Содержание статьи
Список онлайн ресурсов для количественного моделирования, трейдинга, управления портфелем.
Quantitative Trading Platform — Количественная торговая платформа
- Quantopian — Первая основанная на Python онлайн-платформа для количественной торговли; его базовая библиотека zipline и ее библиотека оценки производительности pyfolio; и alphalens
- QuantConnect — Основанная на C # онлайн-платформа для количественной торговли; его основная библиотека Lean
- Quantiacs — Рынок Алгоритмических Торговых Стратегий; библиотека Matlab и Python toolbox
- Numerai — краудсорсинговые торговые стратегии; библиотека Python API
- Collective2 — Платформа, которая позволяет инвесторам подписываться на топ-трейдеров algotrades system
- ZuluTrade — Платформа, которая позволяет инвесторам подписываться на топ-трейдеров
- Tradingview — предоставляет бесплатные виджеты, используемые, например, Huobi
- Investing.com — Мульти-активы и рынки в реальном времени
Trading System
- MetaTrader 5 — Многофункциональная торговая система
- TradeStation — Торговая система
- SmartQuant(OpenQuant) — C # Торговая система
- RightEdge — Торговая система
- AmiBroker — Торговая система
- Algo Terminal — C# Торговая система
- NinjaTrader — Торговая система
- QuantTools — Улучшенное количественное моделирование торговли в R
- pyalgotrade — Алгоритмическая торговая библиотека Python
- finmarketpy — Библиотека Python для тестирования торговых стратегий
- IBridgePy — Система Python, полученная из zipline
- Backtrader — Блог, торговое сообщество и github
- IbPy — Интерактивные брокеры Python API
- PyLimitBook — Python реализация быстрой книги предельных заказов
- qtpylib — Pythonic Algorithmic Trading через IbPy API и его Website
- Quantdom — Python-based framework for backtesting trading strategies & analyzing financial markets [GUI]
- ib_insync — Python sync/async framework for Interactive Brokers API
- bt — flexible backtesting for Python
- TradingGym — Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
- OpenHFT — Java components for high-frequency trading
- libtrading — c api, low latency, fix support
- thOth — open-source high frequency trading library in C++ 11
- qt_tradingclient — multithreaded Qt C++ trading application, QuantLib-1.2.1, CUDA 5.0
- SubMicroTrading — Java Ultra Low Latency Trading Framework
- WPF/MVVM Real-Time Trading Application — Architechture
- TradeLink — TradeLink, one of the earliest open source trading system
- Reactive trader — using reactive Rx framework, includes reactive trader and reactive trader cloud. The demo is here.
- QuantTrading — Pure C# trading system
- StockTrading — c# system utilising WPF, WCF, PRISM, MVVM, Threading
- Quanter — StockTrader
- StockSharp — C# trading system
- SharpQuant — C# trading system
- QuantSys — C# trading system
- StockTicker — C# trading system
- gotrade — Electronic trading and order management system written in Golang
- gofinance — Financial information retrieval and munging in golang
- goib — Pure Go interface to Interactive Brokers IB API
- Matlab Trading Toolbox — Official toolbox from Matlab; acommpanying Introduction to Matlab Trading Toolbox, and webinar Automated Trading System Development with MATLAB, and webinar Automated Trading with MATLAB, as well as webinar A Real-Time Trading System in MATLAB, Automated Trading with Matlab, Commodities Trading with Matlab, Cointegration and Pairs Trading with Econometrics Toolbox
- Matlab risk management Toolbox — Official toolbox from Matlab
- Matlab Walk Forward Analysis Toolbox — toolbox for walk-forward analysis
- IB4m — matlab interface to interactive broker
- IB-Matlab — introduction to another matlab interface to interactive broker and demo video
- openAlgo Matlab — openAlgo’s Matlab library
- MatTest — Matlab backtest system
Quantitative Library
- Quantlib — famous c++ library for quantitative finance; tranlated into other langugages via Swig
- TA-Lib — Python wrapper for TA-Lib
- DX Analytics — Python-based financial analytics library
- FinMath — Java analytics library
- OpenGamma — Java analytics library named STRATA
- Quantiacs — Matlab toolbox
- pyflux — Open source time series library for Python
- arch — ARCH models in Python
- flint — A Time Series Library for Apache Spark
- Statsmodels — Statsmodels’s Documentation
Quantitative Model
- deepstock — Technical experimentations to beat the stock market using deep learning
- qtrader — Reinforcement Learning for Portfolio Management
- stockPredictor — Predict stock movement with Machine Learning and Deep Learning algorithms
- stock_market_reinforcement_learning — Stock market environment using OpenGym with Deep Q-learning and Policy Gradient
- deep-algotrading — deep learning techniques from regression to LSTM using financial data
- deep_trader — Use reinforcement learning on stock market and agent tries to learn trading.
- Deep-Trading — Algorithmic trading with deep learning experiments
- Deep-Trading — Algorithmic Trading using RNN
- 100 Day Machine Learning — Machine Learning tutorial with code
- Multidimensional-LSTM-BitCoin-Time-Series — Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
- QLearning_Trading — Learning to trade under the reinforcement learning framework
- Day-Trading-Application — Use deep learning to make accurate future stock return predictions
- bulbea — Deep Learning based Python Library for Stock Market Prediction and Modelling
- PGPortfolio — source code of «A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem»
- gym-trading — Environment for reinforcement-learning algorithmic trading models
- Thesis — Reinforcement Learning for Automated Trading
- DQN — Reinforcement Learning for finance
- Deep-Trading-Agent — Deep Reinforcement Learning based Trading Agent for Bitcoin
- deep_portfolio — Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation.
- Deep-Reinforcement-Learning-in-Stock-Trading — Using deep actor-critic model to learn best strategies in pair trading
- Stock-Price-Prediction-LSTM — OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
Trading API
- Interactive Brokers — popular among retail trader
- Bloomberg API — from Bloomberg
Data Source
- Quandl — free and premium data sources
- iex — free market data
- one tick — hostorical tick data
- iqfeed — real time data feed
- quantquote — tick and live data
- algoseek — historical intraday
- EOD data — historical data
- EOD historical data — historical data
- intrinio — financial data
- arctic — High performance datastore from Man AHL for time series and tick data
Cryptocurrency
- Blockchain-stuff — Blockchain and Crytocurrency Resources
- cryptrader — Node.js Bitcoin bot for MtGox/Bitstamp/BTC-E/CEX.IO; cryptrade
- BitcoinExchangeFH — Cryptocurrency exchange market data feed handler
- blackbird — C++ trading system that does automatic long/short arbitrage between Bitcoin exchanges
- Peatio — An open-source crypto currency exchange on github
- Qt Bitcoin Trader — Qt C++ Bitcoin trading
- ccxt — A JavaScript / Python / PHP cryptocurrency trading library with support for more than 90 bitcoin/altcoin exchanges
- r2 — Qan automatic arbitrage trading system powered by Node.js + TypeScript
- bcoin — Javascript bitcoin library for node.js and browsers
- XChange — Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges
- Krypto-trading-bot — Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
- freqtrade — Simple High Frequency Trading Bot for crypto currencies
- Gekko — A bitcoin trading bot written in node
- viabtc_exchange_server — A trading engine with high-speed performance and real-time notification
- catalyst — An Algorithmic Trading Library for Crypto-Assets in Python Enigma
- buttercoin — Opensource Bitcoin Exchange Software
- zenbot — A command-line cryptocurrency trading bot using Node.js and MongoDB.
- tribeca — A high frequency, market making cryptocurrency trading platform in node.js
- rbtc_arbitrage — A gem for automating arbitrage between Bitcoin exchanges.
- automated-trading — Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth
- gocryptotrader — A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang
- btcrobot — Golang bitcoin trading bot
- bitex — Open Source Bitcoin Exchange; and its frint-end
- cryptoworks — A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets; cryptocurrency-arbitrage
- crypto-exchange — list of crypto exchanges to interact with their API’s in a uniform fashion
- bitcoin-abe — block browser for Bitcoin and similar currencies
- MultiPoolMiner — Monitors crypto mining pools in real-time in order to find the most profitable for your machine. Controls any miner that is available via command line
Websites Forums Blogs
- My Quant Blogs — Personal blog for quant trading, portfolio management, and machine learning.
- Top Geeky Quant Blogs — A quant blogs check out list
- Quantocracy — Aggregation of news on quants
- seekingalpha — Seeking Alpha community
- Quantivity — quantitative and algorithmic trading
- Wilmott — quantitative finance community forum
- Elitetrader — trading forum
- nuclearphynance — quantitative finance forum
- Investopedia — The Encyclopedia of investments
- Quantpedia — The Encyclopedia of Quantitative Trading Strategies
- EpChan — Dr. Ernie Chan’s blog
- Quantinsti — Quant Institute
- QuantStart — Michael Halls-Moore’s quantstart, quant trading 101; its Python backtest platform qstrader and qsforex
- Algotrading 101 — Algo trading 101
- Systematic Investor — Michael Kapler‘s blog, one of the best R quantitative blog; Systematic Investor Toolkit
- R-Finance — R-Finance repository. It has backtest quantstrat, trade blotter, famous performance analytics package, and package portfolio analytics, portfolio attribution.
- quantmod — R modelling and trading framework
- r programming — Guy Yollin’s R backtesting
- Seer Trading — R Backtest and live trading
- Trading with Python
- python programming finance — python finance tutorial and quantopian toturial
- python for finance — python finance
- Quant Econ — open source python and julia codes for economic modeling; and lectures
- JuliaQuant — Quantitative Finance in Julia
- Portfolio Effect — real time portfolio and risk management
- www.quant365.com — Henry Moo’s blog and trading system; including Sentosa,pysentosa binding, rsentosa binding and qblog.
- hpc quantlib — HPC + QuantLib
- Quant Corner
- quantstrat trader — Backtesting trading ideas with R QuantStrat package
- Backtesting Strategies — Backtesting in R; codes at Github
- The Quant MBA — good quant blog
- Foss Trading — Algorithmic trading with free open source software
- Gekko Quant — Quantitative Trading
- Investment Idiocy — Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making by Robert Carver; his book and his Python library
- Quantifiable Edges — Assessing market action with indicators and history
- My Simple Quant — Market analysis utilizing historical, back-tessted data
- Vix and more — discussions on Vix
- Timely Portfolio — Strategies and tests in R
- Quantitative Research and Trading
- Qusma — Quantitative Systematic Market Analysis
- return and risk — Quantitative finance, analysis, and applications
- Physics of Finance — Inspiration from physics for thinking about economics, finance and social systems
- Quantum Financier — algorithmic trading
- Trading the Odds — market timing & quantitative analysis
- CSSA — new concepts in quantitative research
- The Practical Quant
- Tr8dr — strategies, statistics, computer science, numerical techniques
- Deniz’s Note — blog of a quant Deniz Turan
- Quant at risk — quantitative analysis and risk management
- The R Trader — Using R in quant finance
- rbresearch — Using R for trading strategy ideas in FX and equity markets
- NaN Quantivity — quant trading, statistical learning, coding and brainstorming
- Factor Investing — blog on wordpress
- Meb Faber Research
- Big Mike Trading — Youtube chanel in quant trading
- Mechanical Markets
- Humble Student of the Markets
- Predict Stock Prices Using RNN
Papers and Books
- AQR Research and Related
- Ernie Chan’s trilogy
- Chan, Ernie. Quantitative trading: how to build your own algorithmic trading business. Vol. 430. John Wiley & Sons, 2009.
- Chan, Ernie. Algorithmic trading: winning strategies and their rationale. Vol. 625. John Wiley & Sons, 2013.
- Chan, Ernest P. Machine Trading: Deploying Computer Algorithms to Conquer the Markets. John Wiley & Sons, 2017.