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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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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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Διαλέξεις Quantopian
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Jesse
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pyfolio
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Alphalens
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backtesting.py
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Awesome Quant
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

SuperMind

This community post describes a short-term stock selection idea combining a gap-up condition, net inflow attributed to major investors, low valuation, and a small market-cap filter. The author presents the approach as a compact model, and commenters…

Αγορές ΚίναςΜετοχέςΔιάσπαση επιπέδουBacktesting
MQL5 code base

This note explains how an Expert Advisor can detect the opening of a new candle in MetaTrader when a tick arrives. Since the platform does not provide a dedicated new-bar event handler, the method stores the opening time of the current bar and compares it…

Εκτέλεση εντολώνΣυμβόλαια μελλοντικής εκπλήρωσης
BigQuant

This report reviews the relative performance of Chinese quantitative equity funds and considers what rising assets under management mean for strategy design. It attributes the period’s advantage for index-enhanced and quantitative long products largely to…

Αγορές ΚίναςΜετοχέςΕπενδύσεις βάσει παραγόντωνΚατασκευή χαρτοφυλακίου
ProRealCode

This indicator plots separate volatility measures for bullish and bearish price movement. For the bearish line, it measures the prior close’s distance from the current low; for the bullish line, it measures the current high’s distance from the prior close.…

ΜεταβλητότηταΤεχνικοί δείκτεςΣτατιστική
SuperMind

The proposed screen selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and return on equity above 15% across five consecutive years. It combines a liquidity and trading-activity filter with a measure of…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΤεχνικοί δείκτες
vn.py community

The post asks how to keep local records of live trading activity, including daily fills and account or funding information, in files or a database. The reply points readers to VeighNa’s portfolio management application documentation as a possible way to…

Εκτέλεση εντολώνΔιαχείριση κινδύνου
SuperMind

This Chinese-language post proposes a stock screen combining daily price range, an estimate of prior-day major-investor control based on money flow, and association with the metaverse theme. It describes the approach as using both technical and fundamental…

Αγορές ΚίναςΜετοχέςΟρμήΤεχνικοί δείκτες
MQL5 code base

The document presents the Real Signal indicator as a visual aid for judging the current direction of a currency pair. Its suggested reading method is to inspect the latest line for a buy or sell indication, using a vertical line on the chart to make…

ΣυνάλλαγμαΤεχνικοί δείκτεςΔιάσπαση επιπέδου
MQL5 code base

The document introduces the Force Index, an indicator attributed to Alexander Elder, and gives its basic calculation: price change multiplied by current volume, with a 13-period exponential moving average as a smoothed version. It describes a variant that…

Τεχνικοί δείκτεςΜεταβλητότηταΔιάσπαση επιπέδου
MQL5 code base

This indicator displays Stochastic Oscillator readings for a user-selected period across timeframes in a text block. Users can adjust the block's size and font, and hide timeframes that are not in use. The display supports up to ten indicators at once. Its…

Τεχνικοί δείκτεςΠολλαπλές κατηγορίες περιουσιακών στοιχείωνΣτατιστική
ProRealCode

This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…

ΣυνάλλαγμαΣυμβόλαια μελλοντικής εκπλήρωσηςΟρμήΤεχνικοί δείκτες
SuperMind

This Chinese stock screening note proposes selecting shares with MACD above zero, a specified company concept, and a reported ownership concentration ratio above 21%. Its stated rationale is that positive MACD may indicate upward momentum, while the company…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΑγορές Κίνας
ProRealCode

The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…

Τεχνικοί δείκτεςΟρμήΑκολούθηση τάσης
BigQuant

The document introduces reinforcement learning through the interaction of an agent and an environment, where actions produce feedback and the objective is to maximize discounted future rewards. It frames the problem as a Markov decision process, explaining…

Μηχανική μάθησηΜετοχέςΑγορές ΚίναςBacktesting
MQL5 code base

The document discusses the McGinley Dynamic as a price-following average and distinguishes an original calculation from a later modified version. It challenges common descriptions that portray the indicator as inherently faster or better at tracking market…

Τεχνικοί δείκτεςΑκολούθηση τάσης
ProRealCode

The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…

Τεχνικοί δείκτεςΜεταβλητότηταΔιαχείριση κινδύνου
SuperMind

This short-term A-share screen combines three conditions: RSI below 65, parent-attributable net profit growth above 20% and no more than 100%, and a positive daily MACD reading. The document presents RSI as a way to find stocks that may have rebound…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
MQL5 code base

The described Expert Advisor monitors the combined profit of all open terminal positions across symbols and magic numbers. It waits until aggregate profit reaches a minimum threshold, then tracks a percentage drawdown from the highest profit reached. If…

Διαχείριση κινδύνουΚαθορισμός μεγέθους θέσηςΕκτέλεση εντολών
SuperMind

This A-share screening rule combines a turnover range of 3% to 12%, a rising DEA signal, and a close above the previous session’s low. The document explains the turnover filter as a way to focus on actively traded stocks and treats rising DEA and the price…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
BigQuant

This research summary presents asset allocation as a continuing process: define investor objectives, set an investment strategy, implement it, and review performance. Objectives specify the desired return, acceptable risk, and other investor needs. The…

Πολλαπλές κατηγορίες περιουσιακών στοιχείωνΚατασκευή χαρτοφυλακίουBacktestingΔιαχείριση κινδύνου
BigQuant

This overview describes several ways quantitative trading attempts to identify and capture market opportunities. It presents historical data analysis and backtesting as tools for assessing a strategy, then discusses automated execution, momentum examples,…

BacktestingΟρμήΑρμπιτράζΔιαχείριση κινδύνου
NautilusTrader

This guide explains how NautilusTrader stores and accesses market data through a Parquet catalog backed by a Rust storage layer. It covers local and cloud storage, timestamp precision, compression choices, file organization, typed data queries, and…

BacktestingΕκτέλεση εντολώνΜικροδομή αγοράςΔιαχείριση κινδύνου
BigQuant

A BigQuant forum question asks how to select the ten stocks with the strongest return over the previous calendar year on the first trading day of a new year. The user’s current approximation compares prices about 250 trading days apart, but they want a…

ΜετοχέςΑγορές ΚίναςΣτατιστικήΚατασκευή χαρτοφυλακίου
MQL5 code base

This brief description introduces a chart indicator that displays three Keltner channels derived from one moving average as a colored cloud. It also shows the latest channel values as price labels, allowing a trader to see several channel levels together on…

Τεχνικοί δείκτεςΜεταβλητότητα