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支持C/C++、C#、MATLAB、Python和R的量化交易平台&br&&/li&&li&&a href=&/?target=http%3A//.cn/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&DigQuant&i class=&icon-external&&&/i&&/a& - 提供基于matlab量化工具&br&&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&SmartQuant&i class=&icon-external&&&/i&&/a& - 策略交易平台&br&&/li&&li&&a href=&/?target=https%3A///QuantBox/OpenQuant-Esunny& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&OpenQuant&i class=&icon-external&&&/i&&/a& - 基于C#的开源量化回测平台&br&&/li&&/ul&&p&基于图表的量化交易平台&/p&&ul&&li&文华赢智 、TB、金字塔、MultiCharts 中国版 - 程序化交易软件、MT4、TradeStation&br&&/li&&li&Auto-Trader - 基于MATLAB的量化交易平台&br&&/li&&li&BotVS - 首家支持传统期货与股票证券与数字货币的量化平台&br&&/li&&/ul&&p&开源框架&/p&&ul&&li&&a href=&/?target=https%3A///pandas-dev/pandas& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Pandas&i class=&icon-external&&&/i&&/a& - 数据分析包&br&&/li&&li&&a href=&/?target=https%3A///quantopian/zipline& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Zipline&i class=&icon-external&&&/i&&/a& - 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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。&br&&/li&&li&&a href=&/?target=https%3A///ziwang-com/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&zwPython&i class=&icon-external&&&/i&&/a& - 基于winpython的集成式python开发平台&br&&/li&&li&&a href=&/?target=https%3A///joshuaulrich/quantmod& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&quantmod&i class=&icon-external&&&/i&&/a& - 量化金融建模&br&&/li&&li&&a href=&/?target=https%3A///ricequant/rqalpha/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&rqalpha&i class=&icon-external&&&/i&&/a& - 基于Python的回测引擎&br&&/li&&li&&a href=&/?target=https%3A///QuantFans/quantdigger& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&quantdigger&i class=&icon-external&&&/i&&/a& - 基于python的量化回测框架&br&&/li&&li&&a href=&/?target=https%3A///harveywwu/pyktrader& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&pyktrader&i class=&icon-external&&&/i&&/a& - 基于pyctp接口，并采用vnpy的eventEngine，使用tkinter作为GUI的python交易平台&br&&/li&&li&&a href=&/?target=https%3A///QuantConnect/Lean& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QuantConnect/Lean&i class=&icon-external&&&/i&&/a& - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)&br&&/li&&li&&a href=&/?target=https%3A///yutiansut/QUANTAXIS& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QUANTAXIS&i class=&icon-external&&&/i&&/a& - 量化金融策略框架&br&&/li&&/ul&&p&其他量化交易平台：&/p&&p&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&/p&&p&数据源&/p&&p&&br&&/p&&ul&&li&&a href=&/?target=http%3A//tushare.org/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&TuShare - 中文财经数据接口包&i class=&icon-external&&&/i&&/a& &a href=&/?target=http%3A//tushare.org/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&包&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&python派量化金融社区&i class=&icon-external&&&/i&&/a& （支持PC和 手机APP访问）&/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quandl - 国际金融和经济数据&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//.cn/NewSite/edb.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Wind资讯-经济数据库 - 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用mongodb存储时间序列数据&br&&/li&&li&&a href=&/?target=https%3A///products/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&InfluxDB – Time-Series Data Storage | InfluxData&i class=&icon-external&&&/i&&/a& - Go写的分布式时间序列数据库&br&&/li&&li&&a href=&/?target=https%3A///OpenTSDB/opentsdb& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&OpenTSDB/opentsdb: A scalable, distributed Time Series Database&i class=&icon-external&&&/i&&/a&. - 基于HBase的时间序列数据库&br&&/li&&li&&a href=&/?target=https%3A///kairosdb/kairosdb& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&kairosdb/kairosdb: Fast scalable time series database&i class=&icon-external&&&/i&&/a& - 基于Cassandra的时间序列数据库&br&&/li&&li&&a href=&/?target=https%3A//www.sqlite.org/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&SQLite Home Page&i class=&icon-external&&&/i&&/a& &/li&&/ul&&p&&b&网站、论坛、社区、博客&/b&&/p&&p&国外：&/p&&ul&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&AQR - Alternative Investments&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//epchan.blogspot.jp/& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://&/span&&span class=&visible&&epchan.blogspot.jp/&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&FOSS Trading&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&& - Forum&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Traders Magazine: The stock dealers and institutional traders complete interactive news and information service&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//practicalquant.blogspot.jp/%3Fview%3Dclassic& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://&/span&&span class=&visible&&practicalquant.blogspot.jp&/span&&span class=&invisible&&/?view=classic&/span&&span class=&ellipsis&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://www.&/span&&span class=&visible&&/&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Implementing QuantLib&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//tradingwithpython.blogspot.jp/& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://&/span&&span class=&visible&&tradingwithpython.blogspot.jp&/span&&span class=&invisible&&/&/span&&span class=&ellipsis&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///category/coding/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Coding the markets&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///page/2/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantivity&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quant Mashup | Quantocracy&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&On a long enough timeline the survival rate for everyone drops to zero&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Keplerian Finance - 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Stock Market and Investing Blog&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Portfolio Workstation by Alpha Level&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//falkenblog.blogspot.jp/& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://&/span&&span class=&visible&&falkenblog.blogspot.jp/&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantitative Finance Stack Exchange&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///r/quantfinance/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The mathematics of investing and markets o r/quantfinance&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QuantNet Community&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QUANTITATIVE RESEARCH AND TRADING - The latest theories, models and investment strategies in quantitative research and trading&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QUSMA - Quantitative Systematic Market Analysis&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&https://&/span&&span class=&visible&&/&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&CSSA&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&http://www.&/span&&span class=&visible&&/&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantitative Trading, Statistical Arbitrage, Machine Learning and Binary Options&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Collective2 - The platform that connects investors with top-traders&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Alvarez Quant Trading&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The Marketplace For Algorithmic Trading Systems | Quantiacs&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///action/showMostReadArticles%3FjournalCode%3Drquf20& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantitative Finance&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///lectures& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantopian Lectures&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&& - Advancing Knowledge in Financial Planning&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Forex Factory&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The R Trader&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///how-to-be-a-quant/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&How to be a Quant&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///course/machine-learning-for-trading--ud501& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&关于交易策略的机器学习&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//scikit-learn.org/stable/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&scikit-learn: machine learning in Python&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=https%3A///blogs/paul/index.cfm& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Paul Wilmott&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//www.the-trend-is-/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The Trend is your Friend&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Practical Quant&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=http%3A///blogs/john_mauldins_outside_the_box/default.aspx& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&John Mauldin's Outside the Box&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantum Financier&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantified Strategies&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&BlackRock Blog&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quant at Risk&i class=&icon-external&&&/i&&/a&&/li&&/ul&&p&国内：&/p&&ul&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&BigQuant量化社区&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///u/%3Ftopnav%3D1%26wvr%3D6%26topsug%3D1& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&算法组_新浪微博&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=http%3A//www.oceantribe.org/xf/index.php& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&海洋部落&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//www.newsmth.net/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&水木社区&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//bbs.pinggu.org/forum-2166-1.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&（经管之家）人大经济论坛&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&清华大学学生经济金融论坛&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&matlab技术论坛&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&微量网&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Code4Quant&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/topic//hot& class=&internal&&量化交易 - 热门问答 - 知乎&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&集思录 - 低风险投资 - 集思录&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///%23/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&雪球 - 聪明的投资者都在这里&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///myquant/strategy/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&myquant/strategy: 掘金策略集锦&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///botvs/strategies& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&botvs/strategies&i class=&icon-external&&&/i&&/a& - 用Javascript or Python进行量化交易&br&&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&芝诺量化交易,程序化交易&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A//cos.name/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&统计之都 (Capital of Statistics)&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//www.chinaqi.org/default.php& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&中国量化投资学会&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/topic/& class=&internal&&宽客 (Quant) - 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股海范舟&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//dtdg777./& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&带头大哥777的博客&i class=&icon-external&&&/i&&/a& &/li&&/ul&&p&&b&交易API&/b&&/p&&ul&&li&&a href=&/?target=http%3A//.cn/5_2_DocumentDown.htm& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&上海期货信息技术有限公司CTP API&i class=&icon-external&&&/i&&/a& - 期货交易所提供的API&/li&&li&&a href=&/?target=http%3A//.cn/static/3000201.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&飞马快速交易平台 - 上海金融期货信息技术有限公司&i class=&icon-external&&&/i&&/a& - 飞马&/li&&li&&a href=&/?target=http%3A//.cn/portal/cate%3Fcid%3D0%231& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&大连飞创信息技术有限公司&i class=&icon-external&&&/i&&/a& - 飞创&/li&&li&&a href=&/?target=https%3A///QuantBox/XAPI2& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QuantBox/XAPI2&i class=&icon-external&&&/i&&/a& - 统一行情交易接口第2版&/li&&li&&a href=&/?target=https%3A///shidenggui/easytrader& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&easytrader&i class=&icon-external&&&/i&&/a& - 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&/li&&li&&a href=&/?target=https%3A//.hk/cn/index.php%3Ff%3D5234%26ns%3DT& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&IB API | Interactive Brokers&i class=&icon-external&&&/i&&/a& - 盈透证券的交易API&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quicklib&i class=&icon-external&&&/i&&/a&- 监控、数据采集，历史服务器工具集，python api&/li&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quicklib&i class=&icon-external&&&/i&&/a&
基于python期货和A股开源交易平台开发框架&/li&&/ul&&p&编程&/p&&h2&Python&/h2&&h2&安装&/h2&&ul&&li&&a href=&/?target=https%3A//www.continuum.io/downloads& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Anaconda&i class=&icon-external&&&/i&&/a& - 推荐通过&a href=&/?target=https%3A//mirrors.tuna./help/anaconda/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&清华大学镜像 &i class=&icon-external&&&/i&&/a&下载安装&br&&/li&&li&&a href=&/?target=https%3A///pycharm/download/%23section%3Dwindows& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Pycharm&i class=&icon-external&&&/i&&/a&
