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Library ng kaalaman

Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.

Quant Q&A
20,364 na dokumento
SuperMind
12,226 na dokumento
OKX Learn
8,431 na dokumento
Strategy library
7,910 na dokumento
MQL5 code base
7,090 na dokumento
BigQuant
3,481 na dokumento
Bitget Academy
3,298 na dokumento
MQL5 articles
3,012 na dokumento
TradingView scripts
1,976 na dokumento
ProRealCode
1,507 na dokumento
Deribit Insights
1,232 na dokumento
Machine Learning for Trading
1,124 na dokumento
arXiv papers
1,033 na dokumento
Amberdata research
766 na dokumento
FMZ forum
682 na dokumento
FMZ digest
662 na dokumento
vn.py community
560 na dokumento
QuantInsti blog
511 na dokumento
Galaxy Research
340 na dokumento
QuantStart
246 na dokumento
Stratmill research code
219 na dokumento
Robot Wealth
195 na dokumento
NautilusTrader
191 na dokumento
Hummingbot docs
181 na dokumento
Paradigm research
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Lumibot
164 na dokumento
Kraken Learn
163 na dokumento
Library ng mga kurso sa quant
157 na dokumento
OctoBot
152 na dokumento
Cryptohopper blog
144 na dokumento
Systematic trading blog (Rob Carver)
132 na dokumento
Qlib
116 na dokumento
TqSdk
86 na dokumento
Quantpedia
86 na dokumento
Hyperliquid docs
79 na dokumento
Freqtrade
68 na dokumento
Hudson & Thames
62 na dokumento
Awesome Systematic Trading
61 na dokumento
backtrader
54 na dokumento
vn.py
50 na dokumento
Binance API docs
45 na dokumento
Mga lecture ng Quantopian
45 na dokumento
FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
22 na dokumento
FMZ live strategies
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Jesse
17 na dokumento
pyfolio
16 na dokumento
Alphalens
14 na dokumento
WonderTrader
14 na dokumento
backtesting.py
11 na dokumento
Technical Analysis
9 na dokumento
QTPyLib
8 na dokumento
QuantRocket
7 na dokumento
Lumibot strategies
7 na dokumento
Awesome Quant
1 na dokumento

Maghanap sa library

54 na dokumento

backtrader

This sample demonstrates how to configure a Backtrader run with a trading calendar and resampled market data. It defines a custom NYSE calendar for 2016, loads Yahoo Finance data either from a feed or a local CSV file, and resamples the input series to…

BacktestingMga equity
backtrader

This script implements a long-only buy-the-dip strategy for a single price series. It measures declines using one of several definitions: close versus prior close, close versus open, close versus high, or low versus high. When the selected measure crosses a…

Pagbalik sa karaniwang halagaBacktestingPagtatakda ng laki ng posisyonMga equity
backtrader

The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…

BacktestingPagpapatupad ng trade
backtrader

This Backtrader example shows how to include credit interest in a simple moving average crossover strategy. It computes fast and slow averages, uses their crossover as a signal, and lets the user choose long-short, long-only, or short-only trading. A fixed…

Mga equityFuturesMga teknikal na indicatorBacktesting
backtrader

This example configures a Backtrader strategy with simple moving average and MACD indicators, then runs an optimization over ranges of their periods. A CSV feed and date bounds define the input data, while command-line settings let the user adjust parameter…

BacktestingMga teknikal na indicatorEstadistika
backtrader

This Backtrader example demonstrates execution modeling with volume-aware order fillers. Its strategy calculates a buy size as a configurable percentage of the current bar’s reported volume, then closes the position on a later eligible opportunity. A…

Pagpapatupad ng tradeMicrostructure ng merkadoBacktestingPagtatakda ng laki ng posisyon
backtrader

This Backtrader example combines a moving-average crossover entry signal with three buy limit orders placed at progressively lower prices after an upward crossover. The orders can be linked using one-cancels-other behavior, so execution of a linked order…

BacktestingMga teknikal na indicatorPagpapatupad ng tradeMga equity
backtrader

This Backtrader example compares three ways to attach protective exits to a moving-average crossover entry: a stop set after the entry completes, a stop submitted alongside the entry using cheat-on-close behavior, and a parent-child order arrangement that…

Mga equityPamamahala ng panganibPagpapatupad ng tradeBacktesting
backtrader

This Backtrader example demonstrates an order-entry workflow driven by a moving-average crossover. When the shorter-period average crosses above the longer-period average and there is no open position, it submits a limit buy below the current close. It pairs…

