There are 9 repositories under systematic-trading-strategies topic.
QuantStart.com - QSTrader backtesting simulation engine.
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
PyTrendFollow - systematic futures trading using trend following
Quantitative systematic trading strategy development and backtesting in Julia
Technical analysis and other functions to construct technical trading rules with Python
Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.
All Around Finance
Big Data Implementations - Quantitative_Research
A short method to scrape the list of ticker changes published by the Nasdaq. A second method to scrape the list of stocks that risk being delisted from the Nasdaq.
Historical performance of single-sort investment strategies.
Implementation of Model 4 explained in the paper "Trend without Hiccups"
Open source momentum base trend following systematic trading strategies inspired from top trend following traders (Richard Denis, Olivier Seban and Nick Radge) implemented for various trading platforms as TradingView, cTrader, Multicharts and TradeStation.
Orphic Finance landing webpage