quant - modrpc/info GitHub Wiki
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On-line data
- http://www.quandl.com
- https://intrinio.com/
- https://www.alphavantage.co/: API key: 7PD21081NWJZS8A5
- Kenneth French Data Library
- AQRd Data library
- portfolio visualizer: 자산배분, 듀얼 모멘텀 등 전력의 백테스트
- 시스템 트레이딩 사이트
- comprehensive guide to downloading stock prices in Python
- 네이버 퀀트킹: 퀀트 재무데이타 제공
- Jaden-agent blog:
- 시스템 트레이딩 참고자료
- 퀀티랩 블로그
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Cyboplus 대신증권
- 네이버 금융에서 data 가져오기 http://excelsior-cjh.tistory.com/109
- DART에서 재무제표 읽어오기
- 한국 주식분석 (Creon): http://excelsior-cjh.tistory.com/category/Python/주식%20분석
- Python Quant Library: https://dx-analytics.com/
- ndarray: multi-dim array objects to store homogeneous or heterogeneous data
- functions/methods to operate on such array objects -- either for element-wise computation or operations between arrays
- tools for reading/writing arrays to disk
- linear algebra operations, fourier transform, random number generation
- C API to enable Python extensions and native C/C++ code to access NumPy's data structures and computational facilities
- Pandas (Python Data Access Library): https://pandas.pydata.org
- builds on top of NumPy and provides richer classes for analysis of time series and tabular data
- DataFrame: https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.html
- Pandas datareader: https://pandas-datareader.readthedocs.io/en/latest
- collection of sublibraries and functions for science or finance
- e.g. functions for cubic splies interpolations, numerical integration, etc.
- popular wrapper for the HDF5 data storage library (http://www.hdfgroup.org/HDF5)
- implement optimized, disk-based I/O operations based on hierarchical database/file format
- scipy.integrate: numerical integration routines and differential equation solvers
- scipy.linalg: linear algebra routines and matrix decompositions extending beyond those provided in numpy.linalg
- scipy.optimize: function optimizers (minimizers) and root finding algorithms
- scipy.signal: signal processing tools
- scipy.sparse: sparse matrices and sparse linear system solvers
- scipy.special: wrapper around SPECFUN, a Fortran library implementing many common mathematical functions, such as the gamma function
- scipy.stats: standard continuous and discrete probability distributions (density functions, samplers, continuous distribution functions), various statistical tests, and more descriptive statistics
- Built on top of Pandas, etc: https://pmorissette.github.io/ffn
- Get it from external service (by default, Yahoo! Finance)
data = ffn('spy,efa', start='2010-01-01', end='2014-01-01')