paperswithbacktest / awesome-systematic-trading
paperswithbacktest / awesome-systematic-trading
We are collecting a list of resources—papers, software, books, and articles—for finding, developing, and running systematic trading (quantitative trading) strategies. 我们正在收集一系列资源，包括论文、软件、书籍和文章，旨在帮助寻找、开发和运行系统化交易（量化交易）策略。
What will you find here? 你将在这里找到什么？
- 97 libraries and packages for research and live trading
- 40+ strategies described by institutionals and academics
- 55 books for beginners and professionals
- 23 videos and interviews
- And also some blogs and courses
- 97 个用于研究和实盘交易的库与软件包
- 40 多种由机构和学术界描述的策略
- 55 本面向初学者和专业人士的书籍
- 23 个视频和访谈
- 以及一些博客和课程
📈 Interested in trading strategies implemented in Python? Visit our comprehensive collection at paperswithbacktest.com for exclusive content! 📈 对用 Python 实现的交易策略感兴趣吗？请访问我们的综合资源库 paperswithbacktest.com 获取独家内容！
Libraries and packages (库与软件包)
List of 97 libraries and packages implementing trading bots, backtesters, indicators, pricers, etc. Each library is categorized by its programming language and ordered by descending popularity (number of stars). 包含 97 个实现交易机器人、回测器、指标、定价器等的库与软件包列表。每个库均按编程语言分类，并按受欢迎程度（星标数量）降序排列。
Backtesting and Live Trading (回测与实盘交易)
General - Event Driven Frameworks (通用 - 事件驱动框架)
| Repository | Description |
|---|---|
| vnpy | Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform |
| zipline | Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. |
| backtrader | Event driven Python Backtesting library for trading strategies |
| QUANTAXIS | QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案 |
| QuantConnect | Lean Algorithmic Trading Engine by QuantConnect (Python, C#) |
| Rqalpha | A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities |
| finmarketpy | Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) |
| backtesting.py | Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. |
| 仓库 | 描述 |
|---|---|
| vnpy | 基于 Python 的开源量化交易系统开发框架，于 2015 年 1 月正式发布，已逐步成长为功能齐全的量化交易平台 |
| zipline | Zipline 是一个 Python 风格的算法交易库，是一个用于回测的事件驱动系统 |
| backtrader | 用于交易策略的事件驱动 Python 回测库 |
| QUANTAXIS | QUANTAXIS 支持任务调度、分布式部署的股票/期货/期权/港股/虚拟货币数据/回测/模拟/交易/可视化/多账户纯本地量化解决方案 |
| QuantConnect | 由 QuantConnect 开发的 Lean 算法交易引擎 (Python, C#) |
| Rqalpha | 一个可扩展、可替换的 Python 算法回测与交易框架，支持多种证券 |
| finmarketpy | 用于回测交易策略和分析金融市场的 Python 库（前身为 pythalesians） |
| backtesting.py | Backtesting.py 是一个用于推断历史数据中交易策略可行性的 Python 框架 |
General - Vector Based Frameworks (通用 - 向量化框架)
| Repository | Description |
|---|---|
| vectorbt | vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. |
| pysystemtrade | Systematic Trading in python from book Systematic Trading by Rob Carver |
| bt | Flexible backtesting for Python based on Algo and Strategy Tree |
| 仓库 | 描述 |
|---|---|
| vectorbt | vectorbt 采用了一种新颖的回测方法：它完全基于 pandas 和 NumPy 对象运行，并由 Numba 加速，能够以极高的速度和规模分析任何数据 |
| pysystemtrade | 基于 Rob Carver 所著《Systematic Trading》一书的 Python 系统化交易实现 |
| bt | 基于算法和策略树的 Python 灵活回测框架 |
Cryptocurrencies (加密货币)
| Repository | Description |
|---|---|
| Freqtrade | Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. |
| Jesse | Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies. |
| OctoBot | Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface |
| 仓库 | 描述 |
|---|---|
| Freqtrade | Freqtrade 是一个用 Python 编写的免费开源加密货币交易机器人。它旨在支持所有主流交易所，并可通过 Telegram 进行控制 |
| Jesse | Jesse 是一个先进的加密货币交易框架，旨在简化交易策略的研究和定义 |
| OctoBot | 带有高级 Web 界面的加密货币交易机器人，支持技术分析 (TA)、套利和社交交易 |