✨ Empowering You to Enter Quantitative Futures Trading from Scratch ✨
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This tutorial aims to help traders systematically master the core skills of quantitative futures trading.
In the futures market, quantitative trading (which addresses the question of "how to think"—i.e., strategy logic) and algorithmic trading (which addresses the question of "how to act"—i.e., automated execution) complement each other. Starting from scratch, this tutorial will guide you beyond the stage of subjective trading—which relies solely on market intuition—and help you build your own quantitative trading system.
Whether you are a subjective futures trader looking to transition into quantitative methods, or a university student just getting started, you will find content here that is suitable for you.
- Practice-Oriented: No empty theoretical talk; every chapter is accompanied by executable code examples.
- Market-Focused: The content is closely aligned with the domestic futures market (covering topics such as the CTP protocol, night session handling, tick data adjustment, etc.).
- Logical Clarity: Strictly distinguishes between strategy research (quantitative) and system construction (algorithmic), helping you establish a correct conceptual framework.
- Continuous Updates: Constantly iterated to keep pace with market changes and new Python technology stacks.
Chapter001: Concepts of Algorithmic Trading vs. Quantitative TradingChapter002: Concepts of CTP and the CTP API
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- If you are a beginner: It is recommended that you read the chapters in order, starting from
Chapter001, while simultaneously running the accompanying code examples. - If you are an experienced trader: You may jump directly to the chapters that interest you (e.g., live trading integration); however, it is still recommended that you briefly review the basic concepts section first to ensure a consistent understanding of the terminology.
Inevitably, there may be omissions or errors in this tutorial; your corrections are welcome:
- If you discover any code bugs or textual errors, please feel free to submit an Issue or a Pull Request.
- If you have any great strategy ideas or practical trading experiences to share, please feel free to reach out to me via the contact details provided. ## 📄 License
This project is licensed under the Apache-2.0 license. However, trading involves risk; any actions taken based on this project are at your own risk, and you assume full responsibility for any resulting profits or losses.
- Author: Lumosylva
- Discussion Group:
Last updated: 2026-05-08