Mga teknikal na indicatorPagpapatupad ng tradePamamahala ng panganibBacktesting
backtrader

The document gives a Backtrader example of an RSI signal strategy. It creates a 14-period RSI with configurable upper and lower thresholds, then opens a long position when RSI crosses above the lower threshold and exits when RSI is above the midpoint. For…

Mga teknikal na indicatorPagbalik sa karaniwang halagaBacktestingPamamahala ng panganib
backtrader

The code implements a two-asset pairs trading strategy using a rolling ordinary least squares transformation and its z-score. It opens a short-spread position when the z-score exceeds an upper threshold and a long-spread position when it falls below a lower…

Pairs tradingPagbalik sa karaniwang halagaMga equityBacktesting
backtrader

This README introduces Backtrader, a Python platform for both strategy backtesting and live trading. Its example uses a short and a long simple moving average and creates a long signal when they cross. The project overview describes support for multiple data…

BacktestingMga teknikal na indicatorPagpapatupad ng trade
backtrader

This example defines a long-only stock strategy that enters when the MACD line crosses above its signal line while a simple moving average is declining relative to its value over a lookback period. It initializes a protective stop several ATR units below the…

Mga equityMga teknikal na indicatorPamamahala ng panganibPagtatakda ng laki ng posisyon
backtrader

This Backtrader example attaches two price data series to one strategy. It calculates a simple moving average on the second series and uses crossovers of that series’ close against its average to create long and exit signals. The sample then submits orders…

Mga equityMga teknikal na indicatorPagsunod sa trendBacktesting
backtrader

This Backtrader example demonstrates a way to inspect memory consumption during a strategy run. It builds a sample strategy with common indicators and a custom indicator, then counts stored data-line cells for feeds, indicators, and observers. Optional…

BacktestingMga teknikal na indicator
backtrader

This Backtrader example pairs a simple moving average crossover with configurable order execution. The strategy buys when the closing price crosses above the average and exits when it crosses below, while allowing one order at a time. It demonstrates market,…

Pagpapatupad ng tradeBacktestingMga teknikal na indicator
backtrader

The document presents a backtesting strategy that compares closing price with a simple moving average. An upward crossover closes any short position and opens a long position; a downward crossover closes any long position and opens a short position unless…

Mga teknikal na indicatorPagsunod sa trendBacktestingPagpapatupad ng trade
backtrader

This Backtrader indicator defines a relative-volume series by dividing the volume from a period earlier by current volume. Its default lookback is 20 bars, and the indicator is configured to appear in CSV output. The resulting value therefore compares lagged…

Mga teknikal na indicatorEstadistika
backtrader

The script demonstrates a basic Sharpe ratio calculation using two annual return inputs and a configurable risk-free rate. It subtracts the risk-free rate from each return, averages those excess returns, then divides by the standard deviation of the original…

EstadistikaPamamahala ng panganib
backtrader

This Backtrader example runs a simple moving-average crossover strategy on a CSV price feed and attaches analyzers for periodic returns and the Sharpe ratio. The user can choose daily, weekly, monthly, or yearly analysis periods, set starting cash and date…

BacktestingEstadistikaPamamahala ng panganib
backtrader

This example builds a Backtrader signal strategy using a fast and a slow simple moving average. A crossover generates long signals, with an option to enable short signals. The strategy can run on historical data with configurable dates, timeframe, starting…

Mga teknikal na indicatorBacktestingPamamahala ng panganib
backtrader

This code example implements a long-only moving average crossover strategy in Backtrader. It calculates two simple moving averages, with default lookback periods of 10 and 20 bars, and adds a long signal when the shorter average crosses the longer one. A…

Mga equityPagsunod sa trendMga teknikal na indicatorBacktesting
backtrader

This Backtrader example shows how to model execution slippage in a simple moving average crossover strategy. It compares a fast and slow SMA, generates signals when they cross, and lets the user choose long-only or long-short trading. The strategy reports…

BacktestingPagpapatupad ng tradeMga teknikal na indicator
backtrader

This sample demonstrates how to configure a Backtrader strategy to display technical indicators from TA-Lib alongside corresponding Backtrader indicators. Options cover moving averages, stochastic, RSI, MACD, Bollinger Bands, Aroon, Ultimate Oscillator,…

Mga teknikal na indicatorBacktesting