# exatokens/awesome-systematic-trading architecture

> Architecture diagram of the GitHub repository exatokens/awesome-systematic-trading, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-11-13). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/exatokens/awesome-systematic-trading
- Repository: https://github.com/exatokens/awesome-systematic-trading

## Overview

This repository is a curated systematic-trading resource collection, not a unified trading application. The provided tree covers standalone QuantConnect/Python strategy examples; each defines its own algorithm and, in some cases, custom data handling. The principal workflow is therefore to study or run an individual strategy implementation, rather than pass through shared repository services. The README also advertises libraries, books, videos, blogs, and courses, but those areas are outside the supplied tree. Strategy groupings reflect the examples’ domains; unsampled strategies are represented by their existing directory. No inter-module calls are shown, so no runtime edges are inferred.

## Diagram (Mermaid)

```mermaid
flowchart TD

subgraph group_equity["Equity Strategies"]
  node_high52["52-Week High"]
  node_fscore["F-Score Reversal"]
  node_smartfactors["Smart Factors"]
  node_earningsquality["Earnings Quality"]
  node_lexical["Filing Language"]
  node_momentumreversal["Momentum Reversal"]
  node_growthmomentum["Growth Momentum"]
  node_residual["Residual Momentum"]
end

subgraph group_crossasset["Cross-Asset Strategies"]
  node_crudeoil["Oil Equity Signal"]
  node_pairs["Country ETF Pairs"]
  node_futuresreversal["Futures Reversal"]
  node_timeseries["Time-Series Momentum"]
  node_assetclassfactors["Asset-Class Factors"]
end

subgraph group_events["Event And Fundamental"]
  node_earningsreversal["Earnings Reversal"]
end

subgraph group_alternative["Alternative Strategies"]
  node_strategycatalog["Other Strategy Examples"]
end

node_researcher(("Researcher"))

click node_high52 "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/52-weeks-high-effect-in-stocks.py"
click node_fscore "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/combining-fundamental-fscore-and-equity-short-term-reversals.py"
click node_smartfactors "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/combining-smart-factors-momentum-and-market-portfolio.py"
click node_earningsquality "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/earnings-quality-factor.py"
click node_lexical "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/how-to-use-lexical-density-of-company-filings.py"
click node_momentumreversal "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks.py"
click node_growthmomentum "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/momentum-factor-combined-with-asset-growth-effect.py"
click node_residual "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/residual-momentum-factor.py"
click node_earningsreversal "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/reversal-during-earnings-announcements.py"
click node_crudeoil "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/crude-oil-predicts-equity-returns.py"
click node_pairs "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/pairs-trading-with-country-etfs.py"
click node_futuresreversal "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/short-term-reversal-with-futures.py"
click node_timeseries "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/time-series-momentum-effect.py"
click node_assetclassfactors "https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/value-and-momentum-factors-across-asset-classes.py"
click node_strategycatalog "https://github.com/exatokens/awesome-systematic-trading/tree/main/static/strategies"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_high52,node_fscore,node_smartfactors,node_earningsquality,node_lexical,node_momentumreversal,node_growthmomentum,node_residual toneBlue
class node_crudeoil,node_pairs,node_futuresreversal,node_timeseries,node_assetclassfactors toneAmber
class node_earningsreversal toneMint
class node_strategycatalog toneRose
class node_researcher toneIndigo
```

## Components

### Equity Strategies

- [52-Week High](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/52-weeks-high-effect-in-stocks.py): `static/strategies/52-weeks-high-effect-in-stocks.py`
- [F-Score Reversal](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/combining-fundamental-fscore-and-equity-short-term-reversals.py): `static/strategies/combining-fundamental-fscore-and-equity-short-term-reversals.py`
- [Smart Factors](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/combining-smart-factors-momentum-and-market-portfolio.py): `static/strategies/combining-smart-factors-momentum-and-market-portfolio.py`
- [Earnings Quality](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/earnings-quality-factor.py): `static/strategies/earnings-quality-factor.py`
- [Filing Language](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/how-to-use-lexical-density-of-company-filings.py): `static/strategies/how-to-use-lexical-density-of-company-filings.py`
- [Momentum Reversal](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks.py): `static/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks.py`
- [Growth Momentum](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/momentum-factor-combined-with-asset-growth-effect.py): `static/strategies/momentum-factor-combined-with-asset-growth-effect.py`
- [Residual Momentum](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/residual-momentum-factor.py): `static/strategies/residual-momentum-factor.py`

### Cross-Asset Strategies

- [Oil Equity Signal](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/crude-oil-predicts-equity-returns.py): `static/strategies/crude-oil-predicts-equity-returns.py`
- [Country ETF Pairs](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/pairs-trading-with-country-etfs.py): `static/strategies/pairs-trading-with-country-etfs.py`
- [Futures Reversal](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/short-term-reversal-with-futures.py): `static/strategies/short-term-reversal-with-futures.py`
- [Time-Series Momentum](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/time-series-momentum-effect.py): `static/strategies/time-series-momentum-effect.py`
- [Asset-Class Factors](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/value-and-momentum-factors-across-asset-classes.py): `static/strategies/value-and-momentum-factors-across-asset-classes.py`

### Event And Fundamental

- [Earnings Reversal](https://github.com/exatokens/awesome-systematic-trading/blob/main/static/strategies/reversal-during-earnings-announcements.py): `static/strategies/reversal-during-earnings-announcements.py`

### Alternative Strategies

- [Other Strategy Examples](https://github.com/exatokens/awesome-systematic-trading/tree/main/static/strategies): `static/strategies`

### Other components

- **Researcher**