A Chinese grad student's curated on-ramp to quant finance
An opinionated reading list, arXiv radar, and link farm for anyone trying to break into quantitative trading—especially in Chinese markets.

What it does
This repo is a living syllabus for quantitative-finance beginners, maintained by a Hunan University fintech group. It bundles three things: an open-source multi-factor equity research framework (still being released), a hand-curated collection of textbooks, code snippets, and sell-side research notes, and a machine-updated arXiv radar that tracks 962 AI-finance papers with semantic search and institution filters.
The interesting bit
The arXiv radar is the part that actually ships. It runs on a VitePress sub-site, indexes 10 categories, and auto-updates via npm run arxiv:update—a rare case where a student repo builds infrastructure instead of just listing infrastructure. The rest is a very thorough link farm: backtesters, portfolio optimizers, crypto bots, HFT simulators, even Z-library and SSRN for paper piracy.
Key highlights
- Auto-updated arXiv radar: 962 papers indexed, 494 “focus” papers, semantic retrieval enabled
- Multi-factor tutorial framework (planned open-source from a university quant group)
- Curated lists spanning backtesting, factor mining, RL trading, sentiment analysis, and high-frequency market-making
- Heavy China-market bias: domestic platforms (JoinQuant, VeighNa, BigQuant) and Chinese-language courses featured prominently
- “My materials” section includes messy intern code notes—refreshingly honest about the learning curve
Caveats
- The multi-factor framework is described as “planned” open-source; the diagram exists but code availability is unclear
- Many sections are link stubs (“点击跳转”) or empty placeholders like “基金研究与FoF”
- Maintenance is sporadic: some content marked “待添加” (to be added), and the author invites suggestions in Discussions
Verdict
Worth bookmarking if you’re a Mandarin-speaking student trying to navigate quant recruiting in China, or if you want a filtered view of AI-finance preprints. Skip it if you need production-ready code—this is a map, not a toolkit.
Frequently asked
- What is Barca0412/Introduction-to-Quantitative-Finance?
- An opinionated reading list, arXiv radar, and link farm for anyone trying to break into quantitative trading—especially in Chinese markets.
- Is Introduction-to-Quantitative-Finance open source?
- Yes — Barca0412/Introduction-to-Quantitative-Finance is open source, released under the MIT license.
- What language is Introduction-to-Quantitative-Finance written in?
- Barca0412/Introduction-to-Quantitative-Finance is primarily written in Python.
- How popular is Introduction-to-Quantitative-Finance?
- Barca0412/Introduction-to-Quantitative-Finance has 1.6k stars on GitHub.
- Where can I find Introduction-to-Quantitative-Finance?
- Barca0412/Introduction-to-Quantitative-Finance is on GitHub at https://github.com/Barca0412/Introduction-to-Quantitative-Finance.