Resources & Links

This folder collects cross-Part reference materials and external resource links.

⚠️ Important Note: Data provider pricing, latency metrics, and API specifications change frequently. This folder's content was last verified in 2025-01. Please check official documentation for the latest information before use.

Which File Do I Need?

The file index below is organized by book part; this is organized by the question you actually have.

"Which data provider should I pay for?" → Data-Provider-Comparison compares Binance, Yahoo, and Bloomberg on price and use case, then read Market-Data-Licensing-Basics before you resell or redistribute anything you pull from a Pro-tier feed.
"I'm ready to connect a broker and go live." → Broker-Platforms-and-APIs for the API surface, then FIX-Protocol-Introduction if your broker or venue speaks FIX rather than a REST/WebSocket API.
"I want to see how real funds are actually structured, not just strategy theory." → Top-Quant-Fund-Case-Studies.
"My strategy needs order-book depth, not just OHLCV bars." → Tick-and-L2-Order-Book-Data-Sources, and if latency itself becomes the bottleneck, HFT-Data-Centers on co-location.
"I want the academic grounding, not just the practitioner summary." → ArXiv-Papers.
"I don't know where to start at all." → skip this page and go straight to the Recommended Reading List below — it's a full learning path, not a link dump.

File Index

File	Content	Applicable Stage
Data-Provider-Comparison	Comparison of major data providers (Binance, Yahoo, Bloomberg, etc.) - features, pricing, use cases	Part 2+
Broker-Platforms-and-APIs	Introduction to trading APIs from major brokers	Part 5
Top-Quant-Fund-Case-Studies	Case study snapshots of leading quant institutions in China and abroad	Extended Reading
Tick-and-L2-Order-Book-Data-Sources	Channels and pricing for high-frequency data procurement	Part 5 (Advanced)
HFT-Data-Centers	HFT data center locations and co-location services	Background Knowledge
FIX-Protocol-Introduction	FIX 4.4 message structure, QuickFIX implementation	Part 5
Market-Data-Licensing-Basics	Pro vs Non-Pro, redistribution limits, SIP/OPRA vs direct feeds	Part 2+
ArXiv-Papers	Recommended academic papers related to quantitative trading	Extended Reading

External Resources

Data Sources

Yahoo Finance (Free daily data) - yfinance Python library. Unofficial and scraped, not a licensed feed — fine for backtesting on your laptop, not something to build a live system or a redistributed product on.
Alpha Vantage (Free/Paid API) - the free tier's rate limit is tight enough that a research loop iterating over more than a handful of symbols will need the paid tier or a local cache.
Binance API (Cryptocurrency data) - no listing/delisting survivorship-bias warning built in; if you backtest on today's symbol list, you're silently excluding every coin that got delisted, which biases returns upward.

Backtesting Frameworks

VectorBT - Vectorized backtesting, fast execution
Backtrader - Event-driven, full-featured
zipline-reloaded - Community-maintained fork of the original Quantopian framework (Quantopian shut down in 2020) — the dead upstream zipline package still shows up at the top of search results, so check you installed the -reloaded fork.
LEAN (QuantConnect) - Institutional-grade open-source backtesting engine
vnpy - Chinese quant framework, supports CTP interface

Multi-Agent Frameworks

AutoGen - Microsoft open source
CrewAI - Role-driven orchestration

Kocoro-lab/Shannon

Reference multi-agent implementation for this course — Rust/Go/Python, deterministic execution and budget enforcement.

View on GitHub