配对交易（Pairs Trading）是指八十年代中期华尔街著名投行Morgan Stanley的数量交易员Nunzio Tartaglia成立的一个数量分析团队提出的一种市场中性投资策略，，其成员主要是物理学家、数学家、以及计算机学家。Ganapathy Vidyamurthy在《Pairs Trading: Quantitative Methods and Analysis》一书中定义配对交易为两种类型：一类是基于统计套利的配对交易，一类是基于风险套利的配对交易。

双均线策略，通过建立m天移动平均线，n天移动平均线，则两条均线必有交点。若m>n，n天平均线“上穿越”m天均线则为买入点，反之为卖出点。简单的一买一卖模型，其实交易太过频繁，只要考虑到滑点和手续费就撑不住了。

Successful Algorithmic Trading（原书加代码），包含全部章节的内容。

量化交易，比特币交易，量化交易，比特币交易，量化交易，比特币交易！

基于TB开拓者程序化交易的量化指标，不保证赚钱，提供给大家学习之用

量化投资的入门书籍，帮助我们快速了解量化交易的基本原理，介绍量化交易系统的运行机制，有助于理解和编写量化投资策略

Algorithmic Trading Winning Strategies and Their Rationale

High Frequency Financial Econometrics。高频交易模型

Ernest P. Chan 的三部曲的第三部。 Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. You'll discover the latest platforms that are becoming increasingly easy to use, gain access to new markets, and learn new quantitative strategies that are applicable to stocks, options, futures, currencies, and even bitcoins. The companion website provides downloadable software codes, and you'll learn to design your own proprietary tools using MATLAB. The author's experiences provide deep insight into both the business and human side of systematic trading and money management, and his evolution from proprietary trader to fund manager contains valuable lessons for investors at any level.

Advanced Algorithmic Trading（原书加代码）2017年最新版，包含所有源码。