for trading strategies: wilmott.com elitetrader.com researchgate.net

for quant: https://community.quantopian.com/home https://pyquantnews.com https://www.quantscience.io

for backtesting - zipline reloaded - is event based. It is very slow for optimization.

vectorbt - vector optimization - optimize the parameters. optimize - entry and exit parameters, number of ticks. useful for single-asset or spread strategies (i.e. refiner crack spread).