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@@ -25,9 +25,9 @@ A curated list of awesome libraries, packages and resources for Systematic Tradi
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How do we pick the projects?
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- Fit in Systematic Trading / Quantitative Trading domain
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- Under active development
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- Good coding style and software architecture
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- (Optional) Reasonable test coverage
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- (Optional) Under active development
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Overall, I tend to pick decent or promising libraries that closely related to systematic trading instead of including as many libraries as possible.
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@@ -99,7 +99,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
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- [WonderTrader](https://github.com/wondertrader/wondertrader) | `C++`, `Python` | - WonderTrader——量化研发交易一站式框架
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- [zvt](https://github.com/zvtvz/zvt) | `Python`, `Stock`, `Backtest` | - Modular quant framework
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- [zipline](https://github.com/quantopian/zipline) | `Python` | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.
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- [ScreeningTale](https://www.screeningtale.com) | `Web` | - A Website for quickly backtesting screening strategies
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> Vector Based Frameworks
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@@ -137,6 +136,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
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- [ThetaGang](https://github.com/brndnmtthws/thetagang) - ThetaGang is an IBKR bot for collecting money
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- https://www.reddit.com/r/options/comments/a36k4j/the_wheel_aka_triple_income_strategy_explained/
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- [PyTrendFollow](https://github.com/chrism2671/PyTrendFollow) | `Python` | - PyTrendFollow - systematic futures trading using trend following
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- [czsc - 缠中说禅技术分析工具](https://github.com/waditu/czsc) | `Python` | - 缠中说禅技术分析工具;缠论;股票;期货;Quant;量化交易
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### Arbitrage (Crypto)
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