With the lasting development of stock index futures, margin trading business, refinancing, treasury bond futures, options, Chinese market will really approach the age of quantitative investment. Rich quantitative factors are the basic and premise of quantitative research. Based on the education and practice condition of domestic quantitative research, RESSET researched and developed the RESSET Quantitative Investment Database, meeting the demands of automatic trading, quantitative investment, program trading, algorithm trading, and high frequency trading. It is the indispensable basic product for quantitative investment research, trading and risk management in the Chinese financial institution market.