有些國外的平臺、社區(qū)、博客如果連接無法打開，那說明可能需要“科學(xué)”上網(wǎng)

國內(nèi)在線量化平臺：

BigQuant - 你的人工智能量化平臺 - 可以無門檻地使用機(jī)器學(xué)習(xí)、人工智能開發(fā)量化策略，基于python，提供策略自動生成器

鐳礦 - 基于量化回測平臺

果仁網(wǎng) - 回測量化平臺

京東量化 - 算法交易和量化回測平臺

聚寬 - 量化回測平臺

優(yōu)礦 - 通聯(lián)量化實驗室

Ricequant - 量化交易平臺

況客 - 基于R語言量化回測平臺

Factors - 數(shù)庫多因子量化平臺

諸葛量化 - 量化交易平臺

寬狗量化 - 回測量化平臺

國外量化平臺：

Quantopian 研究、回測、算法眾包平臺

QuantConnect 研究、回測和投資交易

Quantstart 研究、回測和投資交易、數(shù)據(jù)科學(xué)網(wǎng)站

ASC 研究、交易平臺

zulutrade 自動交易平臺

quantpedia 研究、策略平臺

algotrading101 策略研究平臺

investopedia 可以股票、外匯模擬交易的財經(jīng)網(wǎng)站

Amibroker 提供系統(tǒng)交易工具的一家公司

AlgoTrades 股票、ETF、期貨自動交易系統(tǒng)

Numerai 數(shù)據(jù)工程師眾包的一家對沖基金

WealthFront 財富管理平臺

Betterment 個人投資平臺

TradeLink 量化交易平臺

ActiveQuant 基于JavaScript開源交易開發(fā)框架

相關(guān)平臺：

掘金量化 - 支持C/C++、C#、MATLAB、Python和R的量化交易平臺

DigQuant - 提供基于matlab量化工具

SmartQuant - 策略交易平臺

OpenQuant - 基于C#的開源量化回測平臺

基于圖表的量化交易平臺

文華贏智 、TB、金字塔、MultiCharts 中國版 - 程序化交易軟件、MT4、TradeStation

Auto-Trader - 基于MATLAB的量化交易平臺

BotVS - 云端在線量化平臺

開源框架

Pandas - 數(shù)據(jù)分析包

Zipline - 一個Python的回測框架

vnpy - 基于python的開源交易平臺開發(fā)框架

tushare - 財經(jīng)數(shù)據(jù)接口包

easytrader - 進(jìn)行自動的程序化股票交易

pyalgotrade - 一個Python的事件驅(qū)動回測框架

pyalgotrade-cn - Pyalgotrade-cn在原版pyalgotrade的基礎(chǔ)上加入了A股歷史行情回測，并整合了tushare提供實時行情。

zwPython - 基于winpython的集成式python開發(fā)平臺

quantmod - 量化金融建模

rqalpha - 基于Python的回測引擎

quantdigger - 基于python的量化回測框架

pyktrader - 基于pyctp接口，并采用vnpy的eventEngine，使用tkinter作為GUI的python交易平臺

QuantConnect/Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)

QUANTAXIS - 量化金融策略框架

其他量化交易平臺：

Progress Apama、龍軟DTS、國泰安量化投資平臺、飛創(chuàng)STP、易盛程序化交易、盛立SPT平臺、天軟量化回測平臺 、量邦天語、EQB-Quant

數(shù)據(jù)源

TuShare - 中文財經(jīng)數(shù)據(jù)接口包

Quandl - 國際金融和經(jīng)濟(jì)數(shù)據(jù)

Wind資訊-經(jīng)濟(jì)數(shù)據(jù)庫 - 收費(fèi)

東方財富 Choice金融數(shù)據(jù)研究終端 - 收費(fèi)

iFinD 同花順金融數(shù)據(jù)終端 - 收費(fèi)

朝陽永續(xù) Go-Goal數(shù)據(jù)終端 - 收費(fèi)

天軟數(shù)據(jù) - 收費(fèi)

國泰安數(shù)據(jù)服務(wù)中心 - 收費(fèi)

銳思數(shù)據(jù) - 收費(fèi)

恒生API - 收費(fèi)

Bloomberg API - 收費(fèi)

數(shù)庫金融數(shù)據(jù)和深度分析API服務(wù) - 收費(fèi)

Historical Data Sources - 一個數(shù)據(jù)源索引

預(yù)測者網(wǎng) - 收費(fèi)

巨潮資訊 - 收費(fèi)

通聯(lián)數(shù)據(jù)商城 - 收費(fèi)

通達(dá)信 - 免費(fèi)

歷史數(shù)據(jù) - 文檔 | BigQuant - 免費(fèi)

新浪、雅虎、東方財富網(wǎng) - 免費(fèi)

聚合數(shù)據(jù)、數(shù)糧 、數(shù)據(jù)寶 - 收費(fèi)

數(shù)據(jù)庫

manahl/arctic: High performance datastore for time series and tick data - 基于mongodb和python的高性能時間序列和tick數(shù)據(jù)存儲

kdb | The Leader in High-Performance Tick Database Technology | Kx Systems - 收費(fèi)的高性能金融序列數(shù)據(jù)庫解決方案

MongoDB Blog - 用mongodb存儲時間序列數(shù)據(jù)

InfluxDB – Time-Series Data Storage | InfluxData - Go寫的分布式時間序列數(shù)據(jù)庫

OpenTSDB/opentsdb: A scalable, distributed Time Series Database. - 基于HBase的時間序列數(shù)據(jù)庫

kairosdb/kairosdb: Fast scalable time series database - 基于Cassandra的時間序列數(shù)據(jù)庫

SQLite Home Page

網(wǎng)站、論壇、社區(qū)、博客

國外：

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

關(guān)于交易策略的機(jī)器學(xué)習(xí)

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

國內(nèi)：

BigQuant量化社區(qū)

算法組_新浪微博

海洋部落

水木社區(qū)

（經(jīng)管之家）人大經(jīng)濟(jì)論壇

清華大學(xué)學(xué)生經(jīng)濟(jì)金融論壇

matlab技術(shù)論壇

微量網(wǎng)

Code4Quant

量化交易 - 熱門問答 - 知乎

集思錄 - 低風(fēng)險投資 - 集思錄

雪球 - 聰明的投資者都在這里

myquant/strategy: 掘金策略集錦

botvs/strategies - 用Javascript or Python進(jìn)行量化交易

芝諾量化交易,程序化交易

統(tǒng)計之都 (Capital of Statistics)

中國量化投資學(xué)會

寬客 (Quant) - 索引 - 知乎

faruto的博客

博文_bicloud_新浪博客

博文_鄭來軼_新浪博客

flitter_新浪博客

david自由之路

作者安道全_新浪博客

債券的大拿沒錢又丑

期貨用來復(fù)盤的blog

花榮_新浪博客

股海泛舟 - 股海范舟

帶頭大哥777的博客

交易API

上海期貨信息技術(shù)有限公司CTP API - 期貨交易所提供的API

飛馬快速交易平臺 - 上海金融期貨信息技術(shù)有限公司 - 飛馬

大連飛創(chuàng)信息技術(shù)有限公司 - 飛創(chuàng)

vnpy - 基于python的開源交易平臺開發(fā)框架

QuantBox/XAPI2 - 統(tǒng)一行情交易接口第2版

easytrader - 提供券商華泰/傭金寶/銀河/廣發(fā)/雪球的基金、股票自動程序化交易，量化交易組件

IB API | Interactive Brokers - 盈透證券的交易API

編程

Python

安裝

Anaconda - 推薦通過清華大學(xué)鏡像 下載安裝

Pycharm download

Python Extension Packages for Windows - Christoph Gohlke - Windows用戶從這里可以下載許多python庫的預(yù)編譯包

教程

Python | Codecademy

用 Python 玩轉(zhuǎn)數(shù)據(jù) - 南京大學(xué) | Coursera

Google 開源項目風(fēng)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 算法思維訓(xùn)練

Python Cookbook 3rd Edition Documentation

庫

Python Extension Packages for Windows

awesome-python: A curated list of awesome Python frameworks, libraries, software and resources

pandas - Python做數(shù)據(jù)分析的基礎(chǔ)

pyql: Cython QuantLib wrappers

ffn - 績效評估

ta-lib: Python wrapper for TA-Lib (http://ta-lib.org/). - 技術(shù)指標(biāo)

StatsModels: Statistics in Python — statsmodels documentation - 常用統(tǒng)計模型

arch: ARCH models in Python - 時間序列

pyfolio: Portfolio and risk analytics in Python - 組合風(fēng)險評估

twosigma/flint: A Time Series Library for Apache Spark - Apache Spark上的時間序列庫

R

安裝

The Comprehensive R Archive Network - 從國內(nèi)清華鏡像下載安裝

RStudio - R的常用開發(fā)平臺下載

教程

Free Introduction to R Programming Online Course - datacamp的在線學(xué)習(xí)

R Programming - 約翰霍普金斯大學(xué) | Coursera

Intro to Computational Finance with R - 用R進(jìn)行計算金融分析

庫

CRAN Task View: Empirical Finance - CRAN官方的R金融相關(guān)包整理

qinwf/awesome-R: A curated list of awesome R packages, frameworks and software. - R包的awesome

C++

教程

C++程序設(shè)計 - 北京大學(xué) 郭煒

基于Linux的C++ - 清華大學(xué) 喬林

面向?qū)ο蟪绦蛟O(shè)計（C++） - 清華大學(xué) 徐明星

C++ Design Patterns and Derivatives Pricing - C++設(shè)計模式

C++ reference - cppreference.com - 在線文檔

庫

fffaraz/awesome-cpp: A curated list of awesome C/C++ frameworks, libraries, resources, and shiny things. - C++庫整理

rigtorp/awesome-modern-cpp: A collection of resources on modern C++ - 現(xiàn)代C++庫整理

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 - 經(jīng)濟(jì)學(xué)諾獎獲得者Thomas Sargent教你Julia在量化經(jīng)濟(jì)的應(yīng)用。

庫

Quantitative Finance in Julia - 多數(shù)為正在實現(xiàn)中，感興趣的可以參與

編程論壇

Stack Overflow

SegmentFault

Quora 

Github

知乎 - 與世界分享你的知識、經(jīng)驗和見解

編程能力在線訓(xùn)練

Solve Programming Questions | HackerRank - 包含常用語言(C++, Java, Python, Ruby, SQL)和相關(guān)計算機(jī)應(yīng)用技術(shù)(算法、數(shù)據(jù)結(jié)構(gòu)、數(shù)學(xué)、AI、Linux Shell、分布式系統(tǒng)、正則表達(dá)式、安全)的教程和挑戰(zhàn)。

LeetCode Online Judge - C, C++, Java, Python, C#, JavaScript, Ruby, Bash, MySQL在線編程訓(xùn)練

Quant Books

《投資學(xué)》第6版[美]茲維·博迪.文字版 (link)

《打開量化投資的黑箱》 里什·納蘭

《寬客》[美] 斯科特·帕特森（Scott Patterson） 著；譯科，盧開濟(jì) 譯

《解讀量化投資：西蒙斯用公式打敗市場的故事》 忻海 

《Trends in Quantitative Finance》 Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm

《漫步華爾街》麥基爾

《海龜交易法則》柯蒂斯·費(fèi)思

《交易策略評估與最佳化》羅伯特·帕多

《統(tǒng)計套利》 安德魯·波爾《信號與噪聲》納特?西爾弗

《期貨截拳道》朱淋靖

《量化投資—策略與技術(shù)》 丁鵬

《量化投資—以matlab為工具》 李洋faruto

《量化投資策略:如何實現(xiàn)超額收益Alpha》 吳沖鋒

《中低頻量化交易策略研發(fā)（上）》 楊博理

《走出幻覺走向成熟》 金融帝國

《失控》凱文·凱利

《通往財務(wù)自由之路》范K撒普

《以交易為生》 埃爾德

《超越技術(shù)分析》圖莎爾·錢德

《高級技術(shù)分析》布魯斯·巴布科克

《積極型投資組合管理》格里納德，卡恩

《金融計量學(xué):從初級到高級建模技術(shù)》 斯維特洛扎

《投資革命》Bernstein

《富可敵國》Sebastian Mallaby

《量化交易——如何建立自己的算法交易事業(yè)》歐內(nèi)斯特·陳

《聰明的投資者》 本杰明·格雷厄姆

《黑天鵝·如何應(yīng)對不可知的未來》 納西姆·塔勒布

《期權(quán)、期貨和其他衍生品》 約翰·赫爾

《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

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)

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)

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)

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)

Creamer G, Freund Y. Automated trading with boosting and expert weighting. Quantitative Finance, 2010, 10(4):401–420. (link)

Batres-Estrada, Bilberto. "Deep learning for multivariate financial time series." (2015). (link)

Xiong, Ruoxuan, Eric P. Nicholas, and Yuan Shen. "Deep Learning Stock Volatilities with Google Domestic Trends." arXiv preprint arXiv:1512.04916 (2015).(link)

Sharang, Abhijit, and Chetan Rao. "Using machine learning for medium frequency derivative portfolio trading." arXiv preprint arXiv:1512.06228 (2015).(link)

Reinforcement Learning

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)

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)

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)

Deng, Yue, et al. "Deep Direct Reinforcement Learning for Financial Signal Representation and Trading." (2016).(link)

Natual Language Processing Related

Bollen J, Mao H, Zeng X. Twitter mood predicts the stock market. Journal of Computational Science, 2011, 2(1):1–8. (link)

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)

Moat H S, Curme C, Avakian A, et al. Quantifying Wikipedia Usage Patterns Before Stock Market Moves. Scientific Reports, 2013, 3:1–5. (link)

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)

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

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)

Ganchev K, Nevmyvaka Y, Kearns M, et al. Censored exploration and the dark pool problem. Communications of the ACM, 2010, 53(5):99. (link)

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)

Sirignano, Justin A. "Deep Learning for Limit Order Books." arXiv preprint arXiv:1601.01987 (2016). (link)

Deng, Yue, et al. "Sparse coding-inspired optimal trading system for HFT industry." IEEE Transactions on Industrial Informatics 11.2 (2015): 467-475.(link)

Ahuja, Saran, et al. "Limit order trading with a mean reverting reference price." arXiv preprint arXiv:1607.00454 (2016). (link)

A?t-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

B. Li and S. C. H. Hoi, “Online portfolio selection,” ACM Comput. Surv., vol. 46, no. 3, pp. 1–36, 2014. (link)

Heaton, J. B., Polson, N. G., & Witte, J. H. (2016). Deep Portfolio Theory. (link)

Eugene F. Fama, Kenneth R. French. The cross-section of expected stock returns. Journal of Finance, 47 (1992), pp. 427–465.

學(xué)術(shù)期刊

一堆學(xué)術(shù)期刊可以常常去瀏覽一下，也會有許多思路，作者常?？吹挠校?/p>

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

經(jīng)濟(jì)研究

經(jīng)濟(jì)學(xué)（季刊）

金融研究

管理世界

會計研究

投資研究