download&br&&/li&&li&&a href=&/?target=http%3A//www.lfd.uci.edu/%7Egohlke/pythonlibs/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Python Extension Packages for Windows - Christoph Gohlke&i class=&icon-external&&&/i&&/a& - Windows用户从这里可以下载许多python库的预编译包&br&&/li&&/ul&&p&教程&/p&&ul&&li&&a href=&/?target=https%3A///learn/python& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Python | Codecademy&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/p/%E7%94%A8Python%E7%8E%A9%E8%BD%AC%E6%95%B0%E6%8D%AE%20Data%20Processing%20Using%20Python%20-%20Nanjing%20University%20%7C%20Coursera& class=&internal&&用 Python 玩转数据 - 南京大学 | Coursera&/a& &/li&&li&&a href=&/?target=http%3A//zh-google-styleguide.readthedocs.io/en/latest/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Google 开源项目风格指南 (中文版)&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///article/115c918a094db03d27bf9a9000& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&廖雪峰python教程&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A//www.coursera.org/learn/python-data-analysis& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Introduction to Data Science in Python - University of Michigan | Coursera&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A//docs.python.org/3/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The Python Tutorial&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///s/sLnfdA8jqwjcU%3Fcategory_id%3D0%26& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Python for Finance&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A///movie//5/M9DOKFDV4_MA2ESKT15.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Algorithmic Thinking &i class=&icon-external&&&/i&&/a&- Python 算法思维训练&br&&/li&&li&&a href=&/?target=http%3A//python3-cookbook.readthedocs.io/zh_CN/latest/index.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Python Cookbook 3rd Edition Documentation&i class=&icon-external&&&/i&&/a& &/li&&/ul&&p&库&/p&&ul&&li&&a href=&/?target=http%3A//www.lfd.uci.edu/%7Egohlke/pythonlibs/%23ta-lib& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Python Extension Packages for Windows&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///vinta/awesome-python& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&awesome-python: A curated list of awesome Python frameworks, libraries, software and resources&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//pandas.pydata.org/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&pandas&i class=&icon-external&&&/i&&/a& - Python做数据分析的基础&br&&/li&&li&&a href=&/?target=https%3A///enthought/pyql& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&pyql: Cython QuantLib wrappers&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=http%3A//pmorissette.github.io/ffn/quick.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&ffn&i class=&icon-external&&&/i&&/a& - 绩效评估&br&&/li&&li&&a href=&/?target=https%3A///mrjbq7/ta-lib& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&ta-lib: Python wrapper for TA-Lib (http://ta-lib.org/).&i class=&icon-external&&&/i&&/a& - 技术指标&br&&/li&&li&&a href=&/?target=http%3A//statsmodels.sourceforge.net/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&StatsModels: Statistics in Python — statsmodels documentation&i class=&icon-external&&&/i&&/a& - 常用统计模型&br&&/li&&li&&a href=&/?target=https%3A///bashtage/arch& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&arch: ARCH models in Python&i class=&icon-external&&&/i&&/a& - 时间序列&br&&/li&&li&&a href=&/?target=https%3A///quantopian/pyfolio& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&pyfolio: Portfolio and risk analytics in Python&i class=&icon-external&&&/i&&/a& - 组合风险评估&br&&/li&&li&&a href=&/?target=https%3A///twosigma/flint& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&twosigma/flint: A Time Series Library for Apache Spark&i class=&icon-external&&&/i&&/a& - Apache Spark上的时间序列库&br&&/li&&/ul&&p&R&/p&&h2&安装&/h2&&ul&&li&&a href=&/?target=https%3A//mirrors.tuna./CRAN/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&The Comprehensive R Archive Network&i class=&icon-external&&&/i&&/a& - 从国内清华镜像下载安装&/li&&li&&a href=&/?target=https%3A///products/rstudio/download/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&RStudio&i class=&icon-external&&&/i&&/a& - R的常用开发平台下载&/li&&/ul&&p&教程&/p&&ul&&li&&a href=&/?target=https%3A///courses/free-introduction-to-r& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Free Introduction to R Programming Online Course&i class=&icon-external&&&/i&&/a& - datacamp的在线学习&/li&&li&&a href=&/?target=https%3A//www.coursera.org/learn/r-programming& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&R Programming - 约翰霍普金斯大学 | Coursera&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=https%3A///community/open-courses/computational-finance-and-financial-econometrics-with-r& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Intro to Computational Finance with R&i class=&icon-external&&&/i&&/a& - 用R进行计算金融分析&/li&&/ul&&p&库&/p&&ul&&li&&a href=&/?target=https%3A//cran.r-project.org/web/views/Finance.