduction to High-Frequency Finance - Ramazan Gençay, Michel Dacorogna, Ulrich A. Muller, Olivier Pictet, Richard Olsen
- High-Frequency Trading - Maureen O’Hara, David Easley, Marcos M López de Prado
- Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading - Rishi K. Narang
- Market Microstructure in Practice - Charles-Albert Lehalle, Sophie Laruelle
Coding
Equities
- Analytical Solution for Kelly’s Criterion for Multiple Outcomes
- A Study Of Differences In Returns Between Large And Small Companies In Europe
- End-To-End Large Portfolio Optimization For Variance Minimization With Neural Networks Through Covariance Cleaning
- Fact, Fiction, and the Size Effect
- Important Characteristics, Weaknesses and Errors in German Equity Data from Thomson
Showing a sample of 299 resources. View the full list on GitHub →