- @ltrd_ - Regularly shares insights on quantitative trading.
- @FMZQuant - Provides trading ideas. Check their BBS and Square.
- @kingfisher_btc, @MI_Algos, @hyblockcapital, @TradeForOpp, @leviathancrypto - These accounts provide special indicators. While I'm not a fan of indicator trading, you can still learn valuable insights from them.
- @hudson_thames - Provides insightful articles. Check their blog here for more great content.
- Algorithmic and High-Frequency Trading by José Penalva. Build strategies with Stochastic processes.
- Market-Microstructure-Models
- GitHub Repository: A collection of homework on market microstructure models.
- High-Frequency-Data-and-Limit-Order-Book
- machine-learning-asset-management
- GitHub Repository: Machine Learning in Asset Management (by @firmai)
- QuantStart - A blog covering various aspects of algorithmic trading.
- hudson_thames - A blog providing strategies building and backtest results.
- Hummingbot: Open-source software for creating and deploying high-frequency crypto trading bots. They've recently developed a new dashboard that looks beautiful.
- Nautilus Trader: A high-performance algorithmic trading platform and event-driven backtester. I use this for my middle-frequency strategies building.
- QuantConnect: Open-sourced research notebooks by the QuantConnect team. Provides ideas for building strategies.
- Quantopian: Quantitative research and educational materials.
- hftbacktest: A high-frequency trading and market-making backtesting tool accounting for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. Provides examples of market-making strategies.
- ReadyTraderGo: Submission for Optiver's 2023 ReadyTraderGo. Examples for market making.
- AmazingQuant: Strategies performance analysis for multi-factor strategies (annotated in Chinese).
- lob-cnn-trader: Limit Order Book Convolutional Neural Network trading bot.
- HFformerV2: Using Transformer for building HFT strategies.
- PINstimation: A comprehensive bundle of utilities for the estimation of the probability of informed trading models.
- deephedging: Implementation of the vanilla Deep Hedging engine.
- TradeMaster: TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning.