量化相关网站
有些国外的平台、社区、博客如果连接无法打开，那说明可能需要“科学”上网
量化交易平台
国内在线量化平台：
- BigQuant - 你的人工智能量化平台 - 可以无门槛地使用机器学习、人工智能开发量化策略，基于python，提供策略自动生成器
- 镭矿 - 基于量化回测平台
- 果仁网 - 回测量化平台
- 京东量化 - 算法交易和量化回测平台
- 聚宽 - 量化回测平台
- 优矿 - 通联量化实验室
- Ricequant - 量化交易平台
- 况客 - 基于R语言量化回测平台
- Factors - 数库多因子量化平台
- 诸葛量化 - 量化交易平台
- 宽狗量化 - 回测量化平台
国外量化平台：
- Quantopian 研究、回测、算法众包平台
- QuantConnect 研究、回测和投资交易
- Quantstart 研究、回测和投资交易、数据科学网站
- ASC 研究、交易平台
- zulutrade 自动交易平台
- quantpedia 研究、策略平台
- algotrading101 策略研究平台
- investopedia 可以股票、外汇模拟交易的财经网站
- Amibroker 提供系统交易工具的一家公司
- AlgoTrades 股票、ETF、期货自动交易系统
- Numerai 数据工程师众包的一家对冲基金
- WealthFront 财富管理平台
- Betterment 个人投资平台
- TradeLink 量化交易平台
- ActiveQuant 基于JavaScript开源交易开发框架
相关平台：
- 掘金量化 - 支持C/C++、C#、MATLAB、Python和R的量化交易平台
- DigQuant - 提供基于matlab量化工具
- SmartQuant - 策略交易平台
- OpenQuant - 基于C#的开源量化回测平台
基于图表的量化交易平台
- 文华赢智 、TB、金字塔、MultiCharts 中国版 - 程序化交易软件、MT4、TradeStation
- Auto-Trader - 基于MATLAB的量化交易平台
- BotVS - 云端在线量化平台
开源框架
- Pandas - 数据分析包
- Zipline - 一个Python的回测框架
- vnpy - 基于python的开源交易平台开发框架
- tushare - 财经数据接口包
- easytrader - 进行自动的程序化股票交易
- pyalgotrade - 一个Python的事件驱动回测框架
- pyalgotrade-cn - Pyalgotrade-cn在原版pyalgotrade的基础上加入了A股历史行情回测，并整合了tushare提供实时行情。
- zwPython - 基于winpython的集成式python开发平台
- quantmod - 量化金融建模
- rqalpha - 基于Python的回测引擎
- quantdigger - 基于python的量化回测框架
- pyktrader - 基于pyctp接口，并采用vnpy的eventEngine，使用tkinter作为GUI的python交易平台
- QuantConnect/Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)
- QUANTAXIS - 量化金融策略框架
其他量化交易平台：
Progress Apama、龙软DTS、国泰安量化投资平台、飞创STP、易盛程序化交易、盛立SPT平台、天软量化回测平台 、量邦天语、EQB-Quant
数据源
- TuShare - 中文财经数据接口包
- Quandl - 国际金融和经济数据
- Wind资讯-经济数据库 - 收费
- 东方财富 Choice金融数据研究终端 - 收费
- iFinD 同花顺金融数据终端 - 收费
- 朝阳永续 Go-Goal数据终端 - 收费
- 天软数据 - 收费
- 国泰安数据服务中心 - 收费
- 锐思数据 - 收费
- 恒生API - 收费
- Bloomberg API - 收费
- 数库金融数据和深度分析API服务 - 收费
- Historical Data Sources - 一个数据源索引
- 预测者网 - 收费
- 巨潮资讯 - 收费
- 通联数据商城 - 收费
- 通达信 - 免费
- 历史数据 - 文档 | BigQuant - 免费
- 新浪、雅虎、东方财富网 - 免费
- 聚合数据、数粮 、数据宝 - 收费
数据库
- manahl/arctic: High performance datastore for time series and tick data - 基于mongodb和python的高性能时间序列和tick数据存储
- kdb | The Leader in High-Performance Tick Database Technology | Kx Systems - 收费的高性能金融序列数据库解决方案
- MongoDB Blog - 用mongodb存储时间序列数据
- InfluxDB – Time-Series Data Storage | InfluxData - Go写的分布式时间序列数据库
- OpenTSDB/opentsdb: A scalable, distributed Time Series Database. - 基于HBase的时间序列数据库
