A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
This report summarizes scanner evidence for paperswithbacktest/awesome-systematic-trading, a Python project with 14,633 GitHub stars. SynthScan examined 26,993 lines of code across 70 source files, recording 158 pattern matches distributed across 10 syntactic categories. The legacy adjusted pattern signal is 6.9 (Moderate pattern signal); it is not an authorship estimate.
Use the findings to ask whether maintainers can explain intent, verify dependencies, simplify unnecessary scaffolding, and focus review effort. Risk Payload v1 adds ownership, supply-chain, over-engineering, and review-effort vectors when available. These are prompts for human verification, not probabilities, security findings, or measured maintenance costs.
Use each vector to guide manual verification of the underlying findings.
Can maintainers explain intent, assumptions, and trade-offs? 79 finding(s).
Are imports declared and package/API names verified? 77 finding(s).
Are wrappers, guards, and repeated structures necessary? 7 finding(s).
Which changes need focused human review? 158 finding(s).
This chart tracks the legacy adjusted pattern score across scan runs. Changes can reflect source changes, scan coverage, or detector/scoring versions; they do not measure AI adoption or prove that a team refactored code. Compare runs only when their scoring versions are compatible. The dashed line tracks the raw pattern-hit count.
Groups findings by configured severity weight. Severity is not a confidence estimate, security rating, or proof that a package is missing. Verify imports against the project's manifests and inspect each finding in its local design context.
This horizontal bar chart shows where configured pattern scores accumulate across directories. Treat the bars as locations to inspect, not as evidence of authorship or code quality. Use the file-level findings to decide whether a directory needs a focused ownership, dependency, complexity, or review check.
The scanner identified 158 distinct pattern matches across 10 syntactic categories. Each entry below represents a discrete location in the source code where the engine recorded a detector match to inspect in context. 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 configured finding weight (CRITICAL / HIGH / MEDIUM / LOW). The Context column identifies whether the match occurred inside executable code, an inline comment, or a string literal — legacy comment-context matches receive a ×1.5 score weight. The ⚡ bolt icon marks clustered matches: three or more patterns within a 10-line window, each receiving an additional ×1.5 density multiplier under the legacy scoring model.
| 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 | |
| 17 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 | |
| LOW | scripts/update_counts.py | 86 | 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 | 84 | - [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 |