A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
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Updated
Mar 23, 2026 - HTML
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
AI-driven, local-first quantitative trading platform for research, backtesting and live execution. Python-native, privacy-first, open source.
Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集
进入矿工(Quant)世界的路线图
Python Rebalancer
Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
event-driven trading and backtesting engine
An algorithmic trading framework for pydata.
The "keep it simple" backtesting framework
对GitHub上最靓的回测和实盘交易系统一个稍微详细的描述和分析. 持续更新中... more detailed description of the popular and awesome backtesting and livetrading system in github.
Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY
Institutional multi-asset macro liquidity regime strategy with walk-forward validation, risk budgeting and volatility targeting.
Python-based Quant trading research project for short-term reversal Option setups, universe selection, staged-entry backtesting, and Coinbase execution infrastructure
Systematic Trading | 系统化、量化交易
Omori's Law-based crash & aftershock volatility trading framework with a tunable TradingView indicator.
Full working code repo from QuantDev youtube channel (https://www.youtube.com/@QuantDevXYZ)
Claude Hedge - The Princeton Anomaly | AI-driven systematic futures trading | 2003 Princeton thesis | +54% live (32 days) | +240% CAGR (4yr backtest) | Time-zone arbitrage + VIX-adaptive risk
Systematic macro liquidity regime allocation strategy with regime classification and research diagnostics.
Automated volatility arbitrage engine exploiting rough volatility mispricing in short-dated equity options. Combines Monte Carlo pricing with Gaussian HMM regime detection to trade only during calm markets. Connects to Interactive Brokers for live/paper trading with full validation suite.
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