Against the backdrop of increasing volatility in global financial markets, traditional quantitative investment systems are facing challenges such as single-dimensional data, lagging strategy iteration, and slow decision-making response. The deep integration of iTick's Forex and Stock Quote API services with the DeepSeek-R1 large model, through an innovative architecture of "data + algorithm + scenario," has brought revolutionary breakthroughs to the field of quantitative investment.
I. Construction of a Full-Dimensional Data Ecosystem
Leveraging iTick API's capability to access real-time data across all asset classes, the system can obtain over ten million tick data from more than 200 global exchanges, including Forex, stocks, and options. It also integrates 8 million macroeconomic indicators, industry chain data, and news sentiment provided by the Wind Client API. Through DeepSeek-R1's heterogeneous data fusion engine, which dynamically allocates data weights using an attention mechanism, the correlation between social media sentiment indices and fundamental data has been improved to 0.87. The system constructs a 78-dimensional data cube, incorporating alternative data sources such as satellite remote sensing and supply chain logistics. For example, optimizing commodity strategies using customs import and export data streams has increased the Sharpe ratio by 0.8 percentage points.
Requesting K-Line Data
python -m pip install requests
"""
**iTick**: iTick is a data agency providing reliable data source APIs for fintech companies and developers, covering Forex API, stock API, cryptocurrency API, index API, etc., helping to build innovative trading and analysis tools. Currently, there is a free package available that can meet the needs of individual quantitative developers.
Open-source stock data API address:
https://github.com/itick-org
Apply for a free API key at:
https://itick.org
"""
import requests
url = "https://api.itick.org/stock/kline?region=hk&code=700&kType=1"
headers = {
"accept": "application/json",
"token": "bb42e24746784dc0af821abdd1188861d945a07051c8414a8337697a752de1eb"
}
response = requests.get(url, headers=headers)
print(response.text)
iTick：iTick is a data agency providing reliable data source APIs for fintech companies and developers, covering Forex API, stock API, cryptocurrency API, index API, etc., helping to build innovative trading and analysis tools. Currently, there is a free package available that can meet the needs of individual quantitative developers.
Github：https://github.com/itick-org
Official website address：https://itick.org
II. Intelligent Strategy Generation Engine
At the algorithmic level, DeepSeek-R1 adopts a triple evolutionary mechanism combining reinforcement learning and genetic algorithms: dynamically adjusting decision tree weights based on dynamic Bayesian networks, compressing order execution latency to 0.7 microseconds using a quantum computing simulator, and identifying microstructural patterns in high-frequency data streams with a spatiotemporal compression algorithm, improving signal generation efficiency by threefold. On the Feishu multi-dimensional table platform, batch strategy generation is achieved through AI field shortcuts. By inputting stock codes, the system automatically generates multi-dimensional reports including volatility forecasts and fund flow analysis, supporting automatic PDF delivery to trading teams. A private equity firm's tests showed that the system can generate 2,000 strategy variants per week, with 23% consistently producing excess returns.
III. Adaptive Risk Management System
For extreme market conditions, the system builds a multi-layered risk control architecture: a real-time stress testing module can issue warnings 15 minutes before market anomalies; a quantum Monte Carlo simulation algorithm speeds up tail risk calculation by 20 times, with capital drawdown control accuracy reaching 0.03%. In the strategy validation phase, the introduction of Walk-Forward optimization and dynamic feature selection mechanisms reduces overfitting risk by 38%. A quantitative product adjusted its strategy nine trading days earlier than traditional methods during the semiconductor market trend in Q1 2024, narrowing the drawdown by 37%.
IV. Efficiency Revolution and Cost Optimization
Leveraging Feishu multi-dimensional tables' batch processing capabilities, DeepSeek-R1's invocation efficiency has increased by 120 times. Users can automate workflows through AI field shortcuts: for example, setting alerts for opening prices above cost prices or generating multi-modal analysis reports for listed companies' conference calls. The system initially provides 1 million tokens of free usage, with additional resources easily expandable by binding a Volcano Engine account. In practices at institutions like Guoyuan Securities, this architecture has reduced the research report generation cycle from 48 hours to 2 hours, cutting information processing costs by 65%.
This deep integration is reshaping the paradigm of quantitative investment: a hedge fund in Shanghai, integrating iTick API's real-time data with DeepSeek-R1's intelligent decision-making, achieved an absolute return of 18.7% in Q1 2025, with a maximum drawdown of only 2.3%. As more financial institutions complete local deployments (such as Huawei's Ascend intelligent computing platform), the AI quantitative ecosystem based on "data + model + scenario" is accelerating, ushering in a new era of intelligence for the asset management industry.
