在jemnbo 和讯的博客上看到一份程序化交易资料总结,但其中有些链接已经失效,仅供参考。

 

 

 

  Archive of Papers

  Behavioral Finance http://behaviouralfinance.net/

  Forums and Public Resources

  Tradery http://www.tradery.com/

  JavaTraders http://groups.google.com/group/JavaTraders

  InteractiveBrokers.API.Discussion.Forum http://finance.groups.yahoo.com/group/TWSAPI/

  Platforms

  Commercial

  MetaTrader http://www.metaquotes.net/

  RealTick http://www.realtick.com/

  TradeStation http://www.tradestation.co.uk/

  WealthLab http://www.wealth-lab.com/Home/Default.aspx

  NinjaTrader http://www.ninjatrader.com/webnew/index.htm

  SmartQuant http://www.smartquant.com/

  Open Source / Free

  ActiveQuant http://www.activestocks.de/

  EclipseTrader http://www.eclipsetrader.org/

  AIOTrade http://blogtrader.net/page/dcaoyuan/category/AIOTrade

  Merchant of Venice http://mov.sourceforge.net/

  Open Java Trading System http://ojts.sourceforge.net/

  TrueTrade http://code.google.com/p/truetrade/

  Artificial Stock Market http://artstkmkt.sourceforge.net/

  iTrade http://itrade.sourceforge.net/

  Matlab Automated Trading Toolbox http://sourceforge.net/projects/mlmechtrade

  NexTick http://nextick.sourceforge.net/

  Robotrader http://sourceforge.net/projects/robotrader/

  TickZOOM http://www.tickzoom.org

  Marketcetera http://www.marketcetera.com/

  DataFeeds

  NxCore http://www.nanex.net/

  IQFeed http://www.iqfeed.net/

  ESignal http://www.esignal.com/

  Brokerage API

  InteractiveBrokers TWS http://www.interactivebrokers.com/e...i&ib_entity=llc

  Genesis Securities http://www.gndt.com/automated/download.htm

  Trading Technologies http://www.tradingtechnologies.com/ (http://devnet.tradingtechnologies.c...ductCenter.aspx)

  FIXopaedia http://b2bits.com/fixopaedia/index.html

  Assent Anvil http://www.assent.com/api.php

 Software

  R http://www.r-project.org/

  Octave http://www.gnu.org/software/octave/

  Gretl http://gretl.sourceforge.net/

  Sage http://www.sagemath.org/index.html

  Data Visualizer http://dataviews.sourceforge.net/

  Market Analysis System http://eiffel-mas.sourceforge.net/

  Matrex http://matrex.sourceforge.net/

  Scilab http://www.scilab.org/

  jMATLAB http://www.jmatlab.org/index.html

  Historic Data

  Historic Futures Data http://www.anfutures.com/data_es.htm

  Historic Commitment of Traders http://www.cftc.gov/marketreports/c...historical.html