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&CRAN Task View: Empirical Finance&i class=&icon-external&&&/i&&/a& - CRAN官方的R金融相关包整理&/li&&li&&a href=&/?target=https%3A///qinwf/awesome-R& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&qinwf/awesome-R: A curated list of awesome R packages, frameworks and software.&i class=&icon-external&&&/i&&/a& - R包的awesome&/li&&/ul&&p&C++&/p&&h2&教程&/h2&&ul&&li&&a href=&/?target=http%3A///courses/course-v1%3APekingX%2Bx%2B2015T1/about& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&C++程序设计&i class=&icon-external&&&/i&&/a& - 北京大学 郭炜&/li&&li&&a href=&/?target=http%3A///courses/course-v1%3ATsinghuaX%2BBsp/about& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&基于Linux的C++ &i class=&icon-external&&&/i&&/a&- 清华大学 乔林&/li&&li&&a href=&/?target=http%3A///courses/course-v1%3ATsinghuaX%2BBsp/about& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&面向对象程序设计（C++）&i class=&icon-external&&&/i&&/a& - 清华大学 徐明星&/li&&li&&a href=&/?target=https%3A///subject/1485468/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&C++ Design Patterns and Derivatives Pricing &i class=&icon-external&&&/i&&/a&- C++设计模式&/li&&li&&a href=&/?target=http%3A///w/cpp& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&C++ reference - &i class=&icon-external&&&/i&&/a& - 在线文档&/li&&/ul&&p&库&/p&&ul&&li&&a href=&/?target=https%3A///fffaraz/awesome-cpp& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&fffaraz/awesome-cpp: A curated list of awesome C/C++ frameworks, libraries, resources, and shiny things.&i class=&icon-external&&&/i&&/a& - C++库整理&/li&&li&&a href=&/?target=https%3A///rigtorp/awesome-modern-cpp& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&rigtorp/awesome-modern-cpp: A collection of resources on modern C++&i class=&icon-external&&&/i&&/a& - 现代C++库整理&/li&&li&&a href=&/?target=http%3A//quantlib.org/index.shtml& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QuantLib: a free/open-source library for quantitative finance&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/?target=https%3A///libtrading/libtrading& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&libtrading/libtrading: Libtrading, an ultra low-latency trading connectivity library for C and C++.&i class=&icon-external&&&/i&&/a&&/li&&/ul&&p&Julia&/p&&h2&教程&/h2&&ul&&li&&a href=&/?target=http%3A//julialang.org/learning/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Learning Julia&i class=&icon-external&&&/i&&/a& - 官方整理&/li&&li&&a href=&/?target=http%3A//quant-econ.net/_static/pdfs/jl-quant-econ.pdf& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&QUANTITATIVE ECONOMICS with Julia&i class=&icon-external&&&/i&&/a& - 经济学诺奖获得者Thomas Sargent教你&a href=&/?target=http%3A//julialang.org/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Julia&i class=&icon-external&&&/i&&/a&在量化经济的应用。&/li&&/ul&&p&库&/p&&ul&&li&&a href=&/?target=https%3A///JuliaQuant& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quantitative Finance in Julia&i class=&icon-external&&&/i&&/a& - 多数为正在实现中，感兴趣的可以参与&/li&&/ul&&p&编程论坛&/p&&ul&&li&&a href=&/?target=http%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Stack Overflow&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&SegmentFault&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Quora&i class=&icon-external&&&/i&&/a& &/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Github&i class=&icon-external&&&/i&&/a&&/li&&li&&a href=&/& class=&internal&&知乎 - 与世界分享你的知识、经验和见解&/a& &/li&&/ul&&p&编程能力在线训练&/p&&ul&&li&&a href=&/?target=https%3A///domains& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Solve Programming Questions | HackerRank&i class=&icon-external&&&/i&&/a& - 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。&/li&&li&&a href=&/?target=https%3A///& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&LeetCode Online Judge&i class=&icon-external&&&/i&&/a& - C, C++, Java, Python, C#, JavaScript, Ruby, Bash, MySQL在线编程训练&/li&&/ul&&p&Quant Books
