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

Archive of Papers
Behavioral Finance http://behaviouralfinance.net/

Forums and Public Resources
Tradery http://www.tradery.com/
JavaTraders http://groups.google.com/group/JavaTraders
InteractiveBrokers.API.Discussion.Forum http://finance.groups.yahoo.com/group/TWSAPI/

Platforms
Commercial
MetaTrader http://www.metaquotes.net/
RealTick http://www.realtick.com/
TradeStation http://www.tradestation.co.uk/
WealthLab http://www.wealth-lab.com/Home/Default.aspx
NinjaTrader http://www.ninjatrader.com/webnew/index.htm
SmartQuant http://www.smartquant.com/

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

DataFeeds
NxCore http://www.nanex.net/
IQFeed http://www.iqfeed.net/
ESignal http://www.esignal.com/

Brokerage API
InteractiveBrokers TWS http://www.interactivebrokers.com/e...i&ib_entity=llc
Genesis Securities http://www.gndt.com/automated/download.htm
Trading Technologies http://www.tradingtechnologies.com/(http://devnet.tradingtechnologies.c...ductCenter.aspx)
FIXopaedia http://b2bits.com/fixopaedia/index.html
Assent Anvil http://www.assent.com/api.php

Software
R http://www.r-project.org/
Octave http://www.gnu.org/software/octave/
Gretl http://gretl.sourceforge.net/
Sage http://www.sagemath.org/index.html
Data Visualizer http://dataviews.sourceforge.net/
Market Analysis System http://eiffel-mas.sourceforge.net/
Matrex http://matrex.sourceforge.net/
Scilab http://www.scilab.org/
jMATLAB http://www.jmatlab.org/index.html

Historic Data
Historic Futures Data http://www.anfutures.com/data_es.htm
Historic Commitment of Traders http://www.cftc.gov/marketreports/c...historical.html
Historic Forex Data http://disktrading.is99.com/disktrading/
Historical Tick Data http://www.tickdata.com/

Strategy Discussion
Pairs Trading http://yats.com/doc/cointegration-en.html

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

Erlang
Erlang to C++ http://code.google.com/p/eipp/

Ruby
EventMachine http://rubyeventmachine.com/
memcached http://www.deveiate.org/code/Ruby-MemCache/
Ruby to Erlang http://rubyforge.org/projects/erlectricity/
SkyNet http://skynet.rubyforge.org/

Python
Twisted http://twistedmatrix.com/trac/
Processing http://pypi.python.org/pypi/processing
Stackless http://www.stackless.com/
twill http://twill.idyll.org/python-api.html
disco http://discoproject.org/

C#
mono http://www.mono-project.com/
Interactive Brokers C# API http://www.dinosaurtech.com/utilities/
QLNet http://www.qlnet.org/
ScienceCode http://www.sciencecode.com/
RabbitMQ http://www.rabbitmq.com/
ZedGraph http://www.zedgraph.org

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

Matlab
Free Packages http://newsgroups.derkeiler.com/Arc...0/msg00013.html
Matlab Toolboxes http://stommel.tamu.edu/~baum/toolboxes.html

Other
Indicator Formulas http://trader.online.pl/
Indicator Formulas http://tadoc.org/

GPU
VAST/AltiVec http://www.crescentbaysoftware.com/vast_altivec.html
PNY http://www3.pny.com/
CUDA http://www.nvidia.com/object/cuda_home.html
OpenCL http://en.wikipedia.org/wiki/OpenCL
BrookGPU http://graphics.stanford.edu/projec...kgpu/index.html
CG Tutorial http://http.developer.nvidia.com/Cg..._chapter01.html
Matlab GPU http://www.accelereyes.com/

Mac OS X
MacResearch http://macresearch.org/
Velocity Engine http://developer.apple.com/hardwaredrivers/ve/

Cloud Computing
Eucalyptus http://eucalyptus.cs.ucsb.edu/
GoGrid http://www.gogrid.com/
Skytap http://www.skytap.com/
Sun Grid http://www.network.com/
Amazon Elastic Compute Cloud http://aws.amazon.com/ec2/
SHOAL http://wikis.sun.com/display/shoal/...EAECC0526B205D9
JESSICA2 http://www.loband.org/loband/filter...s/JESSICA2.html

Databases
PostgreSQL http://www.postgresql.org/
MySQL http://www.mysql.com/
CouchDB http://couchdb.apache.org/
MonetDB http://monetdb.cwi.nl/projects/monetdb//Home/
db4o http://www.db4o.com/
Berkeley DB http://www.oracle.com/technology/pr...y-db/index.html

CEP / ESP
Esper http://esper.codehaus.org/

Other
NASDAQ Symbol Directory ftp://ftp.nasdaqtrader.com/symboldirectory/

好总结