A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
This report presents the forensic synthetic code analysis of paperswithbacktest/awesome-systematic-trading, a Python project with 12,498 GitHub stars. SynthScan v2.0 examined 10,499 lines of code across 64 source files, recording 156 pattern matches distributed across 10 syntactic categories. The overall adjusted score of 17.6 places this repository in the Moderate AI signal band.
The scanner applied 160+ deterministic lexical heuristics, multi-line block detectors, abstract syntax tree depth profilers, and a cross-file Jaccard similarity matrix to construct a statistically normalised synthetic code estimate. All matches are individually weighted by severity coefficient and contextual multiplier before summation, and the resulting headline score is temporally discounted to account for the repository's development history relative to the commercial emergence of large language model coding tooling (November 2022 onward).
Longitudinal tracking requires multiple scan runs. Once this repository is re-scanned after new commits land, this chart will visualise how the synthetic code signal evolves over time — enabling you to detect whether AI authorship is growing, stabilising, or being actively corrected by human engineers.
Classifies detected patterns by their diagnostic confidence and structural impact. CRITICAL patterns (coefficient 10) represent definitive synthetic signatures — hallucinated imports, explicit LLM attribution metadata — virtually never produced by human authors. HIGH (5) indicates strong structural tells such as cross-file repetition or cross-linguistic idioms. MEDIUM (2) covers recognisable conversational padding and AI-specific vocabulary. LOW (1) captures subtle indicators like tautological comments and generic boilerplate that require density to carry independent signal.
This horizontal bar chart decomposes the repository's raw synthetic code score by top-level directory, allowing you to pinpoint precisely which modules or components carry the highest AI authorship density. Directories with disproportionately high scores relative to their size warrant targeted manual review: concentrated AI signatures often trace back to mass-generated configuration layers, auto-ported test suites, LLM-scaffolded boilerplate classes, or entire subsystems authored under heavy copilot assistance. Use this view to prioritise your human code-review effort.
The scanner identified 156 distinct pattern matches across 10 syntactic categories. Each entry below represents a discrete location in the source code where the engine recorded a statistically significant AI authorship indicator. Expand any category row to inspect the individual file paths, line numbers, code snippets, and the lexical context (CODE, COMMENT, or STRING) in which each match was detected.
Reading the findings table: The Severity column indicates the diagnostic confidence level (CRITICAL / HIGH / MEDIUM / LOW). The Context column identifies whether the match occurred inside executable code, an inline comment, or a string literal — comment-context matches receive a ×1.5 weight because LLMs systematically over-annotate. The ⚡ bolt icon marks clustered matches: three or more patterns within a 10-line window, each receiving an additional ×1.5 density multiplier as dense clusters constitute far stronger evidence of synthetic authorship than isolated hits.
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | …tting-against-beta-factor-in-country-equity-indexes.py | 11 | CODE | |
| LOW | …tting-against-beta-factor-in-country-equity-indexes.py | 12 | CODE | |
| LOW | …c/strategies/asset-class-momentum-rotational-system.py | 2 | CODE | |
| LOW | static/strategies/volatility-risk-premium-effect.py | 7 | CODE | |
| LOW | static/strategies/earnings-announcement-premium.py | 15 | CODE | |
| LOW | …-fundamental-fscore-and-equity-short-term-reversals.py | 1 | CODE | |
| LOW | …-fundamental-fscore-and-equity-short-term-reversals.py | 66 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 16 | CODE | |
| LOW | static/strategies/momentum-factor-effect-in-stocks.py | 10 | CODE | |
| LOW | static/strategies/skewness-effect-in-commodities.py | 9 | CODE | |
| LOW | …s/12-month-cycle-in-cross-section-of-stocks-returns.py | 11 | CODE | |
| LOW | …nings-announcements-combined-with-stock-repurchases.py | 13 | CODE | |