- kairosdb/kairosdb: Fast scalable time series database - 基于Cassandra的时间序列数据库
- SQLite Home Page
网站、论坛、社区、博客
国外：
- AQR - Alternative Investments
- http://epchan.blogspot.jp/
- FOSS Trading
- wilmott.com - Forum
- Traders Magazine: The stock dealers and institutional traders complete interactive news and information service
- http://practicalquant.blogspot.jp/?view=classic
- http://www.thewholestreet.com/
- Implementing QuantLib
- http://tradingwithpython.blogspot.jp/
- Coding the markets
- Quantivity
- Quant Mashup | Quantocracy
- On a long enough timeline the survival rate for everyone drops to zero
- Keplerian Finance - exploring the boundaries of quantitative finance
- The Journal of Trading: Home
- All things finance and technology...
- Quant News
- Quantitative Trading Strategies | Numerical Method Inc.
- Nuclear Phynance
- Elite Trader
- Meb Faber Research - Stock Market and Investing Blog
- Portfolio Workstation by Alpha Level
- http://falkenblog.blogspot.jp/
- Quantitative Finance Stack Exchange
- The mathematics of investing and markets • r/quantfinance
- QuantNet Community
- QUANTITATIVE RESEARCH AND TRADING - The latest theories, models and investment strategies in quantitative research and trading
- QUSMA - Quantitative Systematic Market Analysis
- https://abnormalreturns.com/
- CSSA
- http://www.tradingtheodds.com/
- Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options
- Collective2 - The platform that connects investors with top-traders
- Alvarez Quant Trading
- The Marketplace For Algorithmic Trading Systems | Quantiacs
- Quantitative Finance
- Quantopian Lectures
- Kitces.com - Advancing Knowledge in Financial Planning
- Forex Factory
- The R Trader
- How to be a Quant
- 关于交易策略的机器学习
- scikit-learn: machine learning in Python
- Paul Wilmott
- The Trend is your Friend
- Practical Quant
- John Mauldin's Outside the Box
- Quantum Financier
- Quantified Strategies
- BlackRock Blog
- Quant at Risk
国内：
- BigQuant量化社区
- 算法组_新浪微博
- 海洋部落
- 水木社区
- （经管之家）人大经济论坛
- 清华大学学生经济金融论坛
- matlab技术论坛
- 微量网
- Code4Quant
- 量化交易 - 热门问答 - 知乎
- 集思录 - 低风险投资 - 集思录
- 雪球 - 聪明的投资者都在这里
- myquant/strategy: 掘金策略集锦
- botvs/strategies - 用Javascript or Python进行量化交易
- 芝诺量化交易,程序化交易
- 统计之都 (Capital of Statistics)
- 中国量化投资学会
- 宽客 (Quant) - 索引 - 知乎
- faruto的博客
