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.

Systematic Trading | 系统化、量化交易

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.

Systemic entropy engine synthesizing geopolitics, Web3 capital, energy and metals into a single stress index for macro‑risk overlays and allocation control

Conceptual governance shell illustrating how deterministic risk controls and audit logic operate above analytics. Subsumed by ORION-CORE

Bias-aware, reproducible daily-frequency multi-factor alpha research platform with PIT controls, segmented IC validation, and institutional robustness workflow.