缠中说禅-缠论技术分析 聚焦于多等级K线走势分析基于1minK线为小等级实时自动笔段画线，中枢标识递归分析整体走势作为买卖分析参考 演示地址： ://quant.neil-pan.com/twist/（演示版本为sh000016静态行情数据） 支持标的 沪深证券（标的强制带证券所标识如sh000001，sz000001） 国内期货（主力合约缩写+0如ag0） 国际期货（主力连续缩写如si） 外汇（如美元指数diniw） 加密货币（标的强制带btc标识如btcbtcusd，btceosusd） 同等级分解-笔，段，中枢，走势 黄色为1分笔，橙色为基于1分笔特征序列生成的1分段，紫色为基于1分段特征序列生成的尺寸等级段 段的末端数字为对应段的MACD面积，递增段计算MACD红色面积（正数），下降段计算MACD绿色面积（负数） 中枢以橙色和紫色框标注，两个数字为上下沿值 非同等级分解 多等级联

很经典的程序化交易入门书，关于高频交易HTF

动态计算中金所股指期货期权到期日的结算价

计算可转债双底指标并排序 根据防雷原则将部分标的剔除.结果写到excel里.

lipo_quant_SRH 在刺激的拉曼组织学图像中快速定量脂质 细胞系中脂质定量的例子

99个量化策略，含源代码，分析给喜欢量化交易的朋友。

量化策略开发流程,蒙特卡洛方法,CTA策略介绍，程序化交易技术的最新进展，蒙特卡罗方法检验RSI指标有效性 等五篇某库下载券文章

综合交易平台CTP（Comprehensive Transaction Platform）是由上海期货信息技术有限公司（上海期货交易所的全资子公司）开发的期货交易平台，CTP平台以“新一代交易所系统”的核心技术为基础，稳定、高速、开放式接口，适合程序化交易软件运用和短线炒单客户使用。

c++ for quantitative finance quantstart

My primary intent in writing this book is to provide the reader with basic programming, financial, and mathematical tools that can be successfully leveraged both in industry and academia. I cover the use of the R programming language, as well as the R environment as a means for manipulating financial market data and for solving a subset of problems that quants and traders typically encounter in their day-to-day activities. The chapters that follow should be treated as a tutorial on a recommended set of tools that I have personally found useful and that have served me well during the last few years of my career as a quant trader/developer. I am writing this book from the vantage point of a quant practitioner and not that of an academic. A significant portion of the content is based on my lecture notes from a graduate level class in quantitative finance that I teach on a part-time basis at Loyola University in Chicago.