Repository Analysis

paperswithbacktest/awesome-systematic-trading

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

17.6 Moderate AI signal View on GitHub

Analysis Overview

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).

17.6
Adjusted Score
17.6
Raw Score
100%
Time Factor
2025-01-22
Last Push
12.5K
Stars
Python
Language
10.5K
Lines of Code
64
Files
156
Pattern Hits
2026-08-02
Scan Date
0.00
HC Hit Rate

What These Metrics Mean

Adjusted Score
Primary synthetic code indicator. Raw score normalised per 1,000 lines of code and multiplied by the temporal discount factor. This is the definitive comparative metric — use it to rank repositories by AI authorship density.
Raw Score
The unmodified sum of all severity-weighted, context-multiplied pattern match scores before temporal discounting. Reflects the absolute signal strength independent of when the repository was last active.
Time Factor
The temporal discount multiplier (0–100%) applied to the raw score. Repositories last updated before ChatGPT's launch (Nov 2022) receive a 5% factor. Full signal is only assigned to repositories active in the post-adoption era (Jan 2024+).
Pattern Hits
Total count of individual pattern matches across all files and categories. A high hit count with a low score may indicate a very large codebase with isolated AI snippets; a low count with a high score indicates dense, concentrated AI signatures.
HC Hit Rate
High+Critical pattern hits per file, averaged across the repository. This orthogonal signal catches repositories where a few files are densely packed with high-severity AI tells — a strong indicator even when the normalised score appears moderate due to codebase size.
Lines of Code / Files
Total lines and files analysed. The scanner examines 94 file extensions. These denominators are used to normalise the score, enabling fair comparison between repositories of vastly different sizes.

Score History

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.

No multi-scan history yet — run the scanner again to build trend data.

Severity Breakdown

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.

CRITICAL 0HIGH 0MEDIUM 17LOW 139

Directory Score Breakdown

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.

Pattern Findings

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.

Unused Imports76 hits · 76 pts
SeverityFileLineSnippetContext
LOW…tting-against-beta-factor-in-country-equity-indexes.py11CODE
LOW…tting-against-beta-factor-in-country-equity-indexes.py12CODE
LOW…c/strategies/asset-class-momentum-rotational-system.py2CODE
LOWstatic/strategies/volatility-risk-premium-effect.py7CODE
LOWstatic/strategies/earnings-announcement-premium.py15CODE
LOW…-fundamental-fscore-and-equity-short-term-reversals.py1CODE
LOW…-fundamental-fscore-and-equity-short-term-reversals.py66CODE
LOWstatic/strategies/residual-momentum-factor.py16CODE
LOWstatic/strategies/momentum-factor-effect-in-stocks.py10CODE
LOWstatic/strategies/skewness-effect-in-commodities.py9CODE
LOW…s/12-month-cycle-in-cross-section-of-stocks-returns.py11CODE
LOW…nings-announcements-combined-with-stock-repurchases.py13CODE
LOWstatic/strategies/short-term-reversal-with-futures.py2CODE
LOWstatic/strategies/rd-expenditures-and-stock-returns.py7CODE
LOWstatic/strategies/rd-expenditures-and-stock-returns.py8CODE
LOWstatic/strategies/rd-expenditures-and-stock-returns.py8CODE
LOWstatic/strategies/rd-expenditures-and-stock-returns.py9CODE
LOW…mbining-smart-factors-momentum-and-market-portfolio.py2CODE
LOWstatic/strategies/currency-value-factor-ppp-strategy.py2CODE
LOWstatic/strategies/currency-value-factor-ppp-strategy.py58CODE
LOWstatic/strategies/asset-class-trend-following.py2CODE
LOW…trategies/market-sentiment-and-an-overnight-anomaly.py11CODE
LOWstatic/strategies/january-barometer.py5CODE
LOW…strategies/short-interest-effect-long-short-version.py7CODE
LOWstatic/strategies/dollar-carry-trade.py10CODE
LOW…etic-lending-rates-predict-subsequent-market-return.py12CODE
LOWstatic/strategies/currency-momentum-factor.py2CODE
LOWstatic/strategies/currency-momentum-factor.py52CODE
LOWstatic/strategies/asset-growth-effect.py2CODE
LOWstatic/strategies/fed-model.py9CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py9CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py10CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py11CODE
LOW…-reversal-combined-with-volatility-effect-in-stocks.py15CODE
LOW…ic/strategies/betting-against-beta-factor-in-stocks.py12CODE
LOW…ic/strategies/betting-against-beta-factor-in-stocks.py13CODE
LOW…egies/how-to-use-lexical-density-of-company-filings.py1CODE
LOW…egies/how-to-use-lexical-density-of-company-filings.py2CODE
LOW…egies/how-to-use-lexical-density-of-company-filings.py3CODE
LOWstatic/strategies/roa-effect-within-stocks.py12CODE
LOWstatic/strategies/short-term-reversal-in-stocks.py2CODE
LOW…ategies/small-capitalization-stocks-premium-anomaly.py9CODE
LOWstatic/strategies/pairs-trading-with-country-etfs.py14CODE
LOW…tegies/return-asymmetry-effect-in-commodity-futures.py18CODE
LOW…s/momentum-factor-combined-with-asset-growth-effect.py16CODE
LOWstatic/strategies/trend-following-effect-in-stocks.py12CODE
LOWstatic/strategies/trend-following-effect-in-stocks.py13CODE
LOW…c/strategies/reversal-during-earnings-announcements.py1CODE
LOW…c/strategies/reversal-during-earnings-announcements.py4CODE
LOW…c/strategies/reversal-during-earnings-announcements.py114CODE
LOW…c/strategies/reversal-during-earnings-announcements.py116CODE
LOWstatic/strategies/option-expiration-week-effect.py6CODE
LOWstatic/strategies/payday-anomaly.py6CODE
LOWstatic/strategies/intraday-seasonality-in-bitcoin.py9CODE
LOWstatic/strategies/fx-carry-trade.py2CODE
LOWstatic/strategies/fx-carry-trade.py47CODE
LOWstatic/strategies/sector-momentum-rotational-system.py2CODE
LOW…/strategies/rebalancing-premium-in-cryptocurrencies.py14CODE
LOWstatic/strategies/consistent-momentum-strategy.py12CODE
LOWstatic/strategies/esg-factor-momentum-strategy.py2CODE
16 more matches not shown…
Deep Nesting29 hits · 29 pts
SeverityFileLineSnippetContext
LOW…tting-against-beta-factor-in-country-equity-indexes.py63CODE
LOWstatic/strategies/earnings-announcement-premium.py80CODE
LOWstatic/strategies/residual-momentum-factor.py21CODE
LOWstatic/strategies/residual-momentum-factor.py76CODE
LOWstatic/strategies/residual-momentum-factor.py123CODE
LOWstatic/strategies/residual-momentum-factor.py226CODE
LOWstatic/strategies/skewness-effect-in-commodities.py77CODE
LOW…s/12-month-cycle-in-cross-section-of-stocks-returns.py40CODE
LOW…nings-announcements-combined-with-stock-repurchases.py120CODE
LOWstatic/strategies/short-term-reversal-with-futures.py104CODE
LOW…mbining-smart-factors-momentum-and-market-portfolio.py83CODE
LOWstatic/strategies/currency-value-factor-ppp-strategy.py89CODE
LOW…trategies/market-sentiment-and-an-overnight-anomaly.py37CODE
LOWstatic/strategies/january-barometer.py24CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py82CODE
LOW…-reversal-combined-with-volatility-effect-in-stocks.py134CODE
LOWstatic/strategies/pairs-trading-with-country-etfs.py19CODE
LOWstatic/strategies/pairs-trading-with-country-etfs.py78CODE
LOW…s/momentum-factor-combined-with-asset-growth-effect.py20CODE
LOW…s/momentum-factor-combined-with-asset-growth-effect.py69CODE
LOWstatic/strategies/trend-following-effect-in-stocks.py62CODE
LOW…/strategies/rebalancing-premium-in-cryptocurrencies.py57CODE
LOWstatic/strategies/esg-factor-momentum-strategy.py128CODE
LOW…tic/strategies/value-factor-effect-within-countries.py62CODE
LOWstatic/strategies/trading-wti-brent-spread.py29CODE
LOW…ies/value-and-momentum-factors-across-asset-classes.py329CODE
LOWstatic/strategies/52-weeks-high-effect-in-stocks.py141CODE
LOWstatic/strategies/paired-switching.py21CODE
LOWstatic/strategies/dispersion-trading.py58CODE
AI Slop Vocabulary11 hits · 28 pts
SeverityFileLineSnippetContext
MEDIUMstatic/strategies/earnings-quality-factor.py10# The fourth ratio – D/A (debt to assets) factor goes long firms with low leverage and short firms with high leverage.COMMENT
MEDIUMstatic/strategies/earnings-quality-factor.py12# (where “good” quality has a high score, so ideally a stock has low accruals, low leverage, high ROE, and high cash floCOMMENT
MEDIUMstatic/strategies/earnings-quality-factor.py164 ) # high score with low leverageCODE
MEDIUM…tting-against-beta-factor-in-country-equity-indexes.py105 # Cap long and short leverage.COMMENT
MEDIUMstatic/strategies/volatility-risk-premium-effect.py72 # Set max leverage.COMMENT
MEDIUM…ic/strategies/betting-against-beta-factor-in-stocks.py32 self.long_lvg = 1 # leverage for long portfolio calculated from average betaCODE
MEDIUM…ic/strategies/betting-against-beta-factor-in-stocks.py33 self.short_lvg = 1 # leverage for short portfolio calculated from average betaCODE
MEDIUM…ic/strategies/betting-against-beta-factor-in-stocks.py127 # cap leverageCOMMENT
MEDIUMstatic/strategies/time-series-momentum-effect.py162 ls_leverage = [] # long and short leverageCODE
MEDIUMstatic/strategies/time-series-momentum-effect.py186 leverage = min(self.leverage_cap, leverage) # cap max leverageCODE
MEDIUMstatic/strategies/momentum-in-mutual-fund-returns.py39 # Subscribe for QuantpediaETF by etf symbol, then set fee model and leverageCOMMENT
Over-Commented Block26 hits · 26 pts
SeverityFileLineSnippetContext
LOWstatic/strategies/earnings-quality-factor.py1# https://quantpedia.com/strategies/earnings-quality-factor/COMMENT
LOWstatic/strategies/earnings-announcement-premium.py1# https://quantpedia.com/strategies/earnings-announcement-premium/COMMENT
LOW…-fundamental-fscore-and-equity-short-term-reversals.py61# (negative) financial performance. A firm scores one point if it has realized a positive return-on-assets (ROA), a posiCOMMENT
LOWstatic/strategies/residual-momentum-factor.py1# https://quantpedia.com/strategies/residual-momentum-factor/COMMENT
LOW…nings-announcements-combined-with-stock-repurchases.py1# https://quantpedia.com/strategies/earnings-announcements-combined-with-stock-repurchases/COMMENT
LOWstatic/strategies/short-term-reversal-with-futures.py1# region importsCOMMENT
LOW…mbining-smart-factors-momentum-and-market-portfolio.py1# region importsCOMMENT
LOW…etic-lending-rates-predict-subsequent-market-return.py1# https://quantpedia.com/strategies/synthetic-lending-rates-predict-subsequent-market-return/COMMENT
LOW…-reversal-combined-with-volatility-effect-in-stocks.py1# https://quantpedia.com/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks/COMMENT
