A community of algorithmic traders, quants, and builders.
Sage Club is where traders, developers, and researchers come together to design, backtest, and deploy algorithmic trading strategies. We share open-source tools, research notes, and battle-tested code so members can move from idea to live strategy faster.
- Build — open-source trading bots, indicators, backtesting engines, and execution infrastructure.
- Research — quantitative strategies across equities, futures, options, forex, and crypto.
- Learn — study groups, paper reviews, and code walkthroughs for members at every level.
- Trade — paper-trading leagues and live performance tracking with full transparency.
| Area | What you'll find here |
|---|---|
| Strategy Development | Mean reversion, momentum, statistical arbitrage, market making |
| Backtesting | Engines, datasets, walk-forward frameworks, slippage models |
| Execution | Broker connectors, order routing, risk management, low-latency tooling |
| Data | Market data pipelines, feature engineering, alternative data |
| Research | Notebooks, whitepapers, academic paper implementations |
| Education | Tutorials, beginner kits, mentorship programs |
We work primarily with Python, Rust, C++, and TypeScript.
Common libraries across our repos: pandas, numpy, polars, vectorbt,
backtrader, nautilus-trader, ccxt, and QuantLib.
- Browse our repositories — start with the ones pinned above.
- Read the contributing guide in any repo before opening a PR.
- Join the discussion — links in each repo's README.
- Ship something — even a small indicator or notebook is a great first contribution.
If you're new to algorithmic trading, we recommend starting here:
sage-starter-kit— opinionated boilerplate for your first strategysage-backtest-101— a guided introduction to backtestingsage-research-notes— beginner-friendly write-ups of core concepts
We welcome contributions of all sizes — bug fixes, new strategies, documentation,
or research. Each repository has its own CONTRIBUTING.md. In general:
- Open an issue before large changes.
- Include tests and reproducible backtests where applicable.
- Be respectful — see our
CODE_OF_CONDUCT.md.
Everything published under Sage Club is for educational and research purposes only. Nothing in this organization constitutes financial advice. Trading involves substantial risk of loss. Past performance — backtested or live — is not indicative of future results. Always do your own research and trade only with capital you can afford to lose.
Unless stated otherwise, repositories are released under the MIT License.
Trade smart. Build in the open. Stay curious.