Written by Khang Nguyen Vo, khangvo88@gmail.com, for the RobustTechHouse blog. Khang is a graduate from the Masters of Quantitative and Computational Finance Program, John Von Neumann Institute 2014. He is passionate about research in machine learnin…

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…

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…

有些国外的平台.社区.博客如果连接无法打开,那说明可能需要"科学"上网 量化交易平台 国内在线量化平台: BigQuant - 你的人工智能量化平台 - 可以无门槛地使用机器学习.人工智能开发量化策略,基于python,提供策略自动生成器 镭矿 - 基于量化回测平台果仁网 - 回测量化平台 京东量化 - 算法交易和量化回测平台 聚宽 - 量化回测平台 优矿 - 通联量化实验室 Ricequant - 量化交易平台 况客 - 基于R语言量化回测平台 Factors - 数库多因子量化平台…

Introduction to Learning to Trade with Reinforcement Learning http://www.wildml.com/2018/02/introduction-to-learning-to-trade-with-reinforcement-learning/ Thanks a lot to @aerinykim, @suzatweet and @hardmaru for the useful feedback! The academic Deep…

http://www.wildml.com/2015/12/implementing-a-cnn-for-text-classification-in-tensorflow/ The academic Deep Learning research community has largely stayed away from the financial markets. Maybe that’s because the finance industry has a bad reputation,…

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:…

By Michael Halls-Moore on August 2nd, 2016 This post relates to a talk I gave in April at QuantCon 2016 in New York City. QuantCon was hosted by Quantopian and I was invited to talk about some of the topics discussed on QuantStart. I decided to talk…

Around September of 2016 I wrote two articles on using Python for accessing, visualizing, and evaluating trading strategies (see part 1 and part 2). These have been my most popular posts, up until I published my article on learning programming langua…

先扯点闲篇儿,直取干货者,可以点击这里. 我曾误打误撞的搞过一年多的量化交易,期间尝试过做价格和涨跌的预测,当时全凭一腔热血,拿到行情数据就迫不及待地开始测试各种算法. 最基本的算法是技术指标类型的,原生的技术指标,改版的技术指标,以技术指标为特征构造机器学习算法,都做过.不论哪种方法,都绕不开一件事——如何使用历史数据验证算法的性能. 当时我是纯纯的小白,对数据集划分完全没有概念,一个很自然的想法就是拿全量数据跑回测,看资金曲线的年华收益.最大回撤.sharpe什么的.那时国内很多量化平台正在…