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Βιβλιοθήκη γνώσης

Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Βιβλιοθήκη μαθημάτων ποσοτικής ανάλυσης
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Διαλέξεις Quantopian
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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Zipline
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

NautilusTrader

This documentation explains platform support for listed, crypto, spread, and binary options, including differences in their metadata and identifiers. It describes subscribing to venue-provided Greeks either for an individual contract or for a series-level…

Δικαιώματα προαίρεσηςΚρυπτονομίσματαΑποτίμηση παραγώγωνBacktesting
vn.py community

This forum exchange discusses modeling different futures commission schedules by contract, including cases where closing a position opened the same day incurs a higher fee. It says the backtester’s basic settings handle percentage fees and describes fixed…

Συμβόλαια μελλοντικής εκπλήρωσηςBacktestingΕκτέλεση εντολών
SuperMind

This document describes a Chinese A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a control ratio above 21%. It frames the control ratio as a measure for narrowing the pool after…

ΜετοχέςΑγορές ΚίναςΕπενδύσεις βάσει παραγόντων
MQL5 code base

The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΣτατιστική
SuperMind

The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΣτατιστική
MQL5 code base

The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΜετοχές
ProRealCode

The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…

ΜετοχέςΑκολούθηση τάσηςΤεχνικοί δείκτεςΚαθορισμός μεγέθους θέσης
SuperMind

The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…

ΜετοχέςΟρμήΤεχνικοί δείκτεςΣτατιστική
MQL5 code base

The document describes an indicator that constructs a sliding line using fourth-degree polynomial interpolation, then extrapolates it with a sine wave. It refers to alternative shapes for the extrapolated line, including nearly constant behavior and a…

Τεχνικοί δείκτεςΣτατιστική
MQL5 code base

The document describes a way to distinguish results when multiple Expert Advisors (EAs) and manual trades share one account. An account-level equity curve combines their activity, making it hard to see which systems generated gains, stopped trading, or…

Εκτέλεση εντολώνΣτατιστική
SuperMind

The document describes a short-term equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, a K indicator below 20, and a daily gain above 1%. The post also gives a reference expression and a sample Python workflow that…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΑγορές Κίνας
BigQuant

This brief support discussion addresses a backtest failure in a modular trading strategy. The response suggests that module m22 may not be receiving data from its upstream input, and recommends checking that connection and whether the input actually contains…

Backtesting
SuperMind

This note describes a Chinese-equity screen for stocks with turnover between 3% and 12%, codes beginning with 60, and a three-session candlestick pattern labeled a morning star. The accompanying example obtains listed-stock and daily market data, checks the…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
SuperMind

This note presents a Chinese-equity screening approach that ranks stocks by relative volume and selects prices between the middle and upper Bollinger Bands, while also considering an early-session gain threshold. Its initial description uses a gain below 6%,…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΜεταβλητότητα
SuperMind

This note describes a Chinese-equity screen combining daily turnover between 3% and 12%, appearance on the prior day’s trading leaderboard, and a condition framed as at least five overlapping moving averages. The proposed rationale is to pair a measure of…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
Amberdata research

The guide explains how impermanent loss arises when the relative prices of two tokens change while they are held in an automated market maker (AMM) liquidity pool. It contrasts a liquidity position with simply holding the deposited assets, describes how…

ΚρυπτονομίσματαDeFiΔιαχείριση κινδύνουBacktesting
BigQuant

This tutorial describes how to create a forward-looking label for whether a Chinese stock will close limit-down, outside a price limit, or limit-up on the next trading day. It uses a precomputed stock factor table and a price-limit status field whose values…

ΜετοχέςΑγορές ΚίναςΣτατιστικήBacktesting
SuperMind

This stock selection method focuses on companies classified in the metaverse industry. It filters for a volume ratio between 1.5 and 6 and then keeps stocks in the top 10% by large-order net flow. The intended idea is to find shares experiencing elevated…

ΜετοχέςΑγορές ΚίναςΜικροδομή αγοράςΟρμή
SuperMind

This proposed stock screen combines a technical condition with a dividend measure. It calls for RSI below 65, a positive product of percentage price change and a large-order net-flow measure, and a 2019 dividend ratio above 25%. The article describes the…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΕπενδύσεις βάσει παραγόντων
SuperMind

This stock selection recipe combines trading activity, institutional participation, exchange segment, and valuation. It selects Shenzhen Main Board stocks after the close when the five-day amplitude measure is above 1, institutional participation exceeds 30,…

ΜετοχέςΑγορές ΚίναςΕπενδύσεις βάσει παραγόντωνΔιαχείριση κινδύνου
SuperMind

This A-share screening rule combines daily turnover between 3% and 12%, market capitalization below 10 billion yuan, a profitability condition based on return on equity, and price amplitude above 1. It is intended to focus on smaller companies that are…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΔιαχείριση κινδύνουΑγορές Κίνας
SuperMind

This A-share stock screen selects shares with a 14-period RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and no limit-up close on the previous day. The stated rationale is to use RSI as a short-term weakness filter,…

ΜετοχέςΤεχνικοί δείκτεςΕπαναφορά στον μέσο όροΑγορές Κίνας
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may…

ΜετοχέςΤεχνικοί δείκτεςΕπαναφορά στον μέσο όροΑγορές Κίνας
BigQuant

This indicator description covers a chart tool that plots multiple Hull Moving Average periods together, with each line colored according to whether it is rising, falling, or flat. Users can configure it to show two, three, or four Hull lines, allowing…

Τεχνικοί δείκτεςΑκολούθηση τάσης