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site_name: Quant Wiki 中文量化百科
site_url: https://quant-wiki.com
site_author: LLMQuant Team
site_description: A comprehensive quantitative trading and finance wiki
# Repository
repo_name: LLMQuant/quant-wiki
repo_url: https://github.com/LLMQuant/quant-wiki
edit_uri: edit/main/docs/
# Copyright
copyright: Copyright © 2025 LLMQuant Team
# Navigation
nav:
- 简介:
- 关于项目: index.md
- 如何参与: contribute.md
- 常见问题: FAQ.md
- 关于LLMQuant: about.md
- 社区其他项目: other.md
- 加入我们: join.md
- 基本概念:
- 知识框架: basic/index.md
- 金融术语:
- 概述: basic/finance/index.md
- 市场与交易:
- 一级市场: basic/finance/一级市场_Primary Market.md
- 二级市场: basic/finance/二级市场_Secondary Market.md
- 债券市场: basic/finance/债券市场_Bond Market.md
- 外汇市场: basic/finance/外汇市场_Foreign Exchange.md
- 金融工具:
- 股权: basic/finance/股权_Equity.md
- 期货: basic/finance/期货_Futures.md
- 期权:
- 二元期权: basic/finance/二元期权_Binary Option.md
- 卖出期权: basic/finance/卖出期权_Put Option.md
- VIX期权: basic/finance/VIX期权_VIX Option.md
- 债券:
- 债券: basic/finance/债券_Bond.md
- 国债: basic/finance/国债_Treasury Bond.md
- 可转换债券: basic/finance/可转换债券_Convertible Bond.md
- 交易机制:
- T+1: basic/finance/T+1_T+1.md
- 保证金: basic/finance/保证金_Margin.md
- 保证金交易: basic/finance/保证金交易_Buying on Margin.md
- 交易商: basic/finance/交易商_Dealer.md
- 投资理论:
- 价值投资: basic/finance/价值投资_Value Investing.md
- 被动投资: basic/finance/被动投资_Passive Investing.md
- 多因子模型: basic/finance/多因子模型_Multi-Factor Model.md
- 有效市场假说: basic/finance/有效市场假说_Efficient Market Hypothesis.md
- 概率基础:
- 概述: basic/prob/index.md
- 基础理论:
- 条件概率: basic/prob/条件概率_Conditional Probability.md
- 联合概率: basic/prob/联合概率_Joint Probability.md
- 贝叶斯定理: basic/prob/贝叶斯定理_Baye's Theorem.md
- 概率分布:
- 概率分布: basic/prob/概率分布_Probability Distribution.md
- 正态分布: basic/prob/正态分布_Normal Distribution.md
- 重要定理:
- 大数法则: basic/prob/大数法则_Law of Large Numbers.md
- 应用:
- 蒙特卡罗模拟: basic/prob/蒙特卡罗模拟_Monte Carlo Simulation.md
- 统计基础:
- 概述: basic/stat/index.md
- 基本概念:
- 期望值: basic/stat/期望值_Expected Value.md
- 协方差: basic/stat/协方差_Covariance.md
- 相关系数: basic/stat/相关系数_Correlation Coefficient.md
- 统计检验:
- P值: basic/stat/P值_P-Test.md
- T检验: basic/stat/T检验_T-Test.md
- 假设检验: basic/stat/假设检验_Hypothesis Testing.md
- 统计显著性: basic/stat/统计显著性_Statistical Significance.md
- 回归分析:
- 回归分析: basic/stat/回归分析_Regression.md
- R平方: basic/stat/R平方_R-Squared.md
- 多元线性回归: basic/stat/多元线性回归_Multiple Linear Regression.md
- 最小二乘法: basic/stat/最小二乘法_Least Squares Method.md
- 量化术语:
- 概述: basic/quant/index.md
- 交易策略:
- 趋势交易: basic/quant/趋势交易_Trend Trading.md
- 动量投资: basic/quant/动量投资_Momentum Investing.md
- 因子投资: basic/quant/因子投资_Factor Investing.md
- 高频交易: basic/quant/高频交易_High-Frequency Trading.md
- 期权策略:
- 德尔塔对冲: basic/quant/德尔塔对冲_Delta Hedging.md
- 伽马对冲: basic/quant/伽马对冲_Gamma Hedging.md
- 波动率套利: basic/quant/波动率套利_Volatility Arbitrage.md
- 技术指标:
- 移动平均线: basic/quant/移动平均线_Moving Average.md
- 简单移动平均线: basic/quant/简单移动平均线_Simple Moving Average.md
- 指数移动平均线: basic/quant/指数移动平均线_Exponential Moving Average.md
- 相对强弱指数: basic/quant/相对强弱指数_Relative Strength Index.md
- 经典模型:
- 资本资产定价模型: basic/quant/资本资产定价模型_Capital Asset Pricing Model.md
- Fama-French三因子模型: basic/quant/Fama-French三因子模型_Fama and French Three Factor Model.md
- 入门教程:
- 量化交易员带你入门:
- 为什么有些交易策略能带来盈利？: start/quant_trader/为什么有些交易策略能带来盈利.md
- 如何打造“好用”的交易策略: start/quant_trader/如何打造“好用”的交易策略.md
- 如何如何划分交易风格？: start/quant_trader/如何如何划分交易风格.md
- 必懂概念入门:
- 夏普比率: start/sharpe.md
- 期权定价: start/option.md
- 波动率: start/volatility.md
- 资产组合理论: start/mpt-markowitz.md
- 策略类型入门:
- 一文解密量化策略类型: start/strategy-type.md
- 多策略对冲基金入门: start/multi-strategy.md
- 事件驱动型: start/event-driven.md
- 宏观对冲基金入门: start/macro-hedge.md
- 实用行业入门:
- 机构策略九个热门策略: start/nine-strategies.md
- Point72投资策略: start/point72-idea.md
- 量化前沿:
- 简介: advanced/index.md
- 量化最新研究:
- 最新研究目录: advanced/最新技术/index.md
- 业内使用案例:
- 对冲基金巨头布局AI量化: advanced/最新技术/ChatGPT-Balyasny.md
- 前沿技术:
- 使用大语言模型揭露企业年报中掩盖的坏消息: advanced/最新技术/llm-report.md
- RD-Agent 革新金融量化交易的AI自动化工具: advanced/最新技术/rd-agent.md
- 量化投资专家的投资组合管理指南: advanced/最新技术/Advanced Portfolio Management.md
- 研报精选:
- 研报精选目录: advanced/研报精选/index.md
- 多因子系列:
- 中信多因子: advanced/研报精选/中信-多因子系列/index.md
- 华泰多因子: advanced/研报精选/华泰-多因子系列/index.md
- 国盛多因子: advanced/研报精选/国盛-多因子系列/index.md
- 广发多因子: advanced/研报精选/广发-多因子系列/index.md
- 方正财通星火: advanced/研报精选/方正财通-星火系列/index.md
- 海通选股因子: advanced/研报精选/海通-选股因子系列/index.md
- 渤海多因子: advanced/研报精选/渤海-多因子系列/index.md
- 人工智能系列:
- 华泰人工智能: advanced/研报精选/华泰-人工智能系列/index.md
- 广发深度学习: advanced/研报精选/广发-深度学习系列/index.md
- 高频交易系列:
- A股高频研报: advanced/研报精选/a股高频研报/index.md
- 广发高频因子: advanced/研报精选/广发-高频因子系列/index.md
- 其他系列:
- 财通中信逐鹿: advanced/研报精选/财通中信-逐鹿系列/index.md
- 量化百宝箱:
- 简介: repo/quant_learn.md
- 量化学习资源:
- 开源工具库:
- 回测与实盘交易: repo/quant_learn/#backtesting-and-live-trading
- 事件驱动框架: repo/quant_learn/#general---event-driven-frameworks
- 向量化框架: repo/quant_learn/#general---vector-based-frameworks
- 加密货币框架: repo/quant_learn/#cryptocurrencies
- 交易机器人: repo/quant_learn/#trading-bots
- 分析工具:
- 技术指标: repo/quant_learn/#indicators
- 指标计算: repo/quant_learn/#metrics-computation
- 优化工具: repo/quant_learn/#optimization
- 定价工具: repo/quant_learn/#pricing
- 风险分析: repo/quant_learn/#risk
- 券商接口: repo/quant_learn/#broker-apis
- 数据工具:
- 数据源: repo/quant_learn/#data-sources
- 通用数据: repo/quant_learn/#general
- 加密货币数据: repo/quant_learn/#cryptocurrencies-1
- 数据科学: repo/quant_learn/#data-science
- 数据库: repo/quant_learn/#databases
- 图计算: repo/quant_learn/#graph-computation
- 高级分析:
- 机器学习: repo/quant_learn/#machine-learning
- 时间序列: repo/quant_learn/#timeseries-analysis
- 数据可视化: repo/quant_learn/#visualization
- 交易策略:
- 多资产策略: repo/quant_learn/#bonds-commodities-currencies-equities
- 债券商品股票REIT: repo/quant_learn/#bonds-commodities-equities-reits
- 债券与股票: repo/quant_learn/#bonds-equities
- 债券股票REIT: repo/quant_learn/#bonds-equities-reits
- 商品策略: repo/quant_learn/#commodities
- 加密货币策略: repo/quant_learn/#cryptos
- 外汇策略: repo/quant_learn/#currencies
- 股票策略: repo/quant_learn/#equities
- 学习资源:
- 视频资源: repo/quant_learn/#videos
- 博客资源: repo/quant_learn/#blogs
- 课程资源: repo/quant_learn/#courses
- 不同编程语言的量化框架:
- Python: repo/quant_repo/#python
- R: repo/quant_repo/#r
- Matlab: repo/quant_repo/#matlab
- Julia: repo/quant_repo/#julia
- Java: repo/quant_repo/#java