- 博文_bicloud_新浪博客
- 博文_郑来轶_新浪博客
- flitter_新浪博客
- david自由之路
- 作者安道全_新浪博客
- 债券的大拿没钱又丑
- 期货用来复盘的blog
- 花荣_新浪博客
- 股海泛舟 - 股海范舟
- 带头大哥777的博客
交易API
- 上海期货信息技术有限公司CTP API - 期货交易所提供的API
- 飞马快速交易平台 - 上海金融期货信息技术有限公司 - 飞马
- 大连飞创信息技术有限公司 - 飞创
- vnpy - 基于python的开源交易平台开发框架
- QuantBox/XAPI2 - 统一行情交易接口第2版
- easytrader - 提供券商华泰/佣金宝/银河/广发/雪球的基金、股票自动程序化交易，量化交易组件
- IB API | Interactive Brokers - 盈透证券的交易API
编程
Python
安装
- Anaconda - 推荐通过清华大学镜像 下载安装
- Pycharm download
- Python Extension Packages for Windows - Christoph Gohlke - Windows用户从这里可以下载许多python库的预编译包
教程
- Python | Codecademy
- 用 Python 玩转数据 - 南京大学 | Coursera
- Google 开源项目风格指南 (中文版)
- 廖雪峰python教程
- Introduction to Data Science in Python - University of Michigan | Coursera
- The Python Tutorial
- Python for Finance
- Algorithmic Thinking - Python 算法思维训练
- Python Cookbook 3rd Edition Documentation
库
-
- Python Extension Packages for Windows
- awesome-python: A curated list of awesome Python frameworks, libraries, software and resources
- pandas - Python做数据分析的基础
- pyql: Cython QuantLib wrappers
- ffn - 绩效评估
- ta-lib: Python wrapper for TA-Lib (http://ta-lib.org/). - 技术指标
- StatsModels: Statistics in Python — statsmodels documentation - 常用统计模型
- arch: ARCH models in Python - 时间序列
- pyfolio: Portfolio and risk analytics in Python - 组合风险评估
- twosigma/flint: A Time Series Library for Apache Spark - Apache Spark上的时间序列库
R
安装
- The Comprehensive R Archive Network - 从国内清华镜像下载安装
- RStudio - R的常用开发平台下载
教程
- Free Introduction to R Programming Online Course - datacamp的在线学习
- R Programming - 约翰霍普金斯大学 | Coursera
- Intro to Computational Finance with R - 用R进行计算金融分析
库
- CRAN Task View: Empirical Finance - CRAN官方的R金融相关包整理
- qinwf/awesome-R: A curated list of awesome R packages, frameworks and software. - R包的awesome
C++
教程
- C++程序设计 - 北京大学 郭炜
- 基于Linux的C++ - 清华大学 乔林
- 面向对象程序设计（C++） - 清华大学 徐明星
- C++ Design Patterns and Derivatives Pricing - C++设计模式
- C++ reference - cppreference.com - 在线文档
库
- fffaraz/awesome-cpp: A curated list of awesome C/C++ frameworks, libraries, resources, and shiny things. - C++库整理
- rigtorp/awesome-modern-cpp: A collection of resources on modern C++ - 现代C++库整理
- QuantLib: a free/open-source library for quantitative finance
- libtrading/libtrading: Libtrading, an ultra low-latency trading connectivity library for C and C++.
