在jemnbo 和讯的博客上看到一份程序化交易资料总结，觉得很有用。jemnbo 好像也是海洋的朋友，谢谢啦。 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.ucsb.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/
如果我早点看到这个，就不用自己写数据库实现了～直接用hdf5也蛮好的～ 不过有些tooold了，比如GPU方面，只需要用CUDA（nvidia only），或者OpenCL即可，brookGPU这种的太太太老了...