  Historic Forex Data http://disktrading.is99.com/disktrading/

  Historical Tick Data http://www.tickdata.com/

  Strategy Discussion

  Pairs Trading http://yats.com/doc/cointegration-en.html

  Software Libraries & Source Code

  Note that many libraries offer APIs in other languages

  C/C++

  QuantLib http://quantlib.org/index.shtml

  TALib http://ta-lib.org/index.html

  GECODE http://www.gecode.org/index.html

  Tokyo Cabinet http://tokyocabinet.sourceforge.net/spex-en.html

  libmemcached http://tangent.org/552/libmemcached.html

  TinyXML++ http://ticpp.googlecode.com/svn/docs/ticpp.html

  QuickFIX http://www.quickfixengine.org/

  OpenMP http://openmp.org/wp/

  Gzstream http://www.cs.unc.edu/Research/compgeom/gzstream/

  libevent http://monkey.org/~provos/libevent/doxygen/

  qtstalker http://sourceforge.net/projects/qtstalker/

  Qt Concurrent http://labs.trolltech.com/page/Proj...ds/QtConcurrent

  The Phoenix System http://csl.stanford.edu/~christos/sw/phoenix/

  Erlang

  Erlang to C++ http://code.google.com/p/eipp/

  Ruby

  EventMachine http://rubyeventmachine.com/

  memcached http://www.deveiate.org/code/Ruby-MemCache/

  Ruby to Erlang http://rubyforge.org/projects/erlectricity/

  SkyNet http://skynet.rubyforge.org/

  Python

  Twisted http://twistedmatrix.com/trac/

  Processing http://pypi.python.org/pypi/processing

  Stackless http://www.stackless.com/

  twill http://twill.idyll.org/python-api.html

  disco http://discoproject.org/

 C#

  mono http://www.mono-project.com/

  Interactive Brokers C# API http://www.dinosaurtech.com/utilities/

  QLNet http://www.qlnet.org/

  ScienceCode http://www.sciencecode.com/

  RabbitMQ http://www.rabbitmq.com/

  ZedGraph http://www.zedgraph.org

  Java

  Javolution http://javolution.org/

  RabbitMQ http://www.rabbitmq.com/

  Java Genetic Algorithms Package http://jgap.sourceforge.net/

  Java Object Oriented Neural Engine http://www.jooneworld.com/

  JFree (Charting) http://www.jfree.org/

  JDOM (XML) http://www.jdom.org/

  hadoop http://hadoop.apache.org/

  ObjectPool http://commons.apache.org/pool/

  Commons-Math http://commons.apache.org/math/

  Java Caching System http://jakarta.apache.org/jcs/index.html

  EHCache http://ehcache.sourceforge.net/

  SMACK API for Jabber http://www.igniterealtime.org/projects/smack/index.jsp

  MINA http://mina.apache.org/

  JBoss Netty 3 http://www.jboss.org/netty

  QuickFix/J http://www.quickfixj.org/

  Matlab

  Free Packages http://newsgroups.derkeiler.com/Arc...0/msg00013.html

  Matlab Toolboxes http://stommel.tamu.edu/~baum/toolboxes.html

  Other

  Indicator Formulas http://trader.online.pl/

  Indicator Formulas http://tadoc.org/

  GPU

  VAST/AltiVec http://www.crescentbaysoftware.com/vast_altivec.html

  PNY http://www3.pny.com/

  CUDA http://www.nvidia.com/object/cuda_home.html

  OpenCL http://en.wikipedia.org/wiki/OpenCL

  BrookGPU http://graphics.stanford.edu/projec...kgpu/index.html

  CG Tutorial http://http.developer.nvidia.com/Cg..._chapter01.html

  Matlab GPU http://www.accelereyes.com/

  Mac OS X

  MacResearch http://macresearch.org/

  Velocity Engine http://developer.apple.com/hardwaredrivers/ve/

  Cloud Computing

  Eucalyptus http://eucalyptus.cs.uc .edu/

  GoGrid http://www.gogrid.com/

  Skytap http://www.skytap.com/

  Sun Grid http://www.network.com/

  Amazon Elastic Compute Cloud http://aws.amazon.com/ec2/

  SHOAL http://wikis.sun.com/display/shoal/...EAECC0526B205D9

  JESSICA2 http://www.loband.org/loband/filter...s/JESSICA2.html

  Databases

  PostgreSQL http://www.postgresql.org/

  MySQL http://www.mysql.com/

  CouchDB http://couchdb.apache.org/

  MonetDB http://monetdb.cwi.nl/projects/monetdb//Home/

  db4o http://www.db4o.com/

  Berkeley DB http://www.oracle.com/technology/pr...y-db/index.html

  CEP / ESP

  Esper http://esper.codehaus.org/

  Other

  NASDAQ Symbol Directory ftp://ftp.nasdaqtrader.com/symboldirectory/