Ugrás a tartalomra

Tudástár

A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.

Quant Q&A
Dokumentumok száma: 20,364
SuperMind
Dokumentumok száma: 12,226
OKX Learn
Dokumentumok száma: 8,431
Strategy library
Dokumentumok száma: 7,910
MQL5 code base
Dokumentumok száma: 7,090
BigQuant
Dokumentumok száma: 3,481
Bitget Academy
Dokumentumok száma: 3,298
MQL5 articles
Dokumentumok száma: 3,012
TradingView scripts
Dokumentumok száma: 1,976
ProRealCode
Dokumentumok száma: 1,507
Deribit Insights
Dokumentumok száma: 1,232
Machine Learning for Trading
Dokumentumok száma: 1,124
arXiv papers
Dokumentumok száma: 1,033
Amberdata research
Dokumentumok száma: 766
FMZ forum
Dokumentumok száma: 682
FMZ digest
Dokumentumok száma: 662
vn.py community
Dokumentumok száma: 560
QuantInsti blog
Dokumentumok száma: 511
Galaxy Research
Dokumentumok száma: 340
QuantStart
Dokumentumok száma: 246
Stratmill research code
Dokumentumok száma: 219
Robot Wealth
Dokumentumok száma: 195
NautilusTrader
Dokumentumok száma: 191
Hummingbot docs
Dokumentumok száma: 181
Paradigm research
Dokumentumok száma: 175
Lumibot
Dokumentumok száma: 164
Kraken Learn
Dokumentumok száma: 163
Kvantitatív kurzuskönyvtár
Dokumentumok száma: 157
OctoBot
Dokumentumok száma: 152
Cryptohopper blog
Dokumentumok száma: 144
Systematic trading blog (Rob Carver)
Dokumentumok száma: 132
Qlib
Dokumentumok száma: 116
TqSdk
Dokumentumok száma: 86
Quantpedia
Dokumentumok száma: 86
Hyperliquid docs
Dokumentumok száma: 79
Freqtrade
Dokumentumok száma: 68
Hudson & Thames
Dokumentumok száma: 62
Awesome Systematic Trading
Dokumentumok száma: 61
backtrader
Dokumentumok száma: 54
vn.py
Dokumentumok száma: 50
Quantopian előadások
Dokumentumok száma: 45
Binance API docs
Dokumentumok száma: 45
FMZ guides
Dokumentumok száma: 38
pysystemtrade
Dokumentumok száma: 34
Freqtrade docs
Dokumentumok száma: 32
quant-trading
Dokumentumok száma: 31
FinRL
Dokumentumok száma: 28
Zipline
Dokumentumok száma: 22
FMZ live strategies
Dokumentumok száma: 21
Jesse
Dokumentumok száma: 17
pyfolio
Dokumentumok száma: 16
Alphalens
Dokumentumok száma: 14
WonderTrader
Dokumentumok száma: 14
backtesting.py
Dokumentumok száma: 11
Technical Analysis
Dokumentumok száma: 9
QTPyLib
Dokumentumok száma: 8
QuantRocket
Dokumentumok száma: 7
Lumibot strategies
Dokumentumok száma: 7
Awesome Quant
Dokumentumok száma: 1

Keresés a könyvtárban

Dokumentumok száma: 79,386

MQL5 code base

This document describes a read-only MetaTrader 5 diagnostic for sizing a hypothetical trade to a cash-risk budget. It estimates the loss on one lot between an entry and stop with the terminal’s profit calculator, subtracts a user-entered reserve for costs,…

PozícióméretezésKockázatkezelésMegbízások végrehajtása
BigQuant

The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…

RