龙听期货论坛 » 量化策略·公式·源码库 » 程序化交易资料总结——Automated Trading Resources

龙听 发表于 2019-1-6 15:12

程序化交易资料总结——Automated Trading Resources

[b]Archive of Papers[/b]
[color=#464646][font=simsun][size=14px]Behavioral Finance [/size][/font][/color][url=http://behaviouralfinance.net/]http://behaviouralfinance.net/[/url]

[b]Forums and Public Resources[/b]
[color=#464646][font=simsun][size=14px]Tradery [/size][/font][/color][url=http://www.tradery.com/]http://www.tradery.com/[/url]
[color=#464646][font=simsun][size=14px]JavaTraders [/size][/font][/color][url=http://groups.google.com/group/JavaTraders]http://groups.google.com/group/JavaTraders[/url]
[color=#464646][font=simsun][size=14px]InteractiveBrokers.API.Discussion.Forum [/size][/font][/color][url=http://finance.groups.yahoo.com/group/TWSAPI/]http://finance.groups.yahoo.com/group/TWSAPI/[/url]

[b]Platforms[/b]
[i]Commercial[/i]
[color=#464646][font=simsun][size=14px]MetaTrader [/size][/font][/color][url=http://www.metaquotes.net/]http://www.metaquotes.net/[/url]
[color=#464646][font=simsun][size=14px]RealTick [/size][/font][/color][url=http://www.realtick.com/]http://www.realtick.com/[/url]
[color=#464646][font=simsun][size=14px]TradeStation [/size][/font][/color][url=http://www.tradestation.co.uk/]http://www.tradestation.co.uk/[/url]
[color=#464646][font=simsun][size=14px]WealthLab [/size][/font][/color][url=http://www.wealth-lab.com/Home/Default.aspx]http://www.wealth-lab.com/Home/Default.aspx[/url]
[color=#464646][font=simsun][size=14px]NinjaTrader [/size][/font][/color][url=http://www.ninjatrader.com/webnew/index.htm]http://www.ninjatrader.com/webnew/index.htm[/url]
[color=#464646][font=simsun][size=14px]SmartQuant [/size][/font][/color][url=http://www.smartquant.com/]http://www.smartquant.com/[/url]

[i]Open Source / Free[/i]
[color=#464646][font=simsun][size=14px]ActiveQuant [/size][/font][/color][url=http://www.activestocks.de/]http://www.activestocks.de/[/url]
[color=#464646][font=simsun][size=14px]EclipseTrader [/size][/font][/color][url=http://www.eclipsetrader.org/]http://www.eclipsetrader.org/[/url]
[color=#464646][font=simsun][size=14px]AIOTrade [/size][/font][/color][url=http://blogtrader.net/page/dcaoyuan/category/AIOTrade]http://blogtrader.net/page/dcaoyuan/category/AIOTrade[/url]
[color=#464646][font=simsun][size=14px]Merchant of Venice [/size][/font][/color][url=http://mov.sourceforge.net/]http://mov.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Open Java Trading System [/size][/font][/color][url=http://ojts.sourceforge.net/]http://ojts.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]TrueTrade [/size][/font][/color][url=http://code.google.com/p/truetrade/]http://code.google.com/p/truetrade/[/url]
[color=#464646][font=simsun][size=14px]Artificial Stock Market [/size][/font][/color][url=http://artstkmkt.sourceforge.net/]http://artstkmkt.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]iTrade [/size][/font][/color][url=http://itrade.sourceforge.net/]http://itrade.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Matlab Automated Trading Toolbox [/size][/font][/color][url=http://sourceforge.net/projects/mlmechtrade]http://sourceforge.net/projects/mlmechtrade[/url]
[color=#464646][font=simsun][size=14px]NexTick [/size][/font][/color][url=http://nextick.sourceforge.net/]http://nextick.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Robotrader [/size][/font][/color][url=http://sourceforge.net/projects/robotrader/]http://sourceforge.net/projects/robotrader/[/url]
[color=#464646][font=simsun][size=14px]TickZOOM [/size][/font][/color][url=http://www.tickzoom.org/]http://www.tickzoom.org[/url]
[color=#464646][font=simsun][size=14px]Marketcetera [/size][/font][/color][url=http://www.marketcetera.com/]http://www.marketcetera.com/[/url]

[b]DataFeeds[/b]
[color=#464646][font=simsun][size=14px]NxCore [/size][/font][/color][url=http://www.nanex.net/]http://www.nanex.net/[/url]
[color=#464646][font=simsun][size=14px]IQFeed [/size][/font][/color][url=http://www.iqfeed.net/]http://www.iqfeed.net/[/url]
[color=#464646][font=simsun][size=14px]ESignal [/size][/font][/color][url=http://www.esignal.com/]http://www.esignal.com/[/url]

[b]Brokerage API[/b]
[color=#464646][font=simsun][size=14px]InteractiveBrokers TWS [/size][/font][/color][url=http://www.interactivebrokers.com/en/p.php?f=connAltern&p=i&ib_entity=llc]http://www.interactivebrokers.com/e...i&ib_entity=llc[/url]
[color=#464646][font=simsun][size=14px]Genesis Securities [/size][/font][/color][url=http://www.gndt.com/automated/download.htm]http://www.gndt.com/automated/download.htm[/url]
[color=#464646][font=simsun][size=14px]Trading Technologies [/size][/font][/color][url=http://www.tradingtechnologies.com/]http://www.tradingtechnologies.com/[/url][color=#464646][font=simsun][size=14px]([/size][/font][/color][url=http://devnet.tradingtechnologies.com/DevNet/ProductCenter.aspx]http://devnet.tradingtechnologies.c...ductCenter.aspx[/url][color=#464646][font=simsun][size=14px])[/size][/font][/color]
[color=#464646][font=simsun][size=14px]FIXopaedia [/size][/font][/color][url=http://b2bits.com/fixopaedia/index.html]http://b2bits.com/fixopaedia/index.html[/url]
[color=#464646][font=simsun][size=14px]Assent Anvil [/size][/font][/color][url=http://www.assent.com/api.php]http://www.assent.com/api.php[/url]

[b]Software[/b]
[color=#464646][font=simsun][size=14px]R [/size][/font][/color][url=http://www.r-project.org/]http://www.r-project.org/[/url]
[color=#464646][font=simsun][size=14px]Octave [/size][/font][/color][url=http://www.gnu.org/software/octave/]http://www.gnu.org/software/octave/[/url]
[color=#464646][font=simsun][size=14px]Gretl [/size][/font][/color][url=http://gretl.sourceforge.net/]http://gretl.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Sage [/size][/font][/color][url=http://www.sagemath.org/index.html]http://www.sagemath.org/index.html[/url]
[color=#464646][font=simsun][size=14px]Data Visualizer [/size][/font][/color][url=http://dataviews.sourceforge.net/]http://dataviews.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Market Analysis System [/size][/font][/color][url=http://eiffel-mas.sourceforge.net/]http://eiffel-mas.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Matrex [/size][/font][/color][url=http://matrex.sourceforge.net/]http://matrex.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Scilab [/size][/font][/color][url=http://www.scilab.org/]http://www.scilab.org/[/url]
[color=#464646][font=simsun][size=14px]jMATLAB [/size][/font][/color][url=http://www.jmatlab.org/index.html]http://www.jmatlab.org/index.html[/url]

[b]Historic Data[/b]
[color=#464646][font=simsun][size=14px]Historic Futures Data [/size][/font][/color][url=http://www.anfutures.com/data_es.htm]http://www.anfutures.com/data_es.htm[/url]
[color=#464646][font=simsun][size=14px]Historic Commitment of Traders [/size][/font][/color][url=http://www.cftc.gov/marketreports/commitmentsoftraders/cot_historical.html]http://www.cftc.gov/marketreports/c...historical.html[/url]
[color=#464646][font=simsun][size=14px]Historic Forex Data [/size][/font][/color][url=http://disktrading.is99.com/disktrading/]http://disktrading.is99.com/disktrading/[/url]
[color=#464646][font=simsun][size=14px]Historical Tick Data [/size][/font][/color][url=http://www.tickdata.com/]http://www.tickdata.com/[/url]

[b]Strategy Discussion[/b]
[color=#464646][font=simsun][size=14px]Pairs Trading [/size][/font][/color][url=http://yats.com/doc/cointegration-en.html]http://yats.com/doc/cointegration-en.html[/url]

[b]Software Libraries & Source Code[/b]
[color=#464646][font=simsun][size=14px]Note that many libraries offer APIs in other languages[/size][/font][/color]
[i]C/C++[/i]
[color=#464646][font=simsun][size=14px]QuantLib [/size][/font][/color][url=http://quantlib.org/index.shtml]http://quantlib.org/index.shtml[/url]
[color=#464646][font=simsun][size=14px]TALib [/size][/font][/color][url=http://ta-lib.org/index.html]http://ta-lib.org/index.html[/url]
[color=#464646][font=simsun][size=14px]GECODE [/size][/font][/color][url=http://www.gecode.org/index.html]http://www.gecode.org/index.html[/url]
[color=#464646][font=simsun][size=14px]Tokyo Cabinet [/size][/font][/color][url=http://tokyocabinet.sourceforge.net/spex-en.html]http://tokyocabinet.sourceforge.net/spex-en.html[/url]
[color=#464646][font=simsun][size=14px]libmemcached [/size][/font][/color][url=http://tangent.org/552/libmemcached.html]http://tangent.org/552/libmemcached.html[/url]
[color=#464646][font=simsun][size=14px]TinyXML++ [/size][/font][/color][url=http://ticpp.googlecode.com/svn/docs/ticpp.html]http://ticpp.googlecode.com/svn/docs/ticpp.html[/url]
[color=#464646][font=simsun][size=14px]QuickFIX [/size][/font][/color][url=http://www.quickfixengine.org/]http://www.quickfixengine.org/[/url]
[color=#464646][font=simsun][size=14px]OpenMP [/size][/font][/color][url=http://openmp.org/wp/]http://openmp.org/wp/[/url]
[color=#464646][font=simsun][size=14px]Gzstream [/size][/font][/color][url=http://www.cs.unc.edu/Research/compgeom/gzstream/]http://www.cs.unc.edu/Research/compgeom/gzstream/[/url]
[color=#464646][font=simsun][size=14px]libevent [/size][/font][/color][url=http://monkey.org/~provos/libevent/doxygen/]http://monkey.org/~provos/libevent/doxygen/[/url]
[color=#464646][font=simsun][size=14px]qtstalker [/size][/font][/color][url=http://sourceforge.net/projects/qtstalker/]http://sourceforge.net/projects/qtstalker/[/url]
[color=#464646][font=simsun][size=14px]Qt Concurrent [/size][/font][/color][url=http://labs.trolltech.com/page/Projects/Threads/QtConcurrent]http://labs.trolltech.com/page/Proj...ds/QtConcurrent[/url]
[color=#464646][font=simsun][size=14px]The Phoenix System [/size][/font][/color][url=http://csl.stanford.edu/~christos/sw/phoenix/]http://csl.stanford.edu/~christos/sw/phoenix/[/url]

[i]Erlang[/i]
[color=#464646][font=simsun][size=14px]Erlang to C++ [/size][/font][/color][url=http://code.google.com/p/eipp/]http://code.google.com/p/eipp/[/url]

[i]Ruby[/i]
[color=#464646][font=simsun][size=14px]EventMachine [/size][/font][/color][url=http://rubyeventmachine.com/]http://rubyeventmachine.com/[/url]
[color=#464646][font=simsun][size=14px]memcached [/size][/font][/color][url=http://www.deveiate.org/code/Ruby-MemCache/]http://www.deveiate.org/code/Ruby-MemCache/[/url]
[color=#464646][font=simsun][size=14px]Ruby to Erlang [/size][/font][/color][url=http://rubyforge.org/projects/erlectricity/]http://rubyforge.org/projects/erlectricity/[/url]
[color=#464646][font=simsun][size=14px]SkyNet [/size][/font][/color][url=http://skynet.rubyforge.org/]http://skynet.rubyforge.org/[/url]

[i]Python[/i]
[color=#464646][font=simsun][size=14px]Twisted [/size][/font][/color][url=http://twistedmatrix.com/trac/]http://twistedmatrix.com/trac/[/url]
[color=#464646][font=simsun][size=14px]Processing [/size][/font][/color][url=http://pypi.python.org/pypi/processing]http://pypi.python.org/pypi/processing[/url]
[color=#464646][font=simsun][size=14px]Stackless [/size][/font][/color][url=http://www.stackless.com/]http://www.stackless.com/[/url]
[color=#464646][font=simsun][size=14px]twill [/size][/font][/color][url=http://twill.idyll.org/python-api.html]http://twill.idyll.org/python-api.html[/url]
[color=#464646][font=simsun][size=14px]disco [/size][/font][/color][url=http://discoproject.org/]http://discoproject.org/[/url]

[i]C#[/i]
[color=#464646][font=simsun][size=14px]mono [/size][/font][/color][url=http://www.mono-project.com/]http://www.mono-project.com/[/url]
[color=#464646][font=simsun][size=14px]Interactive Brokers C# API [/size][/font][/color][url=http://www.dinosaurtech.com/utilities/]http://www.dinosaurtech.com/utilities/[/url]
[color=#464646][font=simsun][size=14px]QLNet [/size][/font][/color][url=http://www.qlnet.org/]http://www.qlnet.org/[/url]
[color=#464646][font=simsun][size=14px]ScienceCode [/size][/font][/color][url=http://www.sciencecode.com/]http://www.sciencecode.com/[/url]
[color=#464646][font=simsun][size=14px]RabbitMQ [/size][/font][/color][url=http://www.rabbitmq.com/]http://www.rabbitmq.com/[/url]
[color=#464646][font=simsun][size=14px]ZedGraph [/size][/font][/color][url=http://www.zedgraph.org/]http://www.zedgraph.org[/url]

[i]Java[/i]
[color=#464646][font=simsun][size=14px]Javolution [/size][/font][/color][url=http://javolution.org/]http://javolution.org/[/url]
[color=#464646][font=simsun][size=14px]RabbitMQ [/size][/font][/color][url=http://www.rabbitmq.com/]http://www.rabbitmq.com/[/url]
[color=#464646][font=simsun][size=14px]Java Genetic Algorithms Package [/size][/font][/color][url=http://jgap.sourceforge.net/]http://jgap.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]Java Object Oriented Neural Engine [/size][/font][/color][url=http://www.jooneworld.com/]http://www.jooneworld.com/[/url]
[color=#464646][font=simsun][size=14px]JFree (Charting) [/size][/font][/color][url=http://www.jfree.org/]http://www.jfree.org/[/url]
[color=#464646][font=simsun][size=14px]JDOM (XML) [/size][/font][/color][url=http://www.jdom.org/]http://www.jdom.org/[/url]
[color=#464646][font=simsun][size=14px]hadoop [/size][/font][/color][url=http://hadoop.apache.org/]http://hadoop.apache.org/[/url]
[color=#464646][font=simsun][size=14px]ObjectPool [/size][/font][/color][url=http://commons.apache.org/pool/]http://commons.apache.org/pool/[/url]
[color=#464646][font=simsun][size=14px]Commons-Math [/size][/font][/color][url=http://commons.apache.org/math/]http://commons.apache.org/math/[/url]
[color=#464646][font=simsun][size=14px]Java Caching System [/size][/font][/color][url=http://jakarta.apache.org/jcs/index.html]http://jakarta.apache.org/jcs/index.html[/url]
[color=#464646][font=simsun][size=14px]EHCache [/size][/font][/color][url=http://ehcache.sourceforge.net/]http://ehcache.sourceforge.net/[/url]
[color=#464646][font=simsun][size=14px]SMACK API for Jabber [/size][/font][/color][url=http://www.igniterealtime.org/projects/smack/index.jsp]http://www.igniterealtime.org/projects/smack/index.jsp[/url]
[color=#464646][font=simsun][size=14px]MINA [/size][/font][/color][url=http://mina.apache.org/]http://mina.apache.org/[/url]
[color=#464646][font=simsun][size=14px]JBoss Netty 3 [/size][/font][/color][url=http://www.jboss.org/netty]http://www.jboss.org/netty[/url]
[color=#464646][font=simsun][size=14px]QuickFix/J [/size][/font][/color][url=http://www.quickfixj.org/]http://www.quickfixj.org/[/url]

[i]Matlab[/i]
[color=#464646][font=simsun][size=14px]Free Packages [/size][/font][/color][url=http://newsgroups.derkeiler.com/Archive/Comp/comp.soft-sys.matlab/2005-10/msg00013.html]http://newsgroups.derkeiler.com/Arc...0/msg00013.html[/url]
[color=#464646][font=simsun][size=14px]Matlab Toolboxes [/size][/font][/color][url=http://stommel.tamu.edu/~baum/toolboxes.html]http://stommel.tamu.edu/~baum/toolboxes.html[/url]

[i]Other[/i]
[color=#464646][font=simsun][size=14px]Indicator Formulas [/size][/font][/color][url=http://trader.online.pl/]http://trader.online.pl/[/url]
[color=#464646][font=simsun][size=14px]Indicator Formulas [/size][/font][/color][url=http://tadoc.org/]http://tadoc.org/[/url]

[b]GPU[/b]
[color=#464646][font=simsun][size=14px]VAST/AltiVec [/size][/font][/color][url=http://www.crescentbaysoftware.com/vast_altivec.html]http://www.crescentbaysoftware.com/vast_altivec.html[/url]
[color=#464646][font=simsun][size=14px]PNY [/size][/font][/color][url=http://www3.pny.com/]http://www3.pny.com/[/url]
[color=#464646][font=simsun][size=14px]CUDA [/size][/font][/color][url=http://www.nvidia.com/object/cuda_home.html]http://www.nvidia.com/object/cuda_home.html[/url]
[color=#464646][font=simsun][size=14px]OpenCL [/size][/font][/color][url=http://en.wikipedia.org/wiki/OpenCL]http://en.wikipedia.org/wiki/OpenCL[/url]
[color=#464646][font=simsun][size=14px]BrookGPU [/size][/font][/color][url=http://graphics.stanford.edu/projects/brookgpu/index.html]http://graphics.stanford.edu/projec...kgpu/index.html[/url]
[color=#464646][font=simsun][size=14px]CG Tutorial [/size][/font][/color][url=http://http.developer.nvidia.com/CgTutorial/cg_tutorial_chapter01.html]http://http.developer.nvidia.com/Cg..._chapter01.html[/url]
[color=#464646][font=simsun][size=14px]Matlab GPU [/size][/font][/color][url=http://www.accelereyes.com/]http://www.accelereyes.com/[/url]

[b]Mac OS X[/b]
[color=#464646][font=simsun][size=14px]MacResearch [/size][/font][/color][url=http://macresearch.org/]http://macresearch.org/[/url]
[color=#464646][font=simsun][size=14px]Velocity Engine [/size][/font][/color][url=http://developer.apple.com/hardwaredrivers/ve/]http://developer.apple.com/hardwaredrivers/ve/[/url]

[b]Cloud Computing[/b]
[color=#464646][font=simsun][size=14px]Eucalyptus [/size][/font][/color][url=http://eucalyptus.cs.ucsb.edu/]http://eucalyptus.cs.ucsb.edu/[/url]
[color=#464646][font=simsun][size=14px]GoGrid [/size][/font][/color][url=http://www.gogrid.com/]http://www.gogrid.com/[/url]
[color=#464646][font=simsun][size=14px]Skytap [/size][/font][/color][url=http://www.skytap.com/]http://www.skytap.com/[/url]
[color=#464646][font=simsun][size=14px]Sun Grid [/size][/font][/color][url=http://www.network.com/]http://www.network.com/[/url]
[color=#464646][font=simsun][size=14px]Amazon Elastic Compute Cloud [/size][/font][/color][url=http://aws.amazon.com/ec2/]http://aws.amazon.com/ec2/[/url]
[color=#464646][font=simsun][size=14px]SHOAL [/size][/font][/color][url=http://wikis.sun.com/display/shoal/Shoal+Home;jsessionid=BD7F428E2C147D75EEAECC0526B205D9]http://wikis.sun.com/display/shoal/...EAECC0526B205D9[/url]
[color=#464646][font=simsun][size=14px]JESSICA2 [/size][/font][/color][url=http://www.loband.org/loband/filter/hk/hku/csis/www/%20/~clwang/projects/JESSICA2.html]http://www.loband.org/loband/filter...s/JESSICA2.html[/url]

[b]Databases[/b]
[color=#464646][font=simsun][size=14px]PostgreSQL [/size][/font][/color][url=http://www.postgresql.org/]http://www.postgresql.org/[/url]
[color=#464646][font=simsun][size=14px]MySQL [/size][/font][/color][url=http://www.mysql.com/]http://www.mysql.com/[/url]
[color=#464646][font=simsun][size=14px]CouchDB [/size][/font][/color][url=http://couchdb.apache.org/]http://couchdb.apache.org/[/url]
[color=#464646][font=simsun][size=14px]MonetDB [/size][/font][/color][url=http://monetdb.cwi.nl/projects/monetdb//Home/]http://monetdb.cwi.nl/projects/monetdb//Home/[/url]
[color=#464646][font=simsun][size=14px]db4o [/size][/font][/color][url=http://www.db4o.com/]http://www.db4o.com/[/url]
[color=#464646][font=simsun][size=14px]Berkeley DB [/size][/font][/color][url=http://www.oracle.com/technology/products/berkeley-db/index.html]http://www.oracle.com/technology/pr...y-db/index.html[/url]

[b]CEP / ESP[/b]
[color=#464646][font=simsun][size=14px]Esper [/size][/font][/color][url=http://esper.codehaus.org/]http://esper.codehaus.org/[/url]

[b]Other[/b]
[color=#464646][font=simsun][size=14px]NASDAQ Symbol Directory [/size][/font][/color][url=ftp://ftp.nasdaqtrader.com/symboldirectory/]ftp://ftp.nasdaqtrader.com/symboldirectory/[/url]

老毛子 发表于 2019-3-14 21:38

好总结

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