&/p&&ul&&li&《投资学》第6版[美]兹维·博迪.文字版 (&a href=&/?target=http%3A///s/sEtBVyJS6pvo& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&link&i class=&icon-external&&&/i&&/a&)&br&&/li&&li&《打开量化投资的黑箱》 里什·纳兰&/li&&li&《宽客》[美] &a href=&/?target=http%3A///writer/%25E6%2596%25AF%25E7%25A7%%%25C2%25B7%25E5%25B8%%%25E6%25A3%25AE_1.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&斯科特·帕特森&i class=&icon-external&&&/i&&/a&（&a href=&/?target=http%3A///writer/Scott%2520Patterson_1.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&Scott Patterson&i class=&icon-external&&&/i&&/a&） 著；&a href=&/?target=http%3A///writer/%25E8%25AF%%25A7%2591_1.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&译科&i class=&icon-external&&&/i&&/a&，&a href=&/?target=http%3A///writer/%25E5%258D%25A2%25E5%25BC%%25B5%258E_1.html& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&卢开济&i class=&icon-external&&&/i&&/a& 译&/li&&li&《解读量化投资：西蒙斯用公式打败市场的故事》 忻海 &br&&/li&&li&《Trends in Quantitative Finance》 Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm&br&&/li&&li&《漫步华尔街》麦基尔&br&&/li&&li&《海龟交易法则》柯蒂斯·费思&br&&/li&&li&《交易策略评估与最佳化》罗伯特·帕多&br&&/li&&li&《统计套利》 安德鲁·波尔《信号与噪声》纳特o西尔弗&br&&/li&&li&《期货截拳道》朱淋靖&br&&/li&&li&《量化投资—策略与技术》 丁鹏&br&&/li&&li&《量化投资—以matlab为工具》 李洋faruto&/li&&li&《量化投资策略:如何实现超额收益Alpha》 吴冲锋&br&&/li&&li&《中低频量化交易策略研发（上）》 杨博理&br&&/li&&li&《走出幻觉走向成熟》 金融帝国&br&&/li&&li&《失控》凯文·凯利 《通往财务自由之路》范K撒普&br&&/li&&li&《以交易为生》 埃尔德&br&&/li&&li&《超越技术分析》图莎尔·钱德&br&&/li&&li&《高级技术分析》布鲁斯·巴布科克&br&&/li&&li&《积极型投资组合管理》格里纳德，卡恩&br&&/li&&li&《金融计量学:从初级到高级建模技术》 斯维特洛扎&/li&&li&《投资革命》Bernstein&br&&/li&&li&《富可敌国》Sebastian Mallaby&br&&/li&&li&《量化交易——如何建立自己的算法交易事业》欧内斯特·陈&br&&/li&&li&《&a href=&/?target=http%3A///subject/5243775/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&聪明的投资者&i class=&icon-external&&&/i&&/a&》 巴菲特&/li&&li&《黑天鹅·如何应对不可知的未来》 纳西姆·塔勒布&br&&/li&&li&《期权、期货和其他衍生品》 &a href=&/?target=https%3A///search/%25E7%25BA%25A6%25E7%25BF%25B0%25C2%25B7%25E8%25B5%25AB%25E5%25B0%2594/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&约翰·赫尔&i class=&icon-external&&&/i&&/a&&/li&&li&《Building&br& Reliable Trading Systems: Tradable Strategies That Perform As They &br&Backtest and Meet Your Risk-Reward Goals》 Keith Fitschen&br&&/li&&li&《Quantitative Equity Investing》by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm&br&&/li&&li&Barra USE3 handbook&br&&/li&&li&《Quantitative Equity Portfolio Management》
Ludwig Chincarini&br&&/li&&li&《Quantitative Equity Portfolio Management》 Qian & Hua & Sorensen&br&&/li&&/ul&&p&&br&&/p&&p&Quant Papers
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Twitter mood predicts the stock market. Journal of Computational Science, ):1–8. &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A///science/article/pii/S007X%26hl%3Dzh-CN%26sa%3DT%26oi%3Dgsb%26ct%3Dres%26cd%3D0%26ei%3DhCB6WJf-F4nE2AaJsreoBQ%26scisig%3DAAGBfm0-CdCSkIorraVT063nZXOMGZPVng& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Preis&br& T, Moat H S, Stanley H E, et al. Quantifying trading behavior in &br&financial markets using Google Trends. Scientific reports, 4.&br&&a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A///srep//srep01684/full/srep01684.html%26hl%3Dzh-CN%26sa%3DT%26oi%3Dgsb-ggp%26ct%3Dres%26cd%3D0%26ei%3DlCB6WMyLOMSV2AbjyIiACA%26scisig%3DAAGBfm1Kw6QEU25rQIFN5NppvKpiaZzlFg& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Moat&br& H S, Curme C, Avakian A, et al. 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Scientific Reports, –5. &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A///srep//srep01801/full/srep01801.html%253FWT.ec_id%253DSREP-hl%3Dzh-CN%26sa%3DT%26oi%3Dgsb-ggp%26ct%3Dres%26cd%3D0%26ei%3DoCB6WOnhJ4ufjAHc4L2ADA%26scisig%3DAAGBfm2DeL0w8CD41aPbIs1V7GwAz8gOOg& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Ding,&br& Xiao, et al. &Deep learning for event-driven stock prediction.& &br&Proceedings of the 24th International Joint Conference on Artificial &br&Intelligence (ICJAI’15). 