| LOW | static/strategies/short-term-reversal-with-futures.py | 2 | CODE | |
| LOW | static/strategies/rd-expenditures-and-stock-returns.py | 7 | CODE | |
| LOW | static/strategies/rd-expenditures-and-stock-returns.py | 8 | CODE | |
| LOW | static/strategies/rd-expenditures-and-stock-returns.py | 8 | CODE | |
| LOW | static/strategies/rd-expenditures-and-stock-returns.py | 9 | CODE | |
| LOW | …mbining-smart-factors-momentum-and-market-portfolio.py | 2 | CODE | |
| LOW | static/strategies/currency-value-factor-ppp-strategy.py | 2 | CODE | |
| LOW | static/strategies/currency-value-factor-ppp-strategy.py | 58 | CODE | |
| LOW | static/strategies/asset-class-trend-following.py | 2 | CODE | |
| LOW | …trategies/market-sentiment-and-an-overnight-anomaly.py | 11 | CODE | |
| LOW | static/strategies/january-barometer.py | 5 | CODE | |
| LOW | …strategies/short-interest-effect-long-short-version.py | 7 | CODE | |
| LOW | static/strategies/dollar-carry-trade.py | 10 | CODE | |
| LOW | …etic-lending-rates-predict-subsequent-market-return.py | 12 | CODE | |
| LOW | static/strategies/currency-momentum-factor.py | 2 | CODE | |
| LOW | static/strategies/currency-momentum-factor.py | 52 | CODE | |
| LOW | static/strategies/asset-growth-effect.py | 2 | CODE | |
| LOW | static/strategies/fed-model.py | 9 | CODE | |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 9 | CODE | |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 10 | CODE | |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 11 | CODE | |
| LOW | …-reversal-combined-with-volatility-effect-in-stocks.py | 15 | CODE | |
| LOW | …ic/strategies/betting-against-beta-factor-in-stocks.py | 12 | CODE | |
| LOW | …ic/strategies/betting-against-beta-factor-in-stocks.py | 13 | CODE | |
| LOW | …egies/how-to-use-lexical-density-of-company-filings.py | 1 | CODE | |
| LOW | …egies/how-to-use-lexical-density-of-company-filings.py | 2 | CODE | |
| LOW | …egies/how-to-use-lexical-density-of-company-filings.py | 3 | CODE | |
| LOW | static/strategies/roa-effect-within-stocks.py | 12 | CODE | |
| LOW | static/strategies/short-term-reversal-in-stocks.py | 2 | CODE | |
| LOW | …ategies/small-capitalization-stocks-premium-anomaly.py | 9 | CODE | |
| LOW | static/strategies/pairs-trading-with-country-etfs.py | 14 | CODE | |
| LOW | …tegies/return-asymmetry-effect-in-commodity-futures.py | 18 | CODE | |
| LOW | …s/momentum-factor-combined-with-asset-growth-effect.py | 16 | CODE | |
| LOW | static/strategies/trend-following-effect-in-stocks.py | 12 | CODE | |
| LOW | static/strategies/trend-following-effect-in-stocks.py | 13 | CODE | |
| LOW | …c/strategies/reversal-during-earnings-announcements.py | 1 | CODE | |
| LOW | …c/strategies/reversal-during-earnings-announcements.py | 4 | CODE | |
| LOW | …c/strategies/reversal-during-earnings-announcements.py | 114 | CODE | |
| LOW | …c/strategies/reversal-during-earnings-announcements.py | 116 | CODE | |
| LOW | static/strategies/option-expiration-week-effect.py | 6 | CODE | |
| LOW | static/strategies/payday-anomaly.py | 6 | CODE | |
| LOW | static/strategies/intraday-seasonality-in-bitcoin.py | 9 | CODE | |
| LOW | static/strategies/fx-carry-trade.py | 2 | CODE | |
| LOW | static/strategies/fx-carry-trade.py | 47 | CODE | |
| LOW | static/strategies/sector-momentum-rotational-system.py | 2 | CODE | |
| LOW | …/strategies/rebalancing-premium-in-cryptocurrencies.py | 14 | CODE | |
| LOW | static/strategies/consistent-momentum-strategy.py | 12 | CODE | |
| LOW | static/strategies/esg-factor-momentum-strategy.py | 2 | CODE | |
| 16 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | …tting-against-beta-factor-in-country-equity-indexes.py | 63 | CODE | |
| LOW | static/strategies/earnings-announcement-premium.py | 80 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 21 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 76 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 123 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 226 | CODE | |
| LOW | static/strategies/skewness-effect-in-commodities.py | 77 | CODE | |
| LOW | …s/12-month-cycle-in-cross-section-of-stocks-returns.py | 40 | CODE | |
| LOW | …nings-announcements-combined-with-stock-repurchases.py | 120 | CODE | |
| LOW | static/strategies/short-term-reversal-with-futures.py | 104 | CODE | |
| LOW | …mbining-smart-factors-momentum-and-market-portfolio.py | 83 | CODE | |
| LOW | static/strategies/currency-value-factor-ppp-strategy.py | 89 | CODE | |
| LOW | …trategies/market-sentiment-and-an-overnight-anomaly.py | 37 | CODE | |
| LOW | static/strategies/january-barometer.py | 24 | CODE | |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 82 | CODE | |
| LOW | …-reversal-combined-with-volatility-effect-in-stocks.py | 134 | CODE | |
| LOW | static/strategies/pairs-trading-with-country-etfs.py | 19 | CODE | |
| LOW | static/strategies/pairs-trading-with-country-etfs.py | 78 | CODE | |
| LOW | …s/momentum-factor-combined-with-asset-growth-effect.py | 20 | CODE | |
| LOW | …s/momentum-factor-combined-with-asset-growth-effect.py | 69 | CODE | |
| LOW | static/strategies/trend-following-effect-in-stocks.py | 62 | CODE | |
| LOW | …/strategies/rebalancing-premium-in-cryptocurrencies.py | 57 | CODE | |
| LOW | static/strategies/esg-factor-momentum-strategy.py | 128 | CODE | |
| LOW | …tic/strategies/value-factor-effect-within-countries.py | 62 | CODE | |
| LOW | static/strategies/trading-wti-brent-spread.py | 29 | CODE | |
| LOW | …ies/value-and-momentum-factors-across-asset-classes.py | 329 | CODE | |
| LOW | static/strategies/52-weeks-high-effect-in-stocks.py | 141 | CODE | |
| LOW | static/strategies/paired-switching.py | 21 | CODE | |
| LOW | static/strategies/dispersion-trading.py | 58 | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | static/strategies/earnings-quality-factor.py | 10 | # The fourth ratio – D/A (debt to assets) factor goes long firms with low leverage and short firms with high leverage. | COMMENT |
| MEDIUM | static/strategies/earnings-quality-factor.py | 12 | # (where “good” quality has a high score, so ideally a stock has low accruals, low leverage, high ROE, and high cash flo | COMMENT |
| MEDIUM | static/strategies/earnings-quality-factor.py | 164 | ) # high score with low leverage | CODE |
| MEDIUM | …tting-against-beta-factor-in-country-equity-indexes.py | 105 | # Cap long and short leverage. | COMMENT |
| MEDIUM | static/strategies/volatility-risk-premium-effect.py | 72 | # Set max leverage. | COMMENT |
| MEDIUM | …ic/strategies/betting-against-beta-factor-in-stocks.py | 32 | self.long_lvg = 1 # leverage for long portfolio calculated from average beta | CODE |
| MEDIUM | …ic/strategies/betting-against-beta-factor-in-stocks.py | 33 | self.short_lvg = 1 # leverage for short portfolio calculated from average beta | CODE |
| MEDIUM | …ic/strategies/betting-against-beta-factor-in-stocks.py | 127 | # cap leverage | COMMENT |
| MEDIUM | static/strategies/time-series-momentum-effect.py | 162 | ls_leverage = [] # long and short leverage | CODE |
| MEDIUM | static/strategies/time-series-momentum-effect.py | 186 | leverage = min(self.leverage_cap, leverage) # cap max leverage | CODE |
| MEDIUM | static/strategies/momentum-in-mutual-fund-returns.py | 39 | # Subscribe for QuantpediaETF by etf symbol, then set fee model and leverage | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | static/strategies/earnings-quality-factor.py | 1 | # https://quantpedia.com/strategies/earnings-quality-factor/ | COMMENT |
| LOW | static/strategies/earnings-announcement-premium.py | 1 | # https://quantpedia.com/strategies/earnings-announcement-premium/ | COMMENT |
| LOW | …-fundamental-fscore-and-equity-short-term-reversals.py | 61 | # (negative) financial performance. A firm scores one point if it has realized a positive return-on-assets (ROA), a posi | COMMENT |
| LOW | static/strategies/residual-momentum-factor.py | 1 | # https://quantpedia.com/strategies/residual-momentum-factor/ | COMMENT |
| LOW | …nings-announcements-combined-with-stock-repurchases.py | 1 | # https://quantpedia.com/strategies/earnings-announcements-combined-with-stock-repurchases/ | COMMENT |
| LOW | static/strategies/short-term-reversal-with-futures.py | 1 | # region imports | COMMENT |
| LOW | …mbining-smart-factors-momentum-and-market-portfolio.py | 1 | # region imports | COMMENT |
| LOW | …etic-lending-rates-predict-subsequent-market-return.py | 1 | # https://quantpedia.com/strategies/synthetic-lending-rates-predict-subsequent-market-return/ | COMMENT |
| LOW | …-reversal-combined-with-volatility-effect-in-stocks.py | 1 | # https://quantpedia.com/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks/ | COMMENT |
| LOW | …egies/how-to-use-lexical-density-of-company-filings.py | 21 | # # 5 : ('Litigious', False), | COMMENT |