Julia
教程
- Learning Julia - 官方整理
- QUANTITATIVE ECONOMICS with Julia - 经济学诺奖获得者Thomas Sargent教你Julia在量化经济的应用。
库
- Quantitative Finance in Julia - 多数为正在实现中，感兴趣的可以参与
编程论坛
- Stack Overflow
- SegmentFault
- Quora
- Github
- 知乎 - 与世界分享你的知识、经验和见解
编程能力在线训练
- Solve Programming Questions | HackerRank - 包含常用语言(C++, Java, Python, Ruby, SQL)和相关计算机应用技术(算法、数据结构、数学、AI、Linux Shell、分布式系统、正则表达式、安全)的教程和挑战。
- LeetCode Online Judge - C, C++, Java, Python, C#, JavaScript, Ruby, Bash, MySQL在线编程训练
Quant Books
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- 《投资学》第6版[美]兹维·博迪.文字版 (link)
- 《打开量化投资的黑箱》 里什·纳兰
- 《宽客》[美] 斯科特·帕特森（Scott Patterson） 著；译科，卢开济 译
- 《解读量化投资：西蒙斯用公式打败市场的故事》 忻海
- 《Trends in Quantitative Finance》 Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
- 《漫步华尔街》麦基尔
- 《海龟交易法则》柯蒂斯·费思
- 《交易策略评估与最佳化》罗伯特·帕多
- 《统计套利》 安德鲁·波尔《信号与噪声》纳特•西尔弗
- 《期货截拳道》朱淋靖
- 《量化投资—策略与技术》 丁鹏
- 《量化投资—以matlab为工具》 李洋faruto
- 《量化投资策略:如何实现超额收益Alpha》 吴冲锋
- 《中低频量化交易策略研发（上）》 杨博理
- 《走出幻觉走向成熟》 金融帝国
- 《失控》凯文·凯利
- 《通往财务自由之路》范K撒普
- 《以交易为生》 埃尔德
- 《超越技术分析》图莎尔·钱德
- 《高级技术分析》布鲁斯·巴布科克
- 《积极型投资组合管理》格里纳德，卡恩
- 《金融计量学:从初级到高级建模技术》 斯维特洛扎
- 《投资革命》Bernstein
- 《富可敌国》Sebastian Mallaby
- 《量化交易——如何建立自己的算法交易事业》欧内斯特·陈
- 《聪明的投资者》 本杰明·格雷厄姆
- 《黑天鹅·如何应对不可知的未来》 纳西姆·塔勒布
- 《期权、期货和其他衍生品》 约翰·赫尔
- 《Building Reliable Trading Systems: Tradable Strategies That Perform As They Backtest and Meet Your Risk-Reward Goals》 Keith Fitschen
- 《Quantitative Equity Investing》by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
- Barra USE3 handbook
- 《Quantitative Equity Portfolio Management》 Ludwig Chincarini
- 《Quantitative Equity Portfolio Management》 Qian & Hua & Sorensen
Quant Papers
Machine Learning Related
- Cavalcante, Rodolfo C., et al. "Computational Intelligence and Financial Markets: A Survey and Future Directions." Expert Systems with Applications 55 (2016): 194-211.(link)
Low Frequency Prediction
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Atsalakis G S, Valavanis K P. Surveying stock market forecasting techniques Part II: Soft computing methods. Expert Systems with Applications, 2009, 36(3):5932–5941. (link)
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Cai X, Lin X. Feature Extraction Using Restricted Boltzmann Machine for Stock Price Predic- tion. 2012 IEEE International Conference on Computer Science and Automation Engineering (CSAE), 2012. 80–83.(link)
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Nair B B, Dharini N M, Mohandas V P. A stock market trend prediction system using a hybrid decision tree-neuro-fuzzy system. Proceedings - 2nd International Conference on Advances in Recent Technologies in Communication and Computing, ARTCom 2010, 2010. 381–385. (link)
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Lu C J, Lee T S, Chiu C C. Financial time series forecasting using independent component analysis and support vector regression. Decision Support Systems, 2009, 47(2):115–125. (link)
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Creamer G, Freund Y. Automated trading with boosting and expert weighting. Quantitative Finance, 2010, 10(4):401–420. (link)
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Batres-Estrada, Bilberto. "Deep learning for multivariate financial time series." (2015). (link)
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Xiong, Ruoxuan, Eric P. Nicholas, and Yuan Shen. "Deep Learning Stock Volatilities with Google Domestic Trends." arXiv preprint arXiv:1512.04916 (2015).(link)
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Sharang, Abhijit, and Chetan Rao. "Using machine learning for medium frequency derivative portfolio trading." arXiv preprint arXiv:1512.06228 (2015).(link)
Reinforcement Learning
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Dempster, Michael AH, and Vasco Leemans. "An automated FX trading system using adaptive reinforcement learning." Expert Systems with Applications 30.3 (2006): 543-552. (link)
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Tan, Zhiyong, Chai Quek, and Philip YK Cheng. "Stock trading with cycles: A financial application of ANFIS and reinforcement learning." Expert Systems with Applications 38.5 (2011): 4741-4755. (link)
