资源列表
Financial-Econometrics
- 金融计量参考手册，该书籍包含了金融计量领域很多模型-Handbook of Financial Econometrics
thostmduserapi-DEMO
- 使用CTP API进行行情连接的demo，用c++完成的
trunk
- 一个用boost+wtl实现的股票查看小工具, 目前还在继续完善中.-Achieved with the boost+ wtl a stock view small tools, and is still going perfected.
fama-french three factors
- 利用中国A股数据实现Fama-French三因子模型，stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)
trunk
- 原公司开发的证券交易工具，包含所有代码，并附相关文档，要做研究的可以看看，总结经验。-Originally developed securities trading tools, including all of the code, together with relevant documents, to do research that can look at lessons learned.
CTP-TRADER-master
- 基于上期CTP的交易终端，开发环境vs2013-Based on the trading terminal of CTP development environment vs2013
KSFT_API4Py_win32alinux-(1)
- 金仕达程序化交易接口v2.1版。还附送一个 Windows/Linux平台下Python动态库式样。-SunGard program trading interfaces
LTS
- 华宝证券的股票自动交易系统vb代码,可以实现股票的程序化交易-Warburg securities stock trading system VB code, program trading can achieve stock
CTPMDSAMPLE
- c++版CTP接口样例,供初学者共同学习参考。-c++ Edition CTP Interface sample, the reference for beginners to learn together.
LTSstock
- 华宝证券的股票自动交易系统vb代码,可以实现股票的程序化交易，但需要注册华宝证券账号。-huabao stock ea
000 因子筛选
- 在构建多因子选股模型时时进行多因子的排序和打分，以及分组(Multi-factor ranking and scoring in stock selection)