LOW…egies/how-to-use-lexical-density-of-company-filings.py21 # # 5 : ('Litigious', False),COMMENT
LOW…egies/how-to-use-lexical-density-of-company-filings.py221 # self.SetHoldings(symbol, -1/short_c)COMMENT
LOWstatic/strategies/short-term-reversal-in-stocks.py1# region importsCOMMENT
LOWstatic/strategies/pairs-trading-with-country-etfs.py1# https://quantpedia.com/strategies/pairs-trading-with-country-etfs/COMMENT
LOW…tegies/return-asymmetry-effect-in-commodity-futures.py1# https://quantpedia.com/strategies/return-asymmetry-effect-in-commodity-futures/COMMENT
LOW…s/momentum-factor-combined-with-asset-growth-effect.py1# https://quantpedia.com/strategies/momentum-factor-combined-with-asset-growth-effect/COMMENT
LOW…c/strategies/reversal-during-earnings-announcements.py101#COMMENT
LOW…/strategies/rebalancing-premium-in-cryptocurrencies.py1# https://quantpedia.com/strategies/rebalancing-premium-in-cryptocurrencies/COMMENT
LOWstatic/strategies/esg-factor-momentum-strategy.py1#region importsCOMMENT
LOW…tic/strategies/value-factor-effect-within-countries.py1# https://quantpedia.com/strategies/value-factor-effect-within-countries/COMMENT
LOW…ies/value-and-momentum-factors-across-asset-classes.py201COMMENT
LOW…trategies/momentum-factor-and-style-rotation-effect.py1#region importsCOMMENT
LOWstatic/strategies/time-series-momentum-effect.py1# https://quantpedia.com/strategies/time-series-momentum-effect/COMMENT
LOWstatic/strategies/52-weeks-high-effect-in-stocks.py1# https://quantpedia.com/strategies/52-weeks-high-effect-in-stocks/COMMENT
LOWstatic/strategies/accrual-anomaly.py1# https://quantpedia.com/strategies/accrual-anomaly/COMMENT
LOWstatic/strategies/dispersion-trading.py1# https://quantpedia.com/strategies/dispersion-trading/COMMENT
LOWstatic/strategies/momentum-in-mutual-fund-returns.py1# https://quantpedia.com/strategies/momentum-in-mutual-fund-returns/COMMENT
Self-Referential Comments5 hits · 15 pts
SeverityFileLineSnippetContext
MEDIUMstatic/strategies/currency-value-factor-ppp-strategy.py48# Create an investment universe consisting of several currencies (10-20). Use the latest OECD Purchasing Power Parity fiCOMMENT
MEDIUMstatic/strategies/currency-momentum-factor.py48# Create an investment universe consisting of several currencies (10-20). Go long three currencies with the highest 12-mCOMMENT
MEDIUMstatic/strategies/fx-carry-trade.py52# Create an investment universe consisting of several currencies (10-20). Go long three currencies with the highest centCOMMENT
MEDIUM…ies/value-and-momentum-factors-across-asset-classes.py208# Create an investment universe containing investable asset classes (could be US large-cap, mid-cap stocks, US REITS, UKCOMMENT
MEDIUMstatic/strategies/momentum-effect-in-commodities.py6# Create a universe of tradable commodity futures. Rank futures performance for each commodity for the last 12 months anCOMMENT
AI Structural Patterns3 hits · 3 pts
SeverityFileLineSnippetContext
LOWstatic/strategies/earnings-quality-factor.py270CODE
LOWstatic/strategies/residual-momentum-factor.py243CODE
LOWstatic/strategies/crude-oil-predicts-equity-returns.py24CODE
Modern AI Meta-Vocabulary1 hit · 2 pts
SeverityFileLineSnippetContext
MEDIUMREADME.md33 - [General - Event Driven Frameworks](#general---event-driven-frameworks)CODE
Hyper-Verbose Identifiers2 hits · 2 pts
SeverityFileLineSnippetContext
LOWstatic/strategies/short-term-reversal-with-futures.py86 def find_and_update_contracts(self, futures_chain, symbol) -> None:CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py68 def find_and_update_contracts(self, futures_chain, symbol) -> None:CODE
Modern Structural Boilerplate2 hits · 2 pts
SeverityFileLineSnippetContext
LOWstatic/strategies/short-term-reversal-with-futures.py244 def update_contracts(self, near_contract: FuturesContract) -> None:CODE
LOW…tic/strategies/term-structure-effect-in-commodities.py149 def update_contracts(self, near_contract:FuturesContract, distant_contract:FuturesContract) -> None:CODE
Redundant / Tautological Comments1 hit · 2 pts
SeverityFileLineSnippetContext
LOW…-fundamental-fscore-and-equity-short-term-reversals.py220 # Check if data has previous year's data ready.COMMENT