Article

Quantitative Trading Resource Collection

TitleCategoryNotes
chan.pyTrading FrameworkChan theory trading framework, integrated with machine learning
timestamp toolToolOnline timestamp tool
SeqSNNTime SeriesMicrosoft model
coinglassDataChinese data dashboard
ahr999Index9 God index
Li Xiaolai's Dollar Cost Averaging GuideConceptDollar cost averaging outperforms most quantitative algorithms
CSI Index BrowserIndexList of indices in the domestic market
coinglassArbitrageFunding rate arbitrage trading
deepvueQuantitative Tool$40 per month
Squirrel Quant AIAI QuantitativeBased on SSQUANT framework + AI large model, real-time monitoring of 34 futures products, 3-minute level dual-dimension cross-sectional scoring of technical and capital aspects
hummingbotTradingSupports Docker deployment, DEX, CEX, spot, futures
freqtradeTradingOpen source cryptocurrency trading bot, supports strategy backtesting, paper trading, Telegram control
ccxtTrading LibrarySupports 100+ cryptocurrency exchange APIs, multi-language (Python/JS/PHP), provides unified calling interface
jesseQuantitative TradingFocuses on cryptocurrency strategy backtesting and research, written in Python, simple and easy-to-use framework
vnpyQuantitative FrameworkPython-based open source quantitative trading framework, supports multiple markets (futures/stocks/cryptocurrency) and multiple strategies
OctoBotTradingSupports visual interface configuration, strategy backtesting, community strategy sharing, suitable for beginners
jesse.tradeBacktestingBacktesting framework, $999 lifetime membership, over 10,000 paid users
opensqt_market_makerMarket Maker SystemOnly long, 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 in the domestic market
dapanyuntuData AnalysisMarket Cloud Map
Xuntou Knowledge BaseService Provider
Xuntou XtQuantTrading FrameworkXtQuant currently provides libraries for 64-bit Python 3.6, 3.7, 3.8, 3.9, 3.10, and 3.11 versions. When importing different Python versions, it will automatically switch. Before running programs that use XtQuant, you need to start the MiniQMT client first.
financialmodelingprepUS StocksAPI Data
akshare
baostock
FinRobotAIAI Analysis + Automated Trading
stockcircleUS StocksView Large Holder Positions
sharpe.aiService ProviderAI-Integrated Cryptocurrency Service Provider
Pioneer PlatformService ProviderCommission Fee
WenhuaService Provider8700 RMB per Year
VNPYFuturesUses Python, complex to use, but requires finding your own data source
StockstatsPythonA library specifically designed for financial data analysis, helping us easily transform and analyze stock data. Features include stock indicator calculation, data format conversion, high flexibility
xalphaPythonMainly used for quantitative investment and data analysis. It integrates a large number of financial data interfaces and provides rich APIs for obtaining and processing financial data such as stocks, futures, and foreign exchange
ProphetPythonGood at discovering periodic features such as monthly, weekly, and daily frequencies, and can handle anomalies and missing data
tsfreshPythonGood at removing data noise and multi-feature extraction, especially for ultra-long time scale large data volume processing at the order book level
katsPythonExcellent at feature extraction and multivariate analysis, comes with over ten prediction and pattern recognition models, 65 feature indicators, and a built-in time series simulator
dartsPythonProvides multiple models from ARIMA to deep learning, supports multi-model fusion prediction, external data acquisition and multi-factor combination, and also supports large data training very well. Usage and backtesting are simple
mambaPython📝 The Mamba SSM architecture is a high-level neural network architecture for building and training state space models, which show superior performance in processing sequence data and time series prediction.
Python Library Shap Game Theory PluginPythonMainly used to explain the output of machine learning models. Shap uses Shapley values from game theory to explain the contribution of each feature to the model's prediction results
生意社Comprehensive InformationComprehensive futures website
金十数据Comprehensive InformationProvides global financial data and news
卓创资讯Comprehensive InformationIn-depth analysis of bulk commodity markets
金联创Comprehensive InformationIndustry information on energy, chemicals, plastics, etc.
隆众资讯Energy & 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
我的钢铁网Ferrous SectorAuthoritative website for the steel industry
中国钢铁产业网Ferrous SectorData on rebar and other ferrous industries
找钢网Ferrous SectorSteel e-commerce platform
钢谷网Ferrous SectorSteel market information
中国煤炭资源网Ferrous SectorCoal industry data and services
中国钢材网Ferrous SectorSteel industry portal
中国碳交易网Ferrous SectorNational carbon emissions trading information
中国金融信息网Macro DataHosted by Xinhua News Agency, provides macroeconomic and financial information
巨潮资讯Macro DataDesignated information disclosure website by China Securities Regulatory Commission
国家外汇管理局Macro DataOfficial foreign exchange management, statistical data, and policy releases
trader项目Futures (Tools/Open Source)Domestic expert's futures trading system with market data interface and account management, can be referenced
tqsdk-pythonFutures/Options (Tools/Open Source)Supports simulation and live trading in domestic markets
QlibAI Quantitative Finance Tool LibraryPowerful open-source quantitative tool library providing data management, factor analysis, machine learning, and backtesting functions
RD-AgentAI automated testing factorsTool for automated testing factors
data-formulatorData toolsTool for data processing and formatting
stocksharpSoftwareQuantitative trading software developed in Russia, supporting multiple trading platforms and algorithmic trading strategies. It allows users to design, test, and execute trading strategies, while providing rich charting and market data analysis tools.
Maeiee's Quant Quantitative NotesPersonalTechnical analysis
Securities Bao Quantitative Basic dataPython library free
tushare.proBasic dataPython library, up to 1500 per year
ai_quant_trade AI Trader ProjectAI tradingDeep learning integration framework
tvcbotbotAutomated trading bot, $500 per year
My Exchange Rate CheckExchange rateVery concise exchange rate quote page
futunn apiBroker APIFutu Securities API, can place orders
Get all A-share stock dataapiStock codes
Juchao InformationCorporate announcementsFrom 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; it's better to use the old version.
tsfreshaiOpen-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 detect problems. Suitable for business analysis, operational monitoring, and early warning. It can understand key statistical features, detect change points and anomalies, predict future trends, perform statistical analysis, and visualize results. [This should be tested first, simple code, easy to test]
python-time-series-handbook
CryptoMamba Time State Model, Better than LSTM
Chuanzhi TechnologyPaperPaper reproduction, paid