2015. &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A//ijcai.org/papers15/Papers/IJCAI15-329.pdf%26hl%3Dzh-CN%26sa%3DT%26oi%3Dgsb-ggp%26ct%3Dres%26cd%3D0%26ei%3DpCF6WOLxFcK7jAHry6ToBA%26scisig%3DAAGBfm0xUNdATrhy1lLIFLzyxMswZU6ifg& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Fehrer,&br& R., & Feuerriegel, S. (2015). Improving Decision Analytics with &br&Deep Learning: The Case of Financial Disclosures. arXiv preprint &br&arXiv:. &a href=&/?target=http%3A//aisel.aisnet.org/cgi/viewcontent.cgi%3Farticle%3D1018%26context%3Decis2016_rip& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&/ul&&p&High Frequency Trading&/p&&ul&&li&Nevmyvaka&br& Y, Feng Y, Kearns M. Reinforcement learning for optimized trade &br&execution. Proceedings of the 23rd international conference on Machine &br&learning ICML 06, ):673–680. &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A//dl.acm.org/citation.cfm%253Fid%253Dhl%3Dzh-CN%26sa%3DT%26oi%3Dgsb%26ct%3Dres%26cd%3D0%26ei%3DryB6WPTAMcaL2Abq5oagAQ%26scisig%3DAAGBfm3zYhh3tFDl_ZwyF25UcRYUnbJAJg& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Ganchev&br& K, Nevmyvaka Y, Kearns M, et al. Censored exploration and the dark pool&br& problem. Communications of the ACM, ):99. &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A//dl.acm.org/citation.cfm%253Fid%253Dhl%3Dzh-CN%26sa%3DT%26oi%3Dgsb%26ct%3Dres%26cd%3D0%26ei%3DvCB6WJnWIYiYjAHl4regCA%26scisig%3DAAGBfm2UT7ekE1Wd-P_ZdJHt8TBs6hJFTg& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Kearns&br& M, Nevmyvaka Y. Machine learning for market microstructure and high &br&frequency trading. High frequency trading - New realities for traders, &br&markets and regulators, . &a href=&/?target=https%3A///scholar_url%3Furl%3Dhttp%3A//www.smallake.kr/wp-content/uploads/2014/01/KearnsNevmyvakaHFTRiskBooks.pdf%26hl%3Dzh-CN%26sa%3DT%26oi%3Dgsb-ggp%26ct%3Dres%26cd%3D0%26ei%3DzCB6WPToHsPLjAGumbfwBw%26scisig%3DAAGBfm3POscrhMXvpJb5DBb5-oYsWlyzCw& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Sirignano, Justin A. &Deep Learning for Limit Order Books.& arXiv preprint arXiv: (2016). &a href=&/?target=http%3A//jasirign.github.io/pdf/DeepLearningLimitOrderBooks.pdf& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Deng,&br& Yue, et al. &Sparse coding-inspired optimal trading system for HFT &br&industry.& IEEE Transactions on Industrial Informatics 11.2 (2015): &br&467-475.&a href=&/?target=http%3A//ieeexplore.ieee.org/xpls/abs_all.jsp%3Farnumber%3D7042734& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Ahuja, Saran, et al. &Limit order trading with a mean reverting reference price.& arXiv preprint arXiv: (2016). &a href=&/?target=https%3A//arxiv.org/abs/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&A?t-Sahalia,&br& Yacine, and Jean Jacod. &Analyzing the spectrum of asset returns: Jump &br&and volatility components in high frequency data.& Journal of Economic &br&Literature 50.4 (2012): . &a href=&/?target=http%3A///content/aea/jel/0//art00002& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&/ul&&p&Portfolio Management&/p&&ul&&li&B. Li and S. C. H. Hoi, “Online portfolio selection,” ACM Comput. Surv., vol. 46, no. 3, pp. 1–36, 2014. &a href=&/?target=http%3A//dl.acm.org/citation.cfm%3Fid%3D2512962& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Heaton, J. B., Polson, N. G., & Witte, J. H. (2016). Deep Portfolio Theory. &a href=&/?target=http%3A//arxiv.org/abs/& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&(link)&i class=&icon-external&&&/i&&/a&&/li&&li&Eugene F. Fama, Kenneth R. French. The cross-section of expected stock returns. Journal of Finance, 47 (1992), pp. 427–465.&/li&&/ul&&p&学术期刊&/p&&h2&一堆&b&学术期刊&/b&可以常常去浏览一下，也会有许多思路，作者常常看的有：&/h2&&ul&&li&Journal of FinanceJournal of Financial Economics&br&&/li&&li&Review of Financial Studies&br&&/li&&li&Journal of Accounting and Economics&br&&/li&&li&Review of Accounting Studies&br&&/li&&li&Journal of Accounting Research&br&&/li&&li&Accounting Review&br&&/li&&li&Journal of Financial and Quantitative Analysis&br&&/li&&li&Financial Analysts Journal&br&&/li&&li&Financial Management&br&&/li&&li&Journal of Empirical Finance&br&&/li&&li&Quantitative Finance&br&&/li&&li&Journal of Alternative Investments&br&&/li&&li&Journal of Fixed Income&br&&/li&&li&Journal of Investing&br&&/li&&li&Journal of Portfolio Management&br&&/li&&li&Journal of Trading&br&&/li&&li&Review of Asset Pricing Studies&br&&/li&&li&经济研究&br&&/li&&li&经济学（季刊）&br&&/li&&li&金融研究&br&&/li&&li&管理世界&br&&/li&&li&会计研究&br&&/li&&li&投资研究&/li&&/ul&&p&&/p&
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： - 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
- 基于量化回测平台
