awesome-systematic-trading

Real-time and historical Hyperliquid and Lighter market data with order-level depth, funding, open interest, replay, and data-quality endpoints.

AI-powered platform for tracking institutional investor 13F holdings; covers 5,000+ managers with position change alerts, concentration analysis, and quarterly filing summaries. Free tier available.

Cross-platform market sentiment API for equities using Reddit, X/Twitter, and Polymarket signals; returns trending tickers, buzz scores, and sentiment snapshots for quant workflows.

Free unified REST API providing real-time prices for 500+ crypto tokens via Hyperliquid. No API key required for price data. OpenAPI spec at

Crypto & market data API platform with 54 services, 97 endpoints, and 37 MCP tools. On-chain payments via x402 (USDC on Base). Covers prices, OHLCV, on-chain metrics, DeFi data, and technical indicators.

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

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.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.

Event driven Python Backtesting library for trading strategies

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.

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

Better quant today, best quant tomorrow. 💪

Insight

A simple yet practical experiment tutorial for cryto trading.

An AI Hedge Fund Team

Describe a strategy in English, get generated algorithm code plus a backtest and forward test, then run it live on your own broker account (15 brokers across forex, crypto, metals, indices, CFDs and equities) — or sell it on the AlgoNetwork marketplace, where buyers can run the strategy without seeing its logic.

Open-source AI agent stock trading battle platform. AI agents get $100K virtual cash, trade real US stock prices, and compete on a public leaderboard with social feed.

Self-hosted visual algo-trading platform featuring a drag-and-drop strategy builder, an AI co-pilot for automated strategy design, and integrated billing.

Launch your own autonomous perp trading AI via Claude Code in 60 seconds. Hybrid exchange MCP with $10B+ aggregated liquidity across 500+ pairs — Claude executes your strategies 24/7. Endpoint:

AI-native quantitative finance engine with genetic algorithm strategy evolution. 484 built-in factors, walk-forward validation, multi-market support (A-shares, US, crypto). Strategies evolve themselves via GA — no manual parameter tuning needed.

An expression based alpha demo using Polars

Automatic formulaic alpha generation with reinforcement learning.

Bitcoin arbitrage - opportunity detector

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

缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易

Performance analysis of predictive (alpha) stock factors

Technical analysis library for chart patterns, price action, and volume-based pattern detection.

Real-time crypto chart pattern detection and alerts

Futures volatility forecasting for ES/NQ. Daily CVN rating (1-10), regime detection (CRC composite), directional signals, economic event impact analytics. Includes MCP server for AI agent integration.

Portfolio optimization and back-testing.

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

C++ library for incremental computing

self adjusting computations in rust

Fast NumPy array functions written in C

A high-performance, zero-overhead, extensible Python compiler using LLVM

csp is a high performance reactive stream processing library, written in C++ and Python

cuDF - GPU DataFrame Library. No-code-change accelerator for pandas.

ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

High performance datastore for time series and tick data

ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

Companion files to kdb+ and q