diff --git a/books/股票期权相关/awesome-quant.md b/books/股票期权相关/awesome-quant.md new file mode 100644 index 0000000..0a07af2 --- /dev/null +++ b/books/股票期权相关/awesome-quant.md @@ -0,0 +1,225 @@ + +# Awesome Quant [![Awesome](https://cdn.rawgit.com/sindresorhus/awesome/d7305f38d29fed78fa85652e3a63e154dd8e8829/media/badge.svg)](https://github.com/sindresorhus/awesome) + +一份精心挑选的中文Quant相关资源索引。(来源https://github.com/thuquant/awesome-quant) + +## 目录 + +* [数据源](#数据源) +* [数据库](#数据库) +* [量化交易平台](#量化交易平台) +* [策略](#策略) +* [回测](#回测) +* [交易API](#交易api) +* [编程](#编程) + * [Python](#python) + * [R](#r) + * [C++](#c) + * [Julia](#julia) +* [论坛](#论坛) +* [书籍](#书籍) +* [论文](#论文) +* [政策](#政策) +* [值得关注的信息源](#值得关注的信息源) +* [其他Quant资源索引](#其他quant资源索引) + +## 数据源 +* [TuShare](http://tushare.org/) - 中文财经数据接口包 +* [Quandl](https://www.quandl.com/) - 国际金融和经济数据 +* [Wind资讯-经济数据库](http://www.wind.com.cn/NewSite/edb.html) - 收费 +* [锐思数据 - 首页](http://www.resset.cn/) - 收费 +* [国泰安数据服务中心](http://www.gtarsc.com/Home) - 收费 +* [恒生API](https://open.hscloud.cn/cloud/open/apilibrary/queryLibraryMenu.html?parent_id=100313&menu_id=100307) - 收费 +* [Bloomberg API](https://www.bloomberglabs.com/api/libraries/) - 收费 +* [数库金融数据和深度分析API服务](http://developer.chinascope.com/) - 收费 +* [Historical Data Sources](http://quantpedia.com/Links/HistoricalData) - 一个数据源索引 +* [Python通达信数据接口](https://github.com/rainx/pytdx) - 免费通达信数据源 +* [fooltrader](https://github.com/foolcage/fooltrader) - 大数据开源量化项目,自己维护了一个爬取整合的全市场数据源 +* [JoinQuant/jqdatasdk](https://github.com/JoinQuant/jqdatasdk) - jqdatasdk是提供给用户获取聚宽金融数据的SDK +* [米筐科技的RQData数据接口](https://www.ricequant.com/introduce_rqdata) - 收费 + +## 数据库 + +* [manahl/arctic: High performance datastore for time series and tick data](https://github.com/manahl/arctic) - 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](https://kx.com/) - 收费的高性能金融序列数据库解决方案 +* [MongoDB Blog](http://blog.mongodb.org/post/65517193370/schema-design-for-time-series-data-in-mongodb) - 用mongodb存储时间序列数据 +* [InfluxDB – Time-Series Data Storage | InfluxData](https://www.influxdata.com/time-series-platform/influxdb/) - Go写的分布式时间序列数据库 +* [OpenTSDB/opentsdb: A scalable, distributed Time Series Database.](https://github.com/OpenTSDB/opentsdb) - 基于HBase的时间序列数据库 +* [kairosdb/kairosdb: Fast scalable time series database](https://github.com/kairosdb/kairosdb) - 基于Cassandra的时间序列数据库 +* [timescale/timescaledb: An open-source time-series database optimized for fast ingest and complex queries. Engineered up from PostgreSQL, packaged as an extension.](https://github.com/timescale/timescaledb) - 基于PostgreSQL的时间序列数据库 + +## 量化交易平台 + +* [JoinQuant聚宽量化交易平台](https://www.joinquant.com/) - 一个基于Python的在线量化交易平台 +* [优矿 - 通联量化实验室](https://uqer.io/home/) - 一个基于Python的在线量化交易平台 +* [Ricequant 量化交易平台](https://www.ricequant.com/) - 支持Python和Java的在线量化交易平台 +* [掘金量化](http://www.myquant.cn/) - 支持C/C++、C#、MATLAB、Python和R的量化交易平台 +* [Auto-Trader](http://www.atrader.com.cn/portal.php) - 基于MATLAB的量化交易平台 +* [MultiCharts 中国版 - 程序化交易软件](https://www.multicharts.cn/) +* [BotVS - 首家支持传统期货与股票证券与数字货币的量化平台](https://www.botvs.com/) +* [Tradeblazer(TB) - 交易开拓者](http://www.tradeblazer.net/) - 期货程序化交易软件平台 +* [MetaTrader 5](https://www.metatrader5.com/en) - Multi-Asset Trading Platform +* [BigQuant](https://bigquant.com) - 专注量化投资的人工智能/机器学习平台 + +## 策略 +* [JoinQuant聚宽: 量化学习资料、经典交易策略、Python入门 - 雪球](https://xueqiu.com/8287840120/65009358) +* [myquant/strategy: 掘金策略集锦](https://github.com/myquant/strategy) +* [优矿社区内容索引](https://uqer.io/community/share/58243e7d228e5b91df6d5d19) +* [RiceQuant米筐量化社区 2016年4月以来优秀策略与研究汇总](https://www.ricequant.com/community/topic/1863//3) +* [雪球选股](https://xueqiu.com/9796081404) +* [botvs/strategies: 用Javascript OR Python进行量化交易](https://github.com/botvs/strategies) + + +## 回测 +* [Zipline](https://github.com/quantopian/zipline) - 一个Python的回测框架 +* [pyalgotrade](https://github.com/gbeced/pyalgotrade) - 一个Python的事件驱动回测框架 +* [pyalgotrade-cn](https://github.com/Yam-cn/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。 +* [ricequant/rqalpha](https://github.com/ricequant/rqalpha) - RQalpha: Ricequant 开源的基于Python的回测引擎 +* [quantdigger](https://github.com/QuantFans/quantdigger) - 基于python的量化回测框架,借鉴了主流商业软件(比如TB, 金字塔)简洁的策略语法 +* [pyktrader](https://github.com/harveywwu/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](https://github.com/QuantConnect/Lean) - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java) +* [QUANTAXIS](https://github.com/yutiansut/QUANTAXIS) - QUANTAXIS 量化金融策略框架 - 中小型策略团队解决方案 +* [Hikyuu](http://hikyuu.org) - 基于Python/C++的开源量化交易研究框架 + +## 交易API +* [上海期货信息技术有限公司CTP API](http://www.sfit.com.cn/5_2_DocumentDown.htm) - 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](http://www.cffexit.com.cn/static/3000201.html) - 飞马 +* [大连飞创信息技术有限公司](http://www.dfitc.com.cn/portal/cate?cid=1364967839100#1) - 飞创 +* [vnpy](https://github.com/vnpy/vnpy) - 基于python的开源交易平台开发框架 +* [QuantBox/XAPI2](https://github.com/QuantBox/XAPI2) - 统一行情交易接口第2版 +* [easytrader](https://github.com/shidenggui/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 +* [实盘易](http://www.iguuu.com/e)([SDK](https://github.com/sinall/ShiPanE-Python-SDK)) - 管理通达信等交易终端,提供基于 HTTP 协议的 RESTFul API;各大在线量化交易平台实盘解决方案 +* [IB API | Interactive Brokers](https://www.interactivebrokers.com.hk/cn/index.php?f=5234&ns=T) - 盈透证券的交易API +* [FutunnOpen/futuquant](https://github.com/FutunnOpen/futuquant) - 富途量化平台 API +## 编程 + +### Python +#### 安装 +* [Anaconda](https://www.continuum.io/downloads) - 推荐通过[清华大学镜像 ](https://mirrors.tuna.tsinghua.edu.cn/help/anaconda/)下载安装 +* [Python Extension Packages for Windows - Christoph Gohlke](http://www.lfd.uci.edu/~gohlke/pythonlibs/) - Windows用户从这里可以下载许多python库的预编译包 + +#### 教程 +* [Python | Codecademy](https://www.codecademy.com/learn/python) +* [用 Python 玩转数据 - 南京大学 | Coursera](https://www.coursera.org/learn/hipython) +* [Introduction to Data Science in Python - University of Michigan | Coursera](https://www.coursera.org/learn/python-data-analysis) +* [The Python Tutorial — Python 3.5.2 documentation](https://docs.python.org/3/tutorial/) +* [Python for Finance](https://book.douban.com/subject/25921015/) +* [Algorithmic Thinking](https://www.coursera.org/learn/algorithmic-thinking-1) - Python 算法思维训练 + +#### 库 +* [awesome-python: A curated list of awesome Python frameworks, libraries, software and resources](https://github.com/vinta/awesome-python) +* [pandas](http://pandas.pydata.org) - Python做数据分析的基础 +* [pyql: Cython QuantLib wrappers](https://github.com/enthought/pyql) +* [ffn](http://pmorissette.github.io/ffn/quick.html) - 绩效评估 +* [ta-lib: Python wrapper for TA-Lib (http://ta-lib.org/).](https://github.com/mrjbq7/ta-lib) - 技术指标 +* [StatsModels: Statistics in Python — statsmodels documentation](http://statsmodels.sourceforge.net/) - 常用统计模型 +* [arch: ARCH models in Python](https://github.com/bashtage/arch) - 时间序列 +* [pyfolio: Portfolio and risk analytics in Python](https://github.com/quantopian/pyfolio) - 组合风险评估 +* [twosigma/flint: A Time Series Library for Apache Spark](https://github.com/twosigma/flint) - Apache Spark上的时间序列库 +* [PyFlux](https://github.com/RJT1990/pyflux) - Python 的时间序列建模(频率派和贝叶斯) + +### R + +#### 安装 +* [The Comprehensive R Archive Network](https://mirrors.tuna.tsinghua.edu.cn/CRAN/) - 从国内清华镜像下载安装 +* [RStudio](https://www.rstudio.com/products/rstudio/download/) - R的常用开发平台下载 + +#### 教程 +* [Free Introduction to R Programming Online Course](https://www.datacamp.com/courses/free-introduction-to-r) - datacamp的在线学习 +* [R Programming - 约翰霍普金斯大学 | Coursera](https://www.coursera.org/learn/r-programming) +* [Intro to Computational Finance with R](https://www.datacamp.com/community/open-courses/computational-finance-and-financial-econometrics-with-r) - 用R进行计算金融分析 + +#### 库 +* [CRAN Task View: Empirical Finance](https://cran.r-project.org/web/views/Finance.html) - 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.](https://github.com/qinwf/awesome-R) - R包的awesome + +### C++ +#### 教程 +* [C++程序设计](http://www.xuetangx.com/courses/course-v1:PekingX+04831750.1x+2015T1/about) - 北京大学 郭炜 +* [基于Linux的C++ ](http://www.xuetangx.com/courses/course-v1:TsinghuaX+20740084X+sp/about) - 清华大学 乔林 +* [面向对象程序设计(C++)](http://www.xuetangx.com/courses/course-v1:TsinghuaX+30240532X+sp/about) - 清华大学 徐明星 +* [C++ Design Patterns and Derivatives Pricing ](https://book.douban.com/subject/1485468/) - C++设计模式 +* [C++ reference - cppreference.com](http://en.cppreference.com/w/cpp) - 在线文档 + +#### 库 +* [fffaraz/awesome-cpp: A curated list of awesome C/C++ frameworks, libraries, resources, and shiny things.](https://github.com/fffaraz/awesome-cpp) - C++库整理 +* [rigtorp/awesome-modern-cpp: A collection of resources on modern C++](https://github.com/rigtorp/awesome-modern-cpp) - 现代C++库整理 +* [QuantLib: a free/open-source library for quantitative finance](http://quantlib.org/index.shtml) +* [libtrading/libtrading: Libtrading, an ultra low-latency trading connectivity library for C and C++.](https://github.com/libtrading/libtrading) + +### Julia +#### 教程 +* [Learning Julia](http://julialang.org/learning/) - 官方整理 +* [QUANTITATIVE ECONOMICS with Julia](http://quant-econ.net/_static/pdfs/jl-quant-econ.pdf) - 经济学诺奖获得者Thomas Sargent教你[Julia](http://julialang.org/)在量化经济的应用。 + +#### 库 +* [Quantitative Finance in Julia](https://github.com/JuliaQuant) - 多数为正在实现中,感兴趣的可以参与 + +### 编程论坛 +- [Stack Overflow](http://stackoverflow.com/) - 对应语言的tag +- [SegmentFault](https://segmentfault.com/) - 对应语言的tag + +### 编程能力在线训练 + +* [Solve Programming Questions | HackerRank](https://www.hackerrank.com/domains) - 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](https://leetcode.com/) - C, C++, Java, Python, C#, JavaScript, Ruby, Bash, MySQL在线编程训练 + +## 论坛 +* [Quantitative Finance StackExchange](http://quant.stackexchange.com/) - stackexchange 系列的 quant 论坛 +* [JoinQuant社区](https://www.joinquant.com/community) - JoinQuant社区 +* [优矿社区](https://uqer.io/community/list) - 优矿社区 +* [RiceQuant量化社区](https://www.ricequant.com/community/) - RiceQuant量化社区 +* [掘金量化社区](http://forum.myquant.cn/) - 掘金量化社区 +* [清华大学学生经济金融论坛](http://forum.thuquant.com/) - 清华大学学生金融数据与量化投资协会主办 + +## 书籍 +* [My Life as a Quant: Reflections on Physics and Finance](http://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0470192739) - In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. +* [量化交易](https://book.douban.com/subject/25878150/) - Ernest P. Chan撰写的量化投资理论 +* [量化投资与对冲基金丛书:波动率交易](https://book.douban.com/subject/25711100/) +* [Following the Trend](https://book.douban.com/subject/19990593/) +* [Statistical Inference](https://book.douban.com/subject/1464795/) - 统计推断入门 +* [All of Nonparametric Statistics](https://book.douban.com/subject/4251603/) - 非参统计入门 +* [The Elements of Statistical Learning](https://book.douban.com/subject/3294335/) - Data Mining, Inference, and Prediction +* [Analysis of Financial Time Series](https://book.douban.com/subject/4719140/) - Ruey S. Tsay 的时间序列分析 +* [Options, Futures, and Other Derivatives](https://book.douban.com/subject/6127888/) - 期权期货等衍生品 + + + +## 论文 +* [awesome-quant/papers.md](https://github.com/thuquant/awesome-quant/blob/master/papers.md) + +## 值得关注的信息源 +* [Quantitative Finance arxiv](https://arxiv.org/archive/q-fin) +* [雪球工程师1号](http://xueqiu.com/engineer) - 财经社交网络雪球的量化相关账号。 +* [Ricequant量化](http://xueqiu.com/ricequant) - Ricequant量化平台的雪球账号。 +* [量化哥-优矿Uqer](http://xueqiu.com/4105947155) - 优矿Uqer量化平台的雪球账号。 +* [宽客 (Quant) - 索引 - 知乎](https://www.zhihu.com/topic/19557481) +* 量化投资与机器学习 - 微信公众号 +* THU量协 - 微信公众号 +* 优矿量化实验室 - 微信公众号 +* Ricequant - 微信公众号 +* 鲁明量化全视角 - 微信公众号 + + +## 政策 +* [中国证券监督管理委员会](http://www.csrc.gov.cn/pub/newsite/) +* [考试报名-中国证券业协会](http://www.sac.net.cn/cyry/kspt/ksbm/) - 证券从业资格报名 +* [中国证券投资基金业协会](http://www.amac.org.cn/) - 内有相关法规教育和从业资格报名入口 +* [大连商品交易所](http://www.dce.com.cn/) +* [上海期货交易所首页](http://www.shfe.com.cn/) +* [郑州商品交易所网站](http://www.czce.com.cn/portal/index.htm) +* [上海证券交易所](http://www.sse.com.cn/) +* [深圳证券交易所](http://www.szse.cn/) + +# 其他Quant资源索引 + +* [Quantitative Finance Reading List - QuantStart](https://www.quantstart.com/articles/Quantitative-Finance-Reading-List#general-quant-finance-reading) +* [Master reading list for Quants, MFE (Financial Engineering) students | QuantNet Community](https://www.quantnet.com/threads/master-reading-list-for-quants-mfe-financial-engineering-students.535/) + +# 其他 Awesome 列表 +* 英文版 awesome-quant [wilsonfreitas/awesome-quant: A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)](https://github.com/wilsonfreitas/awesome-quant) +* Other awesome lists [awesome-awesomeness](https://github.com/bayandin/awesome-awesomeness). +* Even more lists [awesome](https://github.com/sindresorhus/awesome). +* Another list? [list](https://github.com/jnv/lists). +* WTF! [awesome-awesome-awesome](https://github.com/t3chnoboy/awesome-awesome-awesome). +* Analytics [awesome-analytics](https://github.com/onurakpolat/awesome-analytics). diff --git a/books/股票期权相关/《击败庄家:21点的有利策略》爱德华O.索普(Edward O.Thorp)【文字版_PDF电子书_下载】.pdf b/books/股票期权相关/《击败庄家:21点的有利策略》爱德华O.索普(Edward O.Thorp)【文字版_PDF电子书_下载】.pdf new file mode 100644 index 0000000..d02c70e Binary files /dev/null and b/books/股票期权相关/《击败庄家:21点的有利策略》爱德华O.索普(Edward O.Thorp)【文字版_PDF电子书_下载】.pdf differ diff --git a/books/股票期权相关/中低频量化交易策略研发(上).pdf b/books/股票期权相关/中低频量化交易策略研发(上).pdf new file mode 100644 index 0000000..1d50d65 Binary files /dev/null and b/books/股票期权相关/中低频量化交易策略研发(上).pdf differ diff --git a/books/股票期权相关/原版海龟交易法则.pdf b/books/股票期权相关/原版海龟交易法则.pdf new file mode 100644 index 0000000..363eb3f Binary files /dev/null and b/books/股票期权相关/原版海龟交易法则.pdf differ diff --git a/books/股票期权相关/宽客-华尔街顶级数量金融大师的另类人生.pdf b/books/股票期权相关/宽客-华尔街顶级数量金融大师的另类人生.pdf new file mode 100644 index 0000000..446e6b7 Binary files /dev/null and b/books/股票期权相关/宽客-华尔街顶级数量金融大师的另类人生.pdf differ diff --git a/books/股票期权相关/弗里德-自由选择.pdf b/books/股票期权相关/弗里德-自由选择.pdf new file mode 100644 index 0000000..8b050c7 Binary files /dev/null and b/books/股票期权相关/弗里德-自由选择.pdf differ diff --git a/books/股票期权相关/数字货币量化交易研究报告.pdf b/books/股票期权相关/数字货币量化交易研究报告.pdf new file mode 100644 index 0000000..3eb872c Binary files /dev/null and b/books/股票期权相关/数字货币量化交易研究报告.pdf differ diff --git a/books/股票期权相关/期权期货及其他衍生产品第七版本(中文版).pdf b/books/股票期权相关/期权期货及其他衍生产品第七版本(中文版).pdf new file mode 100644 index 0000000..82c5554 Binary files /dev/null and b/books/股票期权相关/期权期货及其他衍生产品第七版本(中文版).pdf differ diff --git a/books/股票期权相关/算法交易与套利交易.pdf b/books/股票期权相关/算法交易与套利交易.pdf new file mode 100644 index 0000000..3af99e1 Binary files /dev/null and b/books/股票期权相关/算法交易与套利交易.pdf differ diff --git a/books/股票期权相关/统计套利(中文版).pdf b/books/股票期权相关/统计套利(中文版).pdf new file mode 100644 index 0000000..9f049c5 Binary files /dev/null and b/books/股票期权相关/统计套利(中文版).pdf differ diff --git a/books/股票期权相关/罗杰斯环球投资旅行.pdf b/books/股票期权相关/罗杰斯环球投资旅行.pdf new file mode 100755 index 0000000..e1c5d9a Binary files /dev/null and b/books/股票期权相关/罗杰斯环球投资旅行.pdf differ diff --git a/books/股票期权相关/货币的非国家化v1.0 - 哈耶克.pdf b/books/股票期权相关/货币的非国家化v1.0 - 哈耶克.pdf new file mode 100644 index 0000000..52cae04 Binary files /dev/null and b/books/股票期权相关/货币的非国家化v1.0 - 哈耶克.pdf differ diff --git a/books/股票期权相关/量化交易-如何建立自己的算法交易.pdf b/books/股票期权相关/量化交易-如何建立自己的算法交易.pdf new file mode 100644 index 0000000..3085b89 Binary files /dev/null and b/books/股票期权相关/量化交易-如何建立自己的算法交易.pdf differ diff --git a/books/股票期权相关/量化交易行业概览.pdf b/books/股票期权相关/量化交易行业概览.pdf new file mode 100644 index 0000000..f03331f Binary files /dev/null and b/books/股票期权相关/量化交易行业概览.pdf differ diff --git a/books/股票期权相关/金钱永不眠-资本世界的暗流涌动和金融逻辑.pdf b/books/股票期权相关/金钱永不眠-资本世界的暗流涌动和金融逻辑.pdf new file mode 100644 index 0000000..6952dba Binary files /dev/null and b/books/股票期权相关/金钱永不眠-资本世界的暗流涌动和金融逻辑.pdf differ diff --git a/books/股票期权相关/韭菜的自我修养.pdf b/books/股票期权相关/韭菜的自我修养.pdf new file mode 100755 index 0000000..faaa746 Binary files /dev/null and b/books/股票期权相关/韭菜的自我修养.pdf differ