- JavaScript: repo/quant_repo/#javascript
- Haskell: repo/quant_repo/#haskell
- Scala: repo/quant_repo/#scala
- Ruby: repo/quant_repo/#ruby
- Elixir/Erlang: repo/quant_repo/#elixirerlang
- Golang: repo/quant_repo/#golang
- C++: repo/quant_repo/#cpp
- C#: repo/quant_repo/#csharp
- Rust: repo/quant_repo/#rust
- 框架: repo/quant_repo/#frameworks
- 研究成果复现: repo/reproduce.md
- 趋势型: repo/trend-following.md
- 统计套利型: repo/stat-arb.md
- AI+量化:
- 简介: ai/index.md
- 量化与人工智能结合:
- TradingAgents 多智能体LLM金融交易框架: ai/aiquant/TradingAgents.md
- InvestorBench 面向LLM金融决策任务的Benchmark: ai/aiquant/InvestorBench.md
- 2025年AI量化论文优选41篇: ai/2025-ai-paper.md
- AI量化交易基础: ai/ai-quant.md
- ChatGPT量化实战: ai/ChatGPT-quant.md
- ChatGPT选股策略: ai/ChatGPT-o1.md
- 论文速读与复现: ai/chat-paper.md
- 人工智能前沿:
- Transformer架构详解: ai/llm/Transformer.md
- DiffusionModel概述: ai/llm/Diffusion Models.md
- VQVAE模型概述: ai/llm/VQVAE.md
- 量化图书馆:
- Overview: library/overview.md
- 书籍:
- 人工智能:
- AI与机器学习:
- AI for Finance: library/book/AI for Finance/index.md
- Artificial Intelligence in Finance: library/book/Artificial Intelligence in Finance_ A Python-Based Guide/index.md
- Deep Learning for Finance: library/book/Deep Learning for Finance/index.md
- Machine Learning for Finance: library/book/Machine Learning for Finance/index.md
- Machine Learning in Finance: library/book/Machine Learning in Finance_ From Theory to Practice/index.md
- Financial Machine Learning: library/book/Financial Machine Learning/index.md
- Hands-On AI for Banking: library/book/Hands-On Artificial Intelligence for Banking/index.md
- 前沿技术应用:
- 主动投资组合管理新发展: library/book/前沿专题/Advances in Active Portfolio Management/index.md
- 算法交易方法: library/book/前沿专题/Algorithmic Trading Methods/index.md
- 算法与高频交易: library/book/前沿专题/Algorithmic and High-Frequency Trading/index.md
- 计算智能应用: library/book/前沿专题/Applications of computational intelligence in data-driven trading/index.md
- 机器学习资产定价: library/book/前沿专题/Empirical Asset Pricing via Machine Learning/index.md
- 金融科技案例: library/book/前沿专题/Financial Technology_ Case Studies/index.md
- 资产管理机器学习: library/book/前沿专题/Machine Learning for Asset Managers/index.md
- 资产定价机器学习: library/book/前沿专题/Machine Learning in Asset Pricing/index.md
- 金融机器学习实践: library/book/前沿专题/Machine Learning in Finance/index.md
- 金融机器学习进阶: library/book/前沿专题/Marcos López de Prado - Advances in Financial Machine Learning/index.md
- 量子金融: library/book/前沿专题/Quantum Finance/index.md
- 系统化交易: library/book/前沿专题/Robert Carver - Systematic Trading/index.md
- 另类数据指南: library/book/前沿专题/The Book of Alternative Data/index.md
- 量子机器学习: library/book/Quantum Machine Learning and Optimisation in Finance/index.md
- 概率机器学习: library/book/Probabilistic Machine Learning for Finance and Investing/index.md
- 量化交易:
- 算法交易:
- 算法与高频交易: library/book/algorithmic-and-high-frequency-trading-pdf-free/index.md
- 高频交易系统开发: library/book/Developing High Frequency Trading Systems/index.md
- Python金融交易实战: library/book/Hands-On Financial Trading with Python/index.md
- 算法交易机器学习: library/book/Machine Learning for Algorithmic Trading/index.md
- Python算法交易: library/book/Python for Algorithmic Trading/index.md
- 策略研究:
- 101个因子公式: library/book/量化交易/101 Formulaic Alphas - arXiv.org/index.md
- 151个交易策略: library/book/量化交易/151 Trading Strategies/index.md
- 期货市场指南: library/book/量化交易/A complete guide to the futures market/index.md
- 主动投资组合管理: library/book/量化交易/Active Portfolio Management/index.md
- 算法交易策略: library/book/量化交易/Algorithmic Trading_ Winning Strategies/index.md
- 行为金融: library/book/量化交易/BetaPlus_Behavioral_Finance/index.md
- 盈利因子: library/book/量化交易/BetaPlus_Profitability_Factor/index.md
- 时间序列分析: library/book/量化交易/BetaPlus_Time_Series_Analysis/index.md
- 趋势跟踪: library/book/量化交易/BetaPlus_Trend_Following/index.md
- Alpha挖掘: library/book/量化交易/Finding Alphas/index.md
- 高频交易实践: library/book/量化交易/High-frequency trading/index.md
- 金融优化方法: library/book/量化交易/Optimization Methods in Finance/index.md
- 量化股票投资: library/book/量化交易/Quantitative Equity Portfolio Management/index.md
- 量化投资分析: library/book/量化交易/Quantitative Investment Analysis Workbook/index.md
- 获取Alpha策略: library/book/量化交易/Quantitative Strategies for Achieving Alpha/index.md
- 量化交易系统: library/book/量化交易/Quantitative Trading/index.md
- 统计套利: library/book/量化交易/Statistical Arbitrage/index.md
- 波动率交易: library/book/量化交易/Volatility Trading/index.md
- 基础理论:
- 数学与统计:
- 蒙特卡洛方法: library/book/Monte Carlo Methods in Financial Engineering/index.md
- 金融优化方法: library/book/Optimization Methods in Finance（第二版）/index.md
- 金融大数据建模: library/book/Stochastic Modelling of Big Data in Finance/index.md
- 金融数学:
- 金融工程线性代数: library/book/金融数学/A Linear Algebra Primer for Financial Engineering/index.md
- 随机模型与风险: library/book/金融数学/Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization/index.md
- 金融衍生品数学: library/book/金融数学/An Introduction to the Mathematics of Financial Derivatives/index.md
- 风险与资产配置: library/book/金融数学/Attilio Meucci - Risk and Asset Allocation/index.md
- 金融工程数学入门: library/book/金融数学/Dan Stefanica - A Primer for the Mathematics of Financial Engineering/index.md
- 动态资产定价: library/book/金融数学/Darrell Duffie - Dynamic asset pricing theory/index.md
- 实证资产定价: library/book/金融数学/Empirical Dynamic Asset Pricing/index.md
- 市场微观结构: library/book/金融数学/Maureen O'Hara - Market Microstructure Theory/index.md
- 金融数学方法: library/book/金融数学/Methods of Mathematical Finance/index.md
- 量化金融导论: library/book/金融数学/Paul Wilmott - Paul Wilmott introduces quantitative finance/index.md
- 量化风险管理: library/book/金融数学/Quantitative risk management/index.md
- 波动率微笑: library/book/金融数学/The Volatility Smile/index.md
- 工程实现:
- 编程实现:
- Python金融理论: library/book/Financial Theory with Python/index.md
- R量化金融: library/book/Learning Quantitative Finance with R/index.md
- Python金融进阶: library/book/Mastering Python for Finance/index.md
- Python金融手册: library/book/Python for Finance Cookbook/index.md
- 风险管理:
- 风险管理机器学习: library/book/Machine Learning for Financial Risk Management with Python/index.md
- 金融信号处理: library/book/Financial Signal Processing and Machine Learning/index.md
- 面试资源:
- 量化面试指南:
- 量化金融常见问题: library/book/量化面试/Paul P. Wilmott - Frequently Asked Questions in Quantitative Finance/index.md
- Quant绿皮书精讲: library/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: library/book/量化面试/Timothy Falcon Crack - Heard on the Street/index.md
- 量化面试红宝书: library/book/量化面试/红宝书Quant Job Interview Questions And Answers/index.md
- 量化面试实践指南: library/book/量化面试/绿皮书A Practical Guide to Quantitative Finance Interviews/index.md
- 150个高频题: library/book/量化面试/黄皮书150 Most Frequently Asked Questions on Quant Interviews/index.md
- 中文精选:
- 金融时间序列分析: library/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
- 金融数据科学: library/book/【开放书】经济与金融数据科学/index.md
- 量化绿皮书: library/book/量化绿皮书/index.md
- 2024独家金融干货包: library/book/2024独家金融干货包/index.md
- Reference: library/reference.md
- 行业内幕:
- 简介: industry/overview.md
- 公司简介:
- 买方公司: industry/buy-side.md
- 卖方公司: industry/sell-side.md
- 大师人物:
- 西蒙斯: industry/master/Jim-Simons.md
- 2025年最值得关注的10家对冲基金: industry/2025-10-fund.md
- 大奖章基金：文艺复兴科技公司里独一无二的赚钱机器: industry/Medallion.md
- Quadrature Capital:你从未听过的神秘自营交易公司: industry/Quadrature-Capital.md
- 规模越大代表业绩越好？论对冲基金规模与其表现的关系: industry/size-fund.md
- 求职专区:
- 全球量化薪资大揭秘: job/quant-salary.md
- 一文全解析对冲基金的职业路径: job/quant-job.md
- 揭秘量化分析师的日常: job/quant-daily.md
- 探秘Jane Street实习的亲身经历: job/Jane-Street-intern.md
- 剑桥与北大内部培训项目: job/cambridge-and-pku.md
- 独家Chatbot:
- Overview: chatbot/overview.md
# Configuration
theme:
name: material
logo: asset/quant-wiki.svg # logo 图标
favicon: asset/quant-wiki.svg # 网页标签图标
icon:
repo: fontawesome/brands/github
# font:
# text: LXGW WenKai Mono TC
# code: Roboto Mono
language: zh
features:
- navigation.instant
- navigation.tabs
- navigation.sections
- navigation.top
- search.highlight
- search.share
- search.suggest
palette:
- scheme: default
primary: indigo
accent: indigo
toggle:
icon: material/brightness-7
name: Switch to dark mode
- scheme: slate
primary: indigo
accent: indigo
toggle:
icon: material/brightness-4
name: Switch to light mode
# Extensions
markdown_extensions:
- admonition
- codehilite:
guess_lang: false
- footnotes
- meta
- toc:
permalink: true
- pymdownx.arithmatex:
generic: true
# https://facelessuser.github.io/pymdown-extensions/extensions/betterem/
- pymdownx.betterem
- pymdownx.details
- pymdownx.emoji:
emoji_index: !!python/name:material.extensions.emoji.twemoji
emoji_generator: !!python/name:material.extensions.emoji.to_svg
- pymdownx.highlight
- pymdownx.superfences
- pymdownx.tasklist:
custom_checkbox: true
# Plugins
plugins:
- search
- minify:
minify_html: true
minify_js: true
minify_css: true
htmlmin_opts:
remove_comments: true
# - git-revision-date-localized:
# type: datetime
# Extra CSS and JavaScript
extra_css:
- stylesheets/extra.css
- https://cdn.jsdelivr.net/npm/[email protected]/style.css
extra_javascript:
- javascripts/mathjax.js
- https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js
extra:
social: # This is the social links section.
# - icon: fontawesome/brands/github # Use the Font Awesome icon name.
# link: https://github.com/your-username # Replace with your GitHub username.
# name: Visit me on GitHub # 用于 accessibility 的名字
- icon: fontawesome/brands/linkedin
link: https://www.linkedin.com/company/llmquant/
- icon: fontawesome/solid/globe
link: https://llmquant.com