# 量化金融图书馆

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## 人工智能

### AI与机器学习

- [AI for Finance](book/AI for Finance/index.md) - 金融AI应用
- [Artificial Intelligence in Finance](book/Artificial Intelligence in Finance_ A Python-Based Guide/index.md) - 金融人工智能
- [Deep Learning for Finance](book/Deep Learning for Finance/index.md) - 金融深度学习
- [Machine Learning for Finance](book/Machine Learning for Finance/index.md) - 金融机器学习
- [Machine Learning in Finance](book/Machine Learning in Finance_ From Theory to Practice/index.md) - 金融机器学习实践
- [Financial Machine Learning](book/Financial Machine Learning/index.md) - 金融机器学习
- [Hands-On Artificial Intelligence for Banking](book/Hands-On Artificial Intelligence for Banking/index.md) - 银行AI应用实战

### 前沿技术应用

- [主动投资组合管理新发展](book/前沿专题/Advances in Active Portfolio Management/index.md)
- [算法交易方法](book/前沿专题/Algorithmic Trading Methods/index.md)
- [算法与高频交易](book/前沿专题/Algorithmic and High-Frequency Trading/index.md)
- [数据驱动交易中的计算智能应用](book/前沿专题/Applications of computational intelligence in data-driven trading-Wiley (2020)/index.md)
- [机器学习在资产定价中的应用](book/前沿专题/Empirical Asset Pricing via Machine Learning/index.md)
- [金融科技案例研究](book/前沿专题/Financial Technology_ Case Studies in Fintech Innovation-Kogan Page (2020)/index.md)
- [资产管理中的机器学习](book/前沿专题/Machine Learning for Asset Managers/index.md)
- [资产定价中的机器学习](book/前沿专题/Machine Learning in Asset Pricing/index.md)
- [金融机器学习理论与实践](book/前沿专题/Machine Learning in Finance_ From Theory to Practice-Springer (2020)/index.md)
- [金融机器学习进阶](book/前沿专题/Marcos López de Prado - Advances in Financial Machine Learning-John Wiley & Sons, Inc. (2018)/index.md)
- [量子金融](book/前沿专题/Quantum Finance_ Path Integrals and Hamiltonians for Options and Interest Rates-Cambridge University Press (2004)/index.md)
- [系统化交易](book/前沿专题/Robert Carver - Systematic Trading_ A unique new method for designing trading and investing systems-Harriman House (2015)/index.md)
- [另类数据指南](book/前沿专题/The Book of Alternative Data_ A Guide for Investors Traders and Risk Managers-Wiley (2020)/index.md)
- [Quantum Machine Learning in Finance](book/Quantum Machine Learning and Optimisation in Finance_ On the Road to Quantum Advantage/index.md) - 量子机器学习
- [Probabilistic Machine Learning for Finance](book/Probabilistic Machine Learning for Finance and Investing/index.md) - 概率机器学习

## 量化交易

### 算法交易

- [Algorithmic and High Frequency Trading](book/algorithmic-and-high-frequency-trading-pdf-free/index.md) - 算法与高频交易
- [Developing High Frequency Trading Systems](book/Developing High Frequency Trading Systems/index.md) - 高频交易系统开发
- [Hands-On Financial Trading with Python](book/Hands-On Financial Trading with Python/index.md) - Python金融交易实战
- [Machine Learning for Algorithmic Trading](book/Machine Learning for Algorithmic Trading/index.md) - 算法交易机器学习
- [Python for Algorithmic Trading](book/Python for Algorithmic Trading_ From Idea to Cloud Deployment/index.md) - Python算法交易

### 策略研究

- [101个因子公式](book/量化交易/101 Formulaic Alphas - arXiv.org/index.md)
- [151个交易策略](book/量化交易/151 Trading Strategies/index.md)
- [期货市场完全指南](book/量化交易/A Complete Guide to the Futures Market/index.md)
- [主动投资组合管理](book/量化交易/Active Portfolio Management/index.md)
- [算法交易策略](book/量化交易/Algorithmic Trading/index.md)
- [行为金融](book/量化交易/BetaPlus_Behavioral_Finance/index.md)
- [盈利因子](book/量化交易/BetaPlus_Profitability_Factor/index.md)
- [时间序列分析](book/量化交易/BetaPlus_Time_Series_Analysis/index.md)
- [趋势跟踪](book/量化交易/BetaPlus_Trend_Following/index.md)
- [Alpha挖掘](book/量化交易/Finding Alphas/index.md)
- [高频交易实践指南](book/量化交易/High-frequency trading/index.md)
- [金融优化方法](book/量化交易/Optimization Methods in Finance/index.md)
- [量化股票投资组合管理](book/量化交易/Quantitative Equity Portfolio Management_ An Active Approach to Portfolio Construction and Management (McGraw-Hill Library of Investment and Finance)-McGraw-Hill Edu/index.md)
- [量化投资分析](book/量化交易/Quantitative Investment Analysis Workbook, 3rd Edition-Wiley (2015)/index.md)
- [获取Alpha的量化策略](book/量化交易/Quantitative Strategies for Achieving Alpha (McGraw-Hill Finance & Investing)-McGraw-Hill Finance & Investing (2008)/index.md)
- [量化交易系统构建](book/量化交易/Quantitative Trading_ How to Build Your Own Algorithmic Trading Business-Wiley (2008)/index.md)
- [统计套利](book/量化交易/Statistical Arbitrage/index.md)
- [波动率交易](book/量化交易/Volatility Trading, + Website-Wiley (2013)/index.md)

## 基础理论

### 数学与统计

- [Monte Carlo Methods in Financial Engineering](book/Monte Carlo Methods in Financial Engineering/index.md) - 蒙特卡洛方法
- [Optimization Methods in Finance](book/Optimization Methods in Finance（第二版）/index.md) - 金融优化方法
- [Stochastic Modelling of Big Data in Finance](book/Stochastic Modelling of Big Data in Finance/index.md) - 金融大数据随机建模

### 金融数学

- [金融工程线性代数基础](book/金融数学/A Linear Algebra Primer for Financial Engineering/index.md)
- [随机模型与风险评估](book/金融数学/Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization/index.md)
- [金融衍生品数学导论](book/金融数学/An Introduction to the Mathematics of Financial Derivatives/index.md)
- [风险与资产配置](book/金融数学/Attilio Meucci - Risk and Asset Allocation/index.md)
- [金融工程数学入门](book/金融数学/Dan Stefanica - A Primer for the Mathematics of Financial Engineering-FE Press (2008)/index.md)
- [动态资产定价理论](book/金融数学/Darrell Duffie - Dynamic asset pricing theory/index.md)
- [实证资产定价](book/金融数学/Empirical Dynamic Asset Pricing/index.md)
- [金融数学方法](book/金融数学/Methods of Mathematical Finance/index.md)
- [量化金融导论](book/金融数学/Paul Wilmott - Paul Wilmott introduces quantitative finance-Wiley (2007)/index.md)
- [量化风险管理](book/金融数学/Quantitative risk management/index.md)
- [波动率微笑](book/金融数学/The Volatility Smile/index.md)
- [市场微观结构理论](book/金融数学/Maureen O'Hara - Market Microstructure Theory  -Wiley/index.md)

## 工程实现

### 编程实现

- [Financial Theory with Python](book/Financial Theory with Python/index.md) - Python金融理论
- [Learning Quantitative Finance with R](book/Learning Quantitative Finance with R/index.md) - R量化金融
- [Mastering Python for Finance](book/Mastering Python for Finance_ Implement advanced state-of-the-art financial statistical applications using Python/index.md) - Python金融进阶
- [Python for Finance Cookbook](book/Python for Finance Cookbook_ Over 80 powerful recipes for effective financial data analysis, 2nd Edition/index.md) - Python金融手册

### 风险管理

- [Machine Learning for Financial Risk Management](book/Machine Learning for Financial Risk Management with Python/index.md) - 金融风险管理机器学习
- [Financial Signal Processing and Machine Learning](book/Financial Signal Processing and Machine Learning/index.md) - 金融信号处理

## 面试资源

### 量化面试指南

- [量化金融常见问题](book/量化面试/Paul P. Wilmott - Frequently Asked Questions in Quantitative Finance, Second Edition  -A John Wiley and Sons, Ltd. (2009)/index.md)
- [Quant绿皮书精讲60题](book/量化面试/Quant绿皮书精讲60题_by野荷马/index.md)
- [华尔街面试题](book/量化面试/Timothy Falcon Crack - Heard on the Street, Quantitative Questions from Wall Street Job Interviews-Timothy Crack (2014)/index.md)
- [量化面试红宝书](book/量化面试/红宝书Quant Job Interview Questions And Answers/index.md)
- [量化面试实践指南](book/量化面试/绿皮书A Practical Guide to Quantitative Finance Interviews/index.md)
- [150个量化面试高频题](book/量化面试/黄皮书150 Most Frequently Asked Questions on Quant Interviews/index.md)

### 中文精选

- [机器学习在金融时间序列分析与预测中的应用](book/【2022新书】机器学习在金融时间序列分析与预测中的应用，385页pdf/index.md) - 金融时间序列分析
- [经济与金融数据科学](book/【开放书】经济与金融数据科学/index.md) - 金融数据科学
- [量化绿皮书](book/量化绿皮书/index.md) - 量化投资指南

## 开源工具

### Python库

- pandas: 数据处理和分析
- numpy: 科学计算
- scipy: 科学计算和统计
- scikit-learn: 机器学习
- tensorflow/pytorch: 深度学习
- statsmodels: 统计建模

### 回测框架

- Backtrader: Python回测框架
- Zipline: 量化回测框架
- Quantopian: 在线量化平台
- vnpy: Python量化交易平台
- QUANTAXIS: 量化金融框架

### 数据源

- tushare: 中国金融数据
- yfinance: 雅虎财经数据
- quandl: 金融经济数据
- wind: 万得数据
- 东方财富: 中国市场数据

### 分析工具

- ta-lib: 技术分析库
- pyfolio: 投资组合分析
- empyrical: 金融指标计算
- ffn: 金融函数库
- pyalgotrade: 算法交易