&img src=&/50/v2-ef77fdc98_b.jpg& data-rawwidth=&1234& data-rawheight=&750& class=&origin_image zh-lightbox-thumb& width=&1234& data-original=&/50/v2-ef77fdc98_r.jpg&&&p&当当当当～每周一次的量化论文搬运又和大家见面啦！本周内容包括以下部分：&/p&&ul&&li&价值投资&/li&&li&过度自信时市场表现&/li&&li&如何判断真正的市场低迷&/li&&li&ESG对于不同风格投资者&/li&&li&期权定价与非线性抛物方程 &/li&&/ul&&p&&u&&b&01. 关于价值投资和有效市场的很有趣的文章&/b&&/u&&/p&&p&&b&· 价值投资经济学&/b& &b&&i&The Economics of Value Investing&/i&&/b&&/p&&p&关键词：价值投资 证券分析 投资CAPM 有效市场 &/p&&p&投资中的CAPM理论为Graham和Dodd（1934）的证券分析提供了经济学基础。预期收益率在不同行业部门非常不同，这取决于公司的投资状况、预计投资增长和盈利能力。从实践经验上看，许多异常变量预测未来投资对资产的变化状况与这些变量预测未来回报的方向一致。然而，预期的投资增长效应在某种程度上是微弱的。投资资本资产定价模型经历了Miller和Modigliani的估值模型和Penman，Reggiani，Richardson，和Tuna的（2017）特征模型的发展已经具备许多不同的特性。总之，价值投资与有效市场是一致的。 &/p&&p&&br&&/p&&p&&u&&b&02.过度自信时的股票价格表现也要好好把握&/b&&/u&&/p&&p&&b&· 过度自信的交易者高估自己的能力而低估竞争时的股票价格模式&/b& &b&&i&Stock Price Patterns When Overconfident Traders Overestimate Their Ability and Underestimate the Competition&/i&&/b&&/p&&p&关键词：动量 反转 信息交易 &/p&&p&在这篇文章中研究者分析了一个模型，模型中机构依次接收信息并且表现为过度自信。在我们的模型中，过度自信表现为对自身信号质量的过高评价和对其他机构信号质量的怀疑。具体来说，较晚收到信息的机构对较早知情信号的精确性的怀疑和对自身信号精度的过分自信。动量在这一模型中出现，因为模型中较晚知情的投资者为较早知情的提供太多的流动性，以至于较早知情的投资者让价格反应不足。过度自信和风险厌恶也会导致长期反转。如果早期知情者的数量较少，早期知情者过于自信，或者迟来的知情者更多疑、自负，那么短期动量的程度就更高。&/p&&p&&br&&/p&&p&&u&&b&03.&/b&&/u& &u&&b&如何做到未雨绸缪避免杞人忧天？&/b&&/u&&/p&&p&&b&· 你正处于下跌状态，什么时候应该开始担心？&i&You are in a drawdown. When should you start worrying?&/i&&/b&&/p&&p&众所周知，量化策略具有时效性，或者说是有效期。以往有利可图的交易策略往往随着时间而降低效果。因为低迷的时期也会对有效的策略造成影响，那么我们如何判断是否是真正需要注意的事情呢？直观的是，持续时间较长或程度较深的下跌会导致对夏普比率下降。在这篇论文中，研究人员基于上一次下跌上行的Brownian运动的时长和下降程度的精确概率分布给出了一个定量的答案，并且指出，基金经理和投资者往往低估与相关策略的夏普率一致的下跌的长度和深度。&/p&&p&&b&&u&04.一个新的投资理念——ESG&/u&&/b&&/p&&p&&b&· 风格，动量和ESG投资&i&Style, Momentum and ESG Investing&/i&&/b&&/p&&p&关键词：价值 增长 动量 晨星投资风格箱 可持续性的表现 ESG &/p&&p&ESG Investment：在投资中将Environmental, Social, Governance方面的考量作为影响决策的指标。近十年内ESG的概念在欧美国家得到越来越多关注，国内目前有一些国际NGO，投资服务机构如MSCI，本土公司如Syntao对该方面有较高关注。&/p&&p&在这篇研究论文中，研究者证明了传统风格和动量投资者不必因为他们在构建投资组合中将ESG标准纳入自身标准而感到羞愧。从欧洲的视角，我们实证分析并讨论了将环境、社会和公司治理等方面成功融入长期投资实践的条件。研究结果表明，价值型和成长型投资者都可以提高其投资组合的可持续性评级，同时提高风险调整的业绩，而动量投资者则难以达到可比水平。这一证据带来了对传统投资行业可持续产品的日益增长的需求，克服了可持续性是古典投资实践的负担的理念。&/p&&p&&br&&/p&&p&&b&&u&05.关于期权定价的数学烧脑干货&/u&&/b& &/p&&p&&b&· 数学金融中的非线性抛物方程&/b& &b&&i&Nonlinear Parabolic Equations arising in Mathematical Finance&/i&&/b&&/p&&p&关键词：期权定价 非线性Black Scholes方程 &/p&&p&这篇论文侧重于在金融数学领域的完全非线性抛物型偏微分定性和定量分析。研究的主要目的是审查的经典金融工具定价理论——布莱克斯科尔斯理论的各种非线性扩展，以及随机动态优化组合所涉及的汉密尔顿-雅可比-贝尔曼（HJB）方程模型。经过适当的转换形态后，这两个问题可以表示为解非线性抛物型方程。定性分析将集中在解的存在性和唯一性问题上。在数值部分，研究人员讨论了求解完全非线性抛物型方程的稳定的有限和有限差分体系。&/p&&p&&br&&/p&&p&链接: &a href=&/?target=https%3A///s/1c8MbCU& class=& external& target=&_blank& rel=&nofollow noreferrer&&&span class=&invisible&&https://&/span&&span class=&visible&&/s/1c8MbCU&/span&&span class=&invisible&&&/span&&i class=&icon-external&&&/i&&/a& 密码: 6v94如果喜欢此类内容，请留言告诉我们，如果需求的人多，我们会加大力度提供此类内容的。同时如果大家有感兴趣的部分也请在评论中留言，当然也欢迎提意见哈：） &/p&&p&&br&&/p&&p&&b&到JoinQuant查看原文&/b&&a href=&/?target=https%3A///post/7687%3Ftag%3Dnew& class=& wrap external& target=&_blank& rel=&nofollow noreferrer&&【170710】国外前沿量化研究搬运 - 666号搬运工 - JoinQuant&i class=&icon-external&&&/i&&/a&&/p&
当当当当～每周一次的量化论文搬运又和大家见面啦！本周内容包括以下部分：价值投资过度自信时市场表现如何判断真正的市场低迷ESG对于不同风格投资者期权定价与非线性抛物方程 01. 关于价值投资和有效市场的很有趣的文章· 价值投资经济学 The Economics of…
&img src=&/50/v2-9da3fea3b0_b.jpg& data-rawwidth=&1200& data-rawheight=&674& class=&origin_image zh-lightbox-thumb& width=&1200& data-original=&/50/v2-9da3fea3b0_r.jpg&&呐，当你们看到这么搞个大新闻的题目的时候肯定内心的活动是这样的
&br&&br&&img data-rawheight=&932& src=&/50/v2-cdc9b14e69b445d21c36e43a5f813aaa_b.png& data-rawwidth=&1144& class=&origin_image zh-lightbox-thumb& width=&1144& data-original=&/50/v2-cdc9b14e69b445d21c36e43a5f813aaa_r.png&&&br&&p&但是我保证你们看完之后一定会变成 &br&&br&&img data-rawheight=&524& src=&/50/v2-5f159f07cd753e09ebb17a6fe723ac77_b.jpg& data-rawwidth=&554& class=&origin_image zh-lightbox-thumb& width=&554& data-original=&/50/v2-5f159f07cd753e09ebb17a6fe723ac77_r.jpg&&&br&&br&学习宏观和machine learning之后发现这两个真是天生一对，这也是我为什么想要写这篇文章。
&br&(对宏观感兴趣的童鞋可以参见我之前在知乎上写的一篇自学笔记《Macro入门note》)
&br&&br&&img data-rawheight=&296& src=&/50/v2-b21b9ca75e_b.jpg& data-rawwidth=&539& class=&origin_image zh-lightbox-thumb& width=&539& data-original=&/50/v2-b21b9ca75e_r.jpg&&&br&接触金融的这两三年发现大家都喜欢吐槽宏观报告，报告里一条条理由说的都对很有道理令人信服，但结论总是变成了random walk甚至反向指标。
&br&&br&我也一直觉得这个现象挺有意思，后来学了machine learning之后从统计的角度想了想可能是这个原因:
&br&宏观系统本身非常复杂，变量因子多，即使逻辑线以线性关系为主，但因子和因子之间互相还有correlation和dependence使其结构更加复杂，况且还有人这个非理性的参与者randomly影响，掺入了很多有内部结构的噪音。最重要的是因子的权重还是不断动态变化的，即使报告里说的理由都是对的，但是如果并不是当下主要的driver因子，那结论也会是错的。
&br&&br&&br&大家都喜欢说趋势和周期，但到底是个什么没人说得清楚。
&br&我现在理解的趋势只是一种市场运动的表象结果，深层原因是在趋势背后的driver是各个不同因子的相互作用(说起来有点像我们高能物理里基本粒子之间的对撞interaction呢~)。长的趋势有长的因子，短的趋势有短因子。周期则是一个框架将无数因子进行分类和重组，长周期将长期的因子给于动态权重互相作用在一起组成长周期的系统，中短周期亦如是，然后在不同的时间跨度上共同描述我们的整个经济机器的运行。宏观是势，微观是机。
&br&&br&而且对于不同市场，因子也会不一样。譬如国内股市散户多，所以非常容易产生一些很神奇的事情，前几天看了一篇文章就说比如股票分拆都可以算一个很强的因子，因为分拆之后价格变低而国内散户多，大家都觉得低的价格会涨起来。这是很没有根据的，公司的价值怎么可能因为拆股了就市值翻了几番，但是就是发生了。就是因为国内都是炒预期，并且大部分人由于不专业都是跟随其他人，自然而然预}