https://github.com/jincheng9/finance_tutorial

证券、期货市场量化交易相关业务和技术知识笔记
https://github.com/jincheng9/finance_tutorial

futures options quant-dev quant-research quant-resources securities

Last synced: 2 months ago
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证券、期货市场量化交易相关业务和技术知识笔记

• Host: GitHub
• URL: https://github.com/jincheng9/finance_tutorial
• Owner: jincheng9
• Created: 2022-05-05T03:37:35.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2025-05-05T05:26:14.000Z (5 months ago)
• Last Synced: 2025-07-12T08:37:08.890Z (3 months ago)
• Topics: futures, options, quant-dev, quant-research, quant-resources, securities
• Language: Python
• Homepage:
• Size: 67.7 MB
• Stars: 42
• Watchers: 2
• Forks: 6
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

          
## 证券、期货等量化交易相关的金融业务和技术

## 微信公众号

* coding进阶：分享量化交易相关业务、技术和职场经验

  ![coding进阶](./workspace/img/wechat.png)

## 场内业务

### 证券

包含股票、债券、基金、逆回购、股票期权、指数等

* 业务规则

  * [上交所和深交所证券代码段分配规则](./workspace/securities/code_allocation.md)

  * [北交所和新三板证券代码段分配规则](./workspace/securities/bse_neeq_code_allocation.md)

  * [上交所和深交所逆回购代码888880和131990](./workspace/securities/repo.md)

  * [沪深交易所集合竞价规则](https://zhuanlan.zhihu.com/p/137762677)

  * [沪深交易所市价委托含义说明](./workspace/securities/market_order.md)

  * [100+1交易新规则+零股卖出详细说明](./workspace/securities/odd_lot.md)

  * [场内融资融券交易规则说明](./workspace/securities/margin_trade.md)

  

* 费用

  * [股票交易费用](./workspace/securities/stock_fee.md)

* 除权除息

  * [一文读懂分红、除权除息和复权](./workspace/securities/xd_xr.md)

### 期货

* 交易规则

  * [各大期货交易所的交易时间](./workspace/futures/trading_time.md)

  * [期货交易品种板块分类](https://zhuanlan.zhihu.com/p/459400875)

  

* 费用

  * 保证金

  * 手续费

  * 期货投资者保障基金

    * [期货交易所和期货公司缴纳费用](./workspace/futures/future_investor_protection_fund.md)

## 场外业务

### DMA业务

* [一文读懂DMA业务](./workspace/dma/lecture01.md)

## 策略相关

* [什么是基差和升贴水](./workspace/strategy/index_futures_basis.md)

* [为什么股指期货到期时基差会收敛至0附近](./workspace/strategy/index_futures_basis_converge.md)

* [为什么股指期货贴水深会导致中性策略对冲成本高](./workspace/strategy/index_futures_hedge_cost.md)

* [一分钟爬取M1/M2数据的发布日期](./workspace/data)

## 交易系统技术

## 量化交易书籍

* [量化投资经典书籍推荐](./workspace/book/00-quant-book.md)