定量分析师或“量化分析师”预测市场行为以实现利润最大化。我对他们用来完成此任务的软件感兴趣。是否有专门为数据挖掘套件http://en.wikipedia.org/wiki/Financial_modeling" rel="nofollow noreferrer">财务建模？
Quantitative Analysts or "Quants" predict the behavior of markets to maximize profits. I am interested in the software that they use to accomplish this. Are there development platforms, libraries, languages or Data Mining suites specifically tailored to Financial Modeling?
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统计建模：
首先，有一些统计计算语言，例如R，它是功能强大且开源，有许多用于分析和绘图的软件包。
您会发现一些与金融相关的 R 软件包：
机器学习和人工智能根据过去的数据训练系统：
Weka 数据挖掘：http://www.cs.waikato.ac.nz/ml /weka/
libsvm（数据分类器http://www.csie.ntu.edu.tw/~cjlin/libsvm/)
"人工情报：现代方法”一书（代码：http://aima.cs.berkeley.edu/code .html)
根据过去的数据回测交易系统：
更常见的是，经纪商交易平台将提供交易自动化设施，以脚本和语言的形式，您可以使用它们对交易“策略”的逻辑进行编程（有些使用通用语言，如 Java，有些使用专有语言）。他们还将提供一些最低限度的支持，以根据过去的数据测试策略，并获得有关所进行的交易及其结果的详细报告。
连接到经纪商和系统测试：
您可以使用一些经纪商专有的交易 API，或者使用更标准化的 修复。
构建一个 FIX 服务器来向您的交易系统（在本例中为 FIX 客户端）回放报价变动也是一种非常好的系统验证形式。大多数信誉良好的 ECN 将提供 FIX 访问。所以这比任何其他接口都更便携。
Statistical Modeling:
First, there are statistical computing languages like R which is powerful and open-source, with lots of packages for analysis and plotting.
You will find some R packages that relate to finance:
Machine Learning and AI to train the system on past data:
Weka Data Minig: http://www.cs.waikato.ac.nz/ml/weka/
libsvm (data classifiers http://www.csie.ntu.edu.tw/~cjlin/libsvm/)
"Artificial Intelligence: Modern Approach" book (code: http://aima.cs.berkeley.edu/code.html)
Backtesting the trading system on past data:
More often that not, broker trading platforms will provide facilities for trading automation, in form of scripts and languages with which you can program the logic of the trading "strategy" (some use common languages like Java, some use proprietary ones). They will also provide some minimal support to test the strategy on past data, and get a detailed report on the taken trades and their outcome.
Connection to broker and System Testing:
Either you use some broker-proprietrary trading API, or go with the more standardized FIX.
Building a FIX server that does a quotation ticks playback to your trading system (which in this case will be a FIX client) is also a very good form of validation of the system. Most reputable ECNs will provide FIX access. So this is more portable than any other interface.
本身没有任何成熟的平台/应用程序，因为该领域的几乎所有软件都是内部开发的，并且通常位于防火墙后面（显然是为了竞争优势；在竞争激烈的行业中
）包括许多算法和定价模型，并为框架或应用程序提供了一个合适的起点，称为 quantlib。
There aren't any full blown platforms/applications per-se, since pretty much all software in this field is developed in-house, and usually behind the firewall (obviously for competitive advantage; in a fiercely competitive industry)
A well known library that includes a lot of algorithms and pricing models, and makes for a suitable starting point for a framework or app is called quantlib.
OpenGamma 的 Strata 项目为市场风险提供了一个全面的开源 Java 库，包括量化所需的所有基本元素需要管理假期、交易、估值和风险措施等事务。免责声明，我是一名作家。
The Strata project from OpenGamma provides a comprehensive open source Java library for market risk, including all the basic elements a quant would need to manage things like holidays, trades, valuation and risk measures. Disclaimer, I am an author.