Textbook: Quantitative Investment from Theory to Practice

This textbook is currently available in Chinese only. English translation is planned for future releases.

Please refer to the Chinese Version for the full content.

Before You Read

To avoid confusion when you see local log timestamps alongside UTC fields such as timestamp_iso, read these two pages first:

• Intro explanation: AKQuant Time and Timezones
• Advanced FAQ: Timezone Handling Guide

Core rule:

AKQuant stores factual event time in UTC and renders local time for humans.

English Chapter Skeleton

You can still browse the full chapter structure in English and jump to the Chinese source chapter from each page:

• Chapter 1: Quantitative Investment Overview and Environment Setup
• Chapter 2: Programming Survival Guide
• Chapter 3: Financial Data Acquisition and Processing
• Chapter 4: Event-Driven Backtesting Principles
• Chapter 5: Strategy Development in Practice
• Chapter 6: A-Share Market Microstructure and Strategy Practice
• Chapter 7: Futures Market and Derivatives Strategies
• Chapter 8: Options Pricing and Volatility Strategies
• Chapter 9: Fund Investment and Asset Allocation Theory
• Chapter 10: Strategy Evaluation Framework and Risk Metrics
• Chapter 11: Parameter Optimization and Robustness Validation
• Chapter 12: Machine Learning in Quantitative Investing
• Chapter 13: Strategy Visualization and Report Analysis
• Chapter 14: High-Performance Factor Mining and Expression Engine
• Chapter 15: Live Trading Systems and Operations
• Chapter 16: AKQuant Indicator System and Practical Usage

Recent updates in the Chinese textbook:

• Chapter 11 includes the PARAM_MODEL + param_grid workflow for UI-driven parameter optimization.
• Chapter 15 has been aligned with current live-trading APIs, including warm-start and strategy-loader paths.
• Chapter 5 now includes the full on_xxx callback map, framework hooks, class-style Tick callback study path, on_pre_open guidance, and a staged next-day execution example.
• Textbook chapter structure and example chapter labels are now synchronized.