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Awesome Quant

A carefully selected index of Chinese Quant-related resources.

data source

TuShare - Chinese financial data interface package
Quandl - International financial and economic data
Wind Information-Economic Database-Charge
Ruisi Data-Homepage-Charge
Guotai'an Data Service Center - Charges
Hang Seng API - Charges
Bloomberg API - Fees
Database financial data and in-depth analysis API service-charged
Historical Data Sources - a data source index
Python Tongdaxin data interface-free Tongdaxin data source
fooltrader - a big data open source quantitative project that maintains a crawled and integrated market-wide data source.
zvt - ZVT is a quantitative project written after rethinking Fooltrader. It includes scalable data recorder, API, factor calculation, stock selection, backtesting, and is positioned as a mid- to low-frequency multi-level and multi-standard full market analysis and trading framework. .
JoinQuant/jqdatasdk - jqdatasdk is an SDK provided for users to obtain Jukuan financial data
MiKung Technology's RQData data interface-charged
AkShare - a free open source financial data interface library that currently contains the most comprehensive data interface in the Chinese field

database

manahl/arctic: High performance datastore for time series and tick data - High performance time series and tick data storage based on mongodb and python
kdb | The Leader in High-Performance Tick Database Technology | Kx Systems - Free high-performance financial sequence database solution
MongoDB Blog - Store time series data with mongodb
InfluxDB – Time-Series Data Storage | InfluxData – a distributed time series database written in Go
OpenTSDB/opentsdb: A scalable, distributed Time Series Database. - A time series database based on HBase
kairosdb/kairosdb: Fast scalable time series database - Cassandra-based time series database
timescale/timescaledb: An open-source time-series database optimized for fast ingest and complex queries. Engineered up from PostgreSQL, packaged as an extension. - A time-series database based on PostgreSQL

Quantitative trading platform

JoinQuant Jukuan quantitative trading platform - an online quantitative trading platform based on Python
Youkuang - Tonglian Quantitative Laboratory - an online quantitative trading platform based on Python
Ricequant quantitative trading platform - an online quantitative trading platform that supports Python and Java
Nuggets Quant - a quantitative trading platform that supports C/C++, C#, MATLAB, Python and R
Auto-Trader - MATLAB-based quantitative trading platform
MultiCharts China Edition-Programmed Trading Software
BotVS - the first quantitative platform to support traditional futures, stock securities and digital currencies
Tradeblazer(TB) - Trading Pioneer - Futures Programmed Trading Software Platform
MetaTrader 5 - Multi-Asset Trading Platform
BigQuant - an artificial intelligence/machine learning platform focused on quantitative investment
Tianqin Quantitative (TqSdk) - a Python quantitative development package produced by Kuaiqi, providing free futures, options, and stock data, and supporting real trading/historical backtesting
Guoren.com - a platform with stock selection + quantification as its main features. It can complete most of the quantification and backtesting operations without writing code.

Strategy

JoinQuant: Quantitative learning materials, classic trading strategies, introduction to Python - Snowball
myquant/strategy: Nuggets strategy collection
Youkuang community content index
Summary of excellent strategies and research from RiceQuant Quantitative Community since April 2016
Snowball stock picking
botvs/strategies: Quantitative trading using Javascript OR Python

backtest

Zipline - A Python backtesting framework
pyalgotrade - An event-driven backtesting framework for Python
pyalgotrade-cn - Pyalgotrade-cn adds A-share historical market backtesting based on the original pyalgotrade, and integrates tushare to provide real-time market conditions.
ricequant/rqalpha - RQalpha: Ricequant open source Python-based backtesting engine
quantdigger - a python-based quantitative backtesting framework that draws on the concise strategy syntax of mainstream commercial software (such as TB, Pyramid)
pyktrader - a python trading platform based on the pyctp interface, using vnpy's eventEngine, and using tkinter as the GUI
QuantConnect/Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)
QUANTAXIS - QUANTAXIS quantitative financial strategy framework - solution for small and medium-sized strategy teams
Hikyuu - an open source quantitative trading research framework based on Python/C++
StarQuant - Comprehensive quantitative trading backtesting system/platform based on Python/C++

Trading API

Shanghai Futures Information Technology Co., Ltd. CTP API - API provided by the futures exchange
Pegasus Fast Trading Platform-Shanghai Financial Futures Information Technology Co., Ltd.-Pegasus
Dalian Feichuang Information Technology Co., Ltd. - Feichuang
vnpy - python-based open source trading platform development framework
QuantBox/XAPI2 - Unified Quote Trading Interface Version 2
easytrader - Provides automatic programmed trading and quantitative trading components for funds and stocks from securities companies Huatai/Zuibao/Galaxy/Guangfa/Snowball
StrategyEasy (SDK) - Management trading client, providing RESTFul API based on HTTP protocol; strategy automation solution for major online quantitative trading platforms
IB API | Interactive Brokers - Interactive Brokers' trading API
FutunnOpen/futuquant - Futu Quantification Platform API

programming

Python

Install

Anaconda - It is recommended to download and install through the Tsinghua University mirror
Python Extension Packages for Windows - Christoph Gohlke - Windows users can download precompiled packages for many python libraries from here

Tutorial

Python | Codecademy
Play with data using Python - Nanjing University | Coursera
Introduction to Data Science in Python - University of Michigan | Coursera
The Python Tutorial — Python 3.5.2 documentation
Python for Finance
Algorithmic Thinking - Python algorithmic thinking training

Library

awesome-python: A curated list of awesome Python frameworks, libraries, software and resources
pandas - the basis for data analysis in Python
pyql: Cython QuantLib wrappers
ffn - performance evaluation
ta-lib: Python wrapper for TA-Lib (http://ta-lib.org/). - Technical specifications
StatsModels: Statistics in Python — statsmodels documentation - Commonly used statistical models
arch: ARCH models in Python - Time series
pyfolio: Portfolio and risk analytics in Python - Portfolio risk assessment
twosigma/flint: A Time Series Library for Apache Spark - A time series library on Apache Spark
PyFlux - Time series modeling (frequentist and Bayesian) in Python

R

Install

The Comprehensive R Archive Network - download and install from domestic Tsinghua mirror
RStudio - R's common development platform download

Tutorial

Free Introduction to R Programming Online Course - online learning at datacamp
R Programming - Johns Hopkins University | Coursera
Intro to Computational Finance with R - Computational Finance Analysis with R

Library

CRAN Task View: Empirical Finance - CRAN’s official collection of R finance related packages
qinwf/awesome-R: A curated list of awesome R packages, frameworks and software. - awesome R packages

C++

Tutorial

C++ Programming-Guo Wei, Peking University
C++ based on Linux - Qiao Lin, Tsinghua University
Object-oriented Programming (C++) - Xu Mingxing, Tsinghua University
C++ Design Patterns and Derivatives Pricing - C++ Design Patterns
C++ reference - cppreference.com - Online documentation

Library

fffaraz/awesome-cpp: A curated list of awesome C/C++ frameworks, libraries, resources, and shiny things. - C++ library curation
rigtorp/awesome-modern-cpp: A collection of resources on modern C++ - Modern C++ library organization
QuantLib: a free/open-source library for quantitative finance
libtrading/libtrading: Libtrading, an ultra low-latency trading connectivity library for C and C++.

Julia

Tutorial

Learning Julia - Official compilation
QUANTITATIVE ECONOMICS with Julia - Thomas Sargent, Nobel laureate in economics, teaches you the application of Julia in quantitative economics.

Library

Quantitative Finance in Julia - Most are being implemented, interested parties can participate

Programming Forum

Stack Overflow - tags corresponding to languages
SegmentFault - tag corresponding to the language

Programming ability online training

Solve Programming Questions | HackerRank - Tutorials covering common languages (C++, Java, Python, Ruby, SQL) and related computer application technologies (algorithms, data structures, mathematics, AI, Linux Shell, distributed systems, regular expressions, security) and challenges.
LeetCode Online Judge - C, C++, Java, Python, C#, JavaScript, Ruby, Bash, MySQL online programming training

forum

Quantitative Finance StackExchange - quant forum of the stackexchange series
JoinQuant Community - JoinQuant Community
Youkuang Community - Youkuang Community
RiceQuant Quantitative Community - RiceQuant Quantitative Community
Nuggets Quantitative Community - Nuggets Quantitative Community
Tsinghua University Student Economic and Financial Forum-sponsored by Tsinghua University Student Financial Data and Quantitative Investment Association

books

My Life as a Quant: Reflections on Physics and Finance - In My Life as a Quant, Emanuel Derman lives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street.
Quantitative Trading - Quantitative Investment Theory by Ernest P. Chan
Quantitative Investment and Hedge Fund Series: Volatility Trading
Following the Trend
Statistical Inference - Introduction to statistical inference
All of Nonparametric Statistics - Introduction to Nonparametric Statistics
The Elements of Statistical Learning - Data Mining, Inference, and Prediction
Analysis of Financial Time Series - Time Series Analysis by Ruey S. Tsay
Options, Futures, and Other Derivatives - Options, futures, and other derivatives

paper

awesome-quant/papers.md

Information sources worth paying attention to

Quantitative Finance arxiv
Snowball Engineer No. 1 - Quantitative related account of Snowball, a financial social network.
Ricequant quantification - the snowball account of Ricequant quantification platform.
Quantitative Brother-Uqer - The snowball account of Uqer quantitative platform.
Quant - Index - Zhihu
Quantitative Investment and Machine Learning-WeChat Official Account
THU Quantity Association - WeChat public account
Youkuang Quantitative Laboratory-WeChat public account
Ricequant - WeChat public account
Lu Ming’s full perspective of quantification-WeChat public account

policy

China Securities Regulatory Commission
Examination Registration-Securities Association of China-Securities Practitioner Qualification Registration
Asset Management Association of China - There is a registration portal for relevant laws and regulations, education and professional qualifications.
Dalian Commodity Exchange
Shanghai Futures Exchange Home Page
Zhengzhou Commodity Exchange website
Shanghai Stock Exchange
Shenzhen Stock Exchange

Other Quant resource index

Quantitative Finance Reading List - QuantStart
Master reading list for Quants, MFE (Financial Engineering) students | QuantNet Community

Other Awesome Lists

English version awesome-quant wilsonfreitas/awesome-quant: A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Other awesome lists awesome-awesomeness.
Even more lists awesome.
Another list? list.
WTF! awesome-awesome-awesome.
Analytics awesome-analytics.

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