程序化交易平台介绍整理
http://www.matlabsky.com/thread-21772-1-1.html

量化相关网站整理

宽客网：http://www.iamquant.com/forum.php

中国量化投资网：http://www.myvc.com.cn/

宽客俱乐部：http://www.quant-club.com/

中国量化投资俱乐部：http://www.go-goal.com/qclub/Index.aspx

中国量化投资学会：http://chinaqi.org/

海洋部落：http://www.hylt.net/vb/

Matlab技术论坛：http://www.matlabsky.com/

Quantzone：http://www.quantzone.org/

faruto的博客：http://blog.sina.com.cn/s/blog_4cf8aad30102e5dh.html

中国统计网：http://www.itongji.cn/

统计之都：http://cos.name/

SAS博客：http://blog.sina.com.cn/episas

冰火岛的博客：http://blog.sina.com.cn/s/articlelist_1640260361_0_1.html

郑来轶博客：http://blog.sina.com.cn/s/articlelist_1606645093_0_1.html

数据挖掘学习交流站：http://www.businessanalysis.cn/portal.php

知乎量化投资话题：http://www.zhihu.com/topic/19669103/questions

人大经济论坛SAS专版：https://bbs.pinggu.org/forum-68-1.html

Wilmott Forums http://www.wilmott.com/

矿工社区 http://quanthr.com/bbs/

ET Forum http://www.elitetrader.com/

金融数学 http://www.mathfinance.cn/

宽客思维 http://www.quantminds.com/

宽客网 http://www.quantnet.com/

sourceforge http://sourceforge.net/

Archive of Papers

Behavioral Finance

http://behaviouralfinance.net/

Forums and Public Resources

Tradery http://www.tradery.com/

JavaTradershttp://groups.google.com/group/JavaTraders

InteractiveBrokers.API.Discussion.Forumhttp://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

NinjaTraderhttp://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 Venicehttp://mov.sourceforge.net/

Open Java Trading Systemhttp://ojts.sourceforge.net/

TrueTradehttp://code.google.com/p/truetrade/

Artificial Stock Markethttp://artstkmkt.sourceforge.net/

iTrade http://itrade.sourceforge.net/

Matlab Automated Trading Toolbox

http://sourceforge.net/projects/mlmechtrade

NexTick http://nextick.sourceforge.net/

Robotraderhttp://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/

BrokerageAPI

InteractiveBrokers TWShttp://www.interactivebrokers.com/e...i&ib_entity=llc

Genesis Securitieshttp://www.gndt.com/automated/download.htm

Trading Technologies

http://www.tradingtechnologies.com/(http://devnet.tradingtechnologies.c...ductCenter.aspx)

FIXopaediahttp://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 Visualizerhttp://dataviews.sourceforge.net/

Market Analysis Systemhttp://eiffel-mas.sourceforge.net/

Matrex http://matrex.sourceforge.net/

Scilab http://www.scilab.org/

HistoricData

Historic Futures Datahttp://www.anfutures.com/data_es.htm

Historic Commitment of Tradershttp://www.cftc.gov/marketreports/c...historical.html

Historic Forex Datahttp://disktrading.is99.com/disktrading/

Historical Tick Datahttp://www.tickdata.com/

StrategyDiscussion

Pairs Trading

http://yats.com/doc/cointegration-en.html

SoftwareLibraries & Source Code

Python

Twisted http://twistedmatrix.com/trac/

Processinghttp://pypi.python.org/pypi/processing

Stackless http://www.stackless.com/

twillhttp://twill.idyll.org/python-api.html

disco http://discoproject.org/

Matlab

Free Packages

http://newsgroups.derkeiler.com/Arc...0/msg00013.html

Matlab Toolboxes

http://stommel.tamu.edu/~baum/toolboxes.html