| LOW | …egies/how-to-use-lexical-density-of-company-filings.py | 221 | # self.SetHoldings(symbol, -1/short_c) | COMMENT |
| LOW | static/strategies/short-term-reversal-in-stocks.py | 1 | # region imports | COMMENT |
| LOW | static/strategies/pairs-trading-with-country-etfs.py | 1 | # https://quantpedia.com/strategies/pairs-trading-with-country-etfs/ | COMMENT |
| LOW | …tegies/return-asymmetry-effect-in-commodity-futures.py | 1 | # https://quantpedia.com/strategies/return-asymmetry-effect-in-commodity-futures/ | COMMENT |
| LOW | …s/momentum-factor-combined-with-asset-growth-effect.py | 1 | # https://quantpedia.com/strategies/momentum-factor-combined-with-asset-growth-effect/ | COMMENT |
| LOW | …c/strategies/reversal-during-earnings-announcements.py | 101 | # | COMMENT |
| LOW | …/strategies/rebalancing-premium-in-cryptocurrencies.py | 1 | # https://quantpedia.com/strategies/rebalancing-premium-in-cryptocurrencies/ | COMMENT |
| LOW | static/strategies/esg-factor-momentum-strategy.py | 1 | #region imports | COMMENT |
| LOW | …tic/strategies/value-factor-effect-within-countries.py | 1 | # https://quantpedia.com/strategies/value-factor-effect-within-countries/ | COMMENT |
| LOW | …ies/value-and-momentum-factors-across-asset-classes.py | 201 | COMMENT | |
| LOW | …trategies/momentum-factor-and-style-rotation-effect.py | 1 | #region imports | COMMENT |
| LOW | static/strategies/time-series-momentum-effect.py | 1 | # https://quantpedia.com/strategies/time-series-momentum-effect/ | COMMENT |
| LOW | static/strategies/52-weeks-high-effect-in-stocks.py | 1 | # https://quantpedia.com/strategies/52-weeks-high-effect-in-stocks/ | COMMENT |
| LOW | static/strategies/accrual-anomaly.py | 1 | # https://quantpedia.com/strategies/accrual-anomaly/ | COMMENT |
| LOW | static/strategies/dispersion-trading.py | 1 | # https://quantpedia.com/strategies/dispersion-trading/ | COMMENT |
| LOW | static/strategies/momentum-in-mutual-fund-returns.py | 1 | # https://quantpedia.com/strategies/momentum-in-mutual-fund-returns/ | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | static/strategies/currency-value-factor-ppp-strategy.py | 48 | # Create an investment universe consisting of several currencies (10-20). Use the latest OECD Purchasing Power Parity fi | COMMENT |
| MEDIUM | static/strategies/currency-momentum-factor.py | 48 | # Create an investment universe consisting of several currencies (10-20). Go long three currencies with the highest 12-m | COMMENT |
| MEDIUM | static/strategies/fx-carry-trade.py | 52 | # Create an investment universe consisting of several currencies (10-20). Go long three currencies with the highest cent | COMMENT |
| MEDIUM | …ies/value-and-momentum-factors-across-asset-classes.py | 208 | # Create an investment universe containing investable asset classes (could be US large-cap, mid-cap stocks, US REITS, UK | COMMENT |
| MEDIUM | static/strategies/momentum-effect-in-commodities.py | 6 | # Create a universe of tradable commodity futures. Rank futures performance for each commodity for the last 12 months an | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | static/strategies/earnings-quality-factor.py | 270 | CODE | |
| LOW | static/strategies/residual-momentum-factor.py | 243 | CODE | |
| LOW | static/strategies/crude-oil-predicts-equity-returns.py | 24 | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | README.md | 33 | - [General - Event Driven Frameworks](#general---event-driven-frameworks) | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | static/strategies/short-term-reversal-with-futures.py | 86 | def find_and_update_contracts(self, futures_chain, symbol) -> None: | CODE |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 68 | def find_and_update_contracts(self, futures_chain, symbol) -> None: | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | static/strategies/short-term-reversal-with-futures.py | 244 | def update_contracts(self, near_contract: FuturesContract) -> None: | CODE |
| LOW | …tic/strategies/term-structure-effect-in-commodities.py | 149 | def update_contracts(self, near_contract:FuturesContract, distant_contract:FuturesContract) -> None: | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | …-fundamental-fscore-and-equity-short-term-reversals.py | 220 | # Check if data has previous year's data ready. | COMMENT |