Resources & Links
This folder collects cross-Part reference materials and external resource links.
⚠️ Important Note: Data provider pricing, latency metrics, and API specifications change frequently. This folder's content was last verified in 2025-01. Please check official documentation for the latest information before use.
File Index
| File | Content | Applicable Stage |
|---|---|---|
| Data-Provider-Comparison | Comparison of major data providers (Binance, Yahoo, Bloomberg, etc.) - features, pricing, use cases | Part 2+ |
| Broker-Platforms-and-APIs | Introduction to trading APIs from major brokers | Part 5 |
| Top-Quant-Fund-Case-Studies | Case study snapshots of leading quant institutions in China and abroad | Extended Reading |
| Tick-and-L2-Order-Book-Data-Sources | Channels and pricing for high-frequency data procurement | Part 5 (Advanced) |
| HFT-Data-Centers | HFT data center locations and co-location services | Background Knowledge |
| FIX-Protocol-Introduction | FIX 4.4 message structure, QuickFIX implementation | Part 5 |
| Market-Data-Licensing-Basics | Pro vs Non-Pro, redistribution limits, SIP/OPRA vs direct feeds | Part 2+ |
| ArXiv-Papers | Recommended academic papers related to quantitative trading | Extended Reading |
External Resources
Data Sources
- Yahoo Finance (Free daily data) -
yfinancePython library - Alpha Vantage (Free/Paid API)
- Binance API (Cryptocurrency data)
Backtesting Frameworks
- VectorBT - Vectorized backtesting, fast execution
- Backtrader - Event-driven, full-featured
- zipline-reloaded - Community-maintained fork of original Quantopian framework (Quantopian shut down in 2020)
- LEAN (QuantConnect) - Institutional-grade open-source backtesting engine
- vnpy - Chinese quant framework, supports CTP interface
Multi-Agent Frameworks
- Shannon OSS - Reference implementation for this course
- AutoGen - Microsoft open source
- CrewAI - Role-driven orchestration