Quantitative Trading Resource Collection_1

TitleCategoryRemarks
jesse.tradeBacktestingBacktesting framework, $999 lifetime membership, over 10,000 paid users
opensqt_market_makerMarket Maker SystemLong-only, grid trading
trader projectFuturesDomestic expert's futures trading, includes market data interface and account management, can be referenced
tqsdk-pythonFutures OptionsSupports simulation and live trading, domestic market
dapanyuntuData AnalysisMarket cloud chart
Xuntou Knowledge BaseService Provider
Xuntou XtQuantTrading FrameworkXtQuant currently provides libraries for 64-bit Python 3.6, 3.7, 3.8, 3.9, 3.10, 3.11 versions, automatically switching when importing different Python versions. Before running programs using XtQuant, the MiniQMT client needs to be started.
financialmodelingprepUS StocksAPI data
akshare
baostock
FinRobotAIAI analysis + automated trading
stockcircleUS StocksView large holder positions
sharpe.aiService ProviderIntegrated AI cryptocurrency service provider
Blazer PlatformService ProviderCharges commission fees
WenhuaService Provider¥8,700 per year
VNPYFuturesUses Python, complex to use, but requires finding your own data sources
StockstatsPythonA library specifically designed for financial data analysis, helping to easily transform and analyze stock data, with features including stock indicator calculation, data format conversion, high flexibility
xalphaPythonMainly used for quantitative investment and data analysis. It integrates numerous financial data interfaces and provides rich APIs for acquiring and processing financial data such as stocks, futures, and forex
ProphetPythonExcels at discovering periodic features like monthly, weekly, and daily frequencies, and can handle anomalies and missing data
tsfreshPythonExcels at removing data noise and multi-feature extraction, especially for ultra-long time-scale big data processing at the order book level
katspythonExcellent feature extraction and multivariate analysis, comes with over ten prediction and pattern recognition models, 65 feature metrics, built-in time series simulator
dartspythonProvides multiple models from ARIMA to deep learning, supports multi-model ensemble forecasting, external data acquisition and multi-factor combinations, excellent support for big data training, simple to use and backtest
mambapython📝 Mamba SSM architecture is a high-level neural network architecture for building and training state space models, which demonstrate superior performance in processing sequential data and time series forecasting.
Python library Shap game theory pluginpythonPrimarily used to interpret the output of machine learning models. Shap utilizes Shapley values from game theory to explain the contribution of each feature to the model's prediction results
生意社Comprehensive InformationFutures comprehensive website
金十数据Comprehensive InformationProvides global financial data and news
卓创资讯Comprehensive InformationIn-depth analysis of the commodity market
金联创Comprehensive InformationIndustry information for energy, chemicals, plastics, etc.
隆众资讯Energy and ChemicalsFocuses on petrochemical industry information
期货日报网Industry MediaAuthoritative media in the futures industry
和讯期货网Industry MediaFutures channel of a financial portal website
我的钢铁网Black SectorAuthoritative website for the steel industry
中国钢铁产业网Black SectorData for black industries such as rebar
找钢网Black SectorSteel e-commerce platform
钢谷网Black SectorSteel market information
中国煤炭资源网Black SectorCoal industry data and services
中国钢材网Black SectorSteel industry portal
中国碳交易网Black SectorNational carbon emission trading information
中国金融信息网Macro DataOperated by Xinhua News Agency, provides macroeconomic and financial information
巨潮资讯Macro DataChina Securities Regulatory Commission designated information disclosure website
State Administration of Foreign ExchangeMacro DataOfficial foreign exchange management, statistical data, and policy releases
trader projectFutures (Tools/Open Source)Domestic expert's futures trading, includes market data interface and account management, can be referenced
tqsdk-pythonFutures/Options (Tools/Open Source)Supports simulation and live trading in the domestic market
QlibAI Quantitative Finance Tool LibraryPowerful open-source quantitative tool library, provides data management, factor analysis, machine learning, and backtesting functions
RD-AgentAI Automated Factor TestingTool for automated factor testing
data-formulatorData ToolsTool for data processing and formatting
stocksharpSoftwareQuantitative trading software developed in Russia, supports multiple trading platforms and algorithmic trading strategies. It allows users to design, test, and execute trading strategies, while providing rich charts and market data analysis tools,
Maeiee's Quant NotesPersonalTechnical analysis
Baostock QuantitativeBasic DataPython library, free
tushare.proBasic DataPython library, up to 1500 per year
ai_quant_trade ai trader projectAI TradingDeep learning integration framework
tvcbotBotAutomated trading robot, $500 per year
I Check Exchange RatesExchange RatesVery concise exchange rate quote page
futunn apiBroker APIFutu Securities API, can place orders
Get All A-Share Stock DataAPIStock codes
CNINFOCorporate AnnouncementsProduced by Shenzhen
eastmoneyBasic Data
Binance Open DataBinance
SeqSNNTime Series ModelMicrosoft
TALib.NETCoreIndicator LibraryMostly correct, very convenient for calculations, not sure why the latest version has major changes, better to use the older version
tsfreshaiAn open-source Python tool focused on automated feature extraction and selection
katsTime SeriesHelps analyze data that changes over time, analyze the past, predict the future, and identify issues, suitable for business analysis, operational monitoring, and alerts. It can understand key statistical features, detect change points and anomalies, forecast future trends, perform statistical analysis, and visualize results. 【This should be tested first, as the code is simple and easy to test】
python-time-series-handbook
CryptoMamba Time State Model, better than LSTM
Aspiring Code TechnologyPapersPaper reproduction, paid service