Algorithmic Trading has been a hot topic for equity/derivative trading over a decade. Many ibanks and hedge funds have built their own algorithmic trading systems. Simply speaking, Algorithmic Trading System is an Artificial Intelligence(AI) System t…

https://www.investopedia.com/articles/active-trading/101014/basics-algorithmic-trading-concepts-and-examples.asp Algorithmic trading (also called automated trading, black-box trading, or algo-trading) uses a computer program that follows a defined se…

本文主要记录我构建量化回测系统的学习历程. 被遗弃的项目:Chandlercjy/OnePy_Old 新更新中的项目:Chandlercjy/OnePy 目录 1. 那究竟应该学习哪种编程语言比较好呢? 2. 是否也有些python在线教学视频可以加速学习? 3. 那有没有什么现成的回测系统可以直接拿来用,避免重复造轮子? 4. 既然学习别人的框架那么困难,不如自己写一个框架出来? 5. 写出这个回测框架之后,我开始思考,如何接入实盘交易? 6. 再写一个完善的 OnePy 回测框架. 正文:…

作者:用Python的交易员 (原创文章,转载请注明出处) 最近有越来越多的朋友在知乎或者QQ上问我如何学习入门Python,就目前需求来看,我需要写这么一篇指南. 针对整个vn.py框架的学习,整体上有两条不同的路线: 有经验的Quant学习如何使用Python语言来做策略和交易程序的开发(编程语言是学习重点) 有经验的程序员学习如何将自己的编程知识和经验应用在量化研究和策略开发上(金融量化是学习重点) 我自己本身是金融工程硕士,毕业后也是从Quant入行,所以这篇指南主要针对的是第一条路线,…

Order基础用法: Numeric expression syntaxOrder(Set_Expression, Numeric_Expression [ , { ASC | DESC | BASC | BDESC } ] ) String expression syntaxOrder(Set_Expression, String_Expression [ , { ASC | DESC | BASC | BDESC } ] ) 例一:对数据排序 select [Measures].[Unit…

UNIX or Linux operating system has become default Server operating system and for whichever programming job you give interview you find some UNIX command interview questions there. These UNIX command interview questions are mostly asked during Java d…

http://www.newsmth.NET/nForum/#!article/Python/128763 最近程序化交易很热,量化也是我很感兴趣的一块. 国内量化交易的平台有几家,我个人比较喜欢用的是JoinQuant,里面有篇干货贴分享给大家,希望对各位有帮助.       =========================== 量化交易策略 ===========================   价值投资 成长股内在价值投资:http://www.joinquant.com/post/…

方法一:使用Arrays.asList()方法   1 2 String[] asset = {"equity", "stocks", "gold", "foreign exchange","fixed income", "futures", "options"}; List<String> assetList = Arrays.asList(asset)…

Over the last seven years more than 200 quantitative finance articles have been written by members of the QuantStart team, prominent quant finance academics, researchers and industry professionals. 在过去七年中,QuantStart一共发表了200多篇量化金融文章,这些文章的作者包括QS团队成员.优秀…

https://emerj.com/ai-sector-overviews/machine-learning-in-finance/ Machine learning has had fruitful applications in finance well before the advent of mobile banking apps, proficient chatbots, or search engines. Given the high volume, accurate histor…