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Rutkauskas, Aleksandras Vytautas, and Tomas Ramanauskas. "Building an artificial stock market populated by reinforcement‐learning agents." Journal of Business Economics and Management 10.4 (2009): 329-341.(link)
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Deng, Yue, et al. "Deep Direct Reinforcement Learning for Financial Signal Representation and Trading." (2016).(link)
Natual Language Processing Related
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Bollen J, Mao H, Zeng X. Twitter mood predicts the stock market. Journal of Computational Science, 2011, 2(1):1–8. (link)
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Preis T, Moat H S, Stanley H E, et al. Quantifying trading behavior in financial markets using Google Trends. Scientific reports, 2013, 3:1684. (link)
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Moat H S, Curme C, Avakian A, et al. Quantifying Wikipedia Usage Patterns Before Stock Market Moves. Scientific Reports, 2013, 3:1–5. (link)
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Ding, Xiao, et al. "Deep learning for event-driven stock prediction." Proceedings of the 24th International Joint Conference on Artificial Intelligence (ICJAI’15). 2015. (link)
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Fehrer, R., & Feuerriegel, S. (2015). Improving Decision Analytics with Deep Learning: The Case of Financial Disclosures. arXiv preprint arXiv:1508.01993. (link)
High Frequency Trading
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Nevmyvaka Y, Feng Y, Kearns M. Reinforcement learning for optimized trade execution. Proceedings of the 23rd international conference on Machine learning ICML 06, 2006, 17(1):673–680. (link)
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Ganchev K, Nevmyvaka Y, Kearns M, et al. Censored exploration and the dark pool problem. Communications of the ACM, 2010, 53(5):99. (link)
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Kearns M, Nevmyvaka Y. Machine learning for market microstructure and high frequency trading. High frequency trading - New realities for traders, markets and regulators, 2013. 1–21. (link)
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Sirignano, Justin A. "Deep Learning for Limit Order Books." arXiv preprint arXiv:1601.01987 (2016). (link)
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Deng, Yue, et al. "Sparse coding-inspired optimal trading system for HFT industry." IEEE Transactions on Industrial Informatics 11.2 (2015): 467-475.(link)
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Ahuja, Saran, et al. "Limit order trading with a mean reverting reference price." arXiv preprint arXiv:1607.00454 (2016). (link)
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Aït-Sahalia, Yacine, and Jean Jacod. "Analyzing the spectrum of asset returns: Jump and volatility components in high frequency data." Journal of Economic Literature 50.4 (2012): 1007-1050. (link)
Portfolio Management
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B. Li and S. C. H. Hoi, “Online portfolio selection,” ACM Comput. Surv., vol. 46, no. 3, pp. 1–36, 2014. (link)
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Heaton, J. B., Polson, N. G., & Witte, J. H. (2016). Deep Portfolio Theory. (link)
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Eugene F. Fama, Kenneth R. French. The cross-section of expected stock returns. Journal of Finance, 47 (1992), pp. 427–465.
学术期刊
一堆学术期刊可以常常去浏览一下，也会有许多思路，作者常常看的有：
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- Journal of FinanceJournal of Financial Economics
- Review of Financial Studies
- Journal of Accounting and Economics
- Review of Accounting Studies
- Journal of Accounting Research
- Accounting Review
- Journal of Financial and Quantitative Analysis
- Financial Analysts Journal
- Financial Management
- Journal of Empirical Finance
- Quantitative Finance
- Journal of Alternative Investments
- Journal of Fixed Income
- Journal of Investing
- Journal of Portfolio Management
- Journal of Trading
- Review of Asset Pricing Studies
- 经济研究
- 经济学（季刊）
- 金融研究
- 管理世界
- 会计研究
- 投资研究