Paperswithbacktest

Paperswithbacktest is the GitHub organization and website behind awesome-systematic-trading. The name borrows the Papers-with-Code formula and applies it to quantitative finance: an academic strategy paper is worth little to a trader without a runnable implementation and a reported result, so each strategy is published with its Sharpe ratio, volatility, rebalancing frequency, a QuantConnect implementation and the source paper.

The free GitHub catalog and the paid site split along a clear line. The README kept the strategy tables until they moved to paperswithbacktest.com, where the collection is pitched as “exclusive content” — Python strategy implementations and, per the site’s framing, historical data alongside them. The awesome list stays public and is the funnel; the repo itself has not been pushed since January 2025 awesome-systematic-trading.

Treat its numbers as vendor-adjacent: the Sharpe ratios come from the papers, but the selection, the implementations and the presentation are the company’s, and the company sells access to them.

Related

awesome-systematic-trading · backtesting · algorithmic-trading · synthesis