A better machine lib.

Building Stock Market Engine from scratch in Rust

This is an example of 50 alphas that can pass the correlation test if they are submitted together.

Solutions to the Jane St monthly puzzles

My computational solution to Jane Street's monthly puzzles.

Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.

Open-source Rust framework for building event-driven live-trading & backtesting systems

LeetCode 101：力扣刷题指南

hummingbot中文资源

🦀 Small exercises to get you used to reading and writing Rust code!

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

⛽️「算法通关手册」：超详细的「算法与数据结构」基础讲解教程，从零基础开始学习算法知识，850+ 道「LeetCode 题目」详细解析，200 道「大厂面试热门题目」。

Open source software that helps you create and deploy high-frequency crypto trading bots

Dataframes powered by a multithreaded, vectorized query engine, written in Rust

Zipline, a Pythonic Algorithmic Trading Library

Performance analysis of predictive (alpha) stock factors

High-frequency statistical arbitrage

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…

A log likelihood process for optimal entry / exit / stopping.

Zipline, a Pythonic Algorithmic Trading Library

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis.

Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.

Financial Markets Data Visualization using Matplotlib

高频量化交易平台 C++ Trade Platform for quant developer 【浮生着甚苦奔忙，量化之路阻且长。 行行代码凝心血，十年辛苦不寻常】

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas…

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

提供同花顺客户端/国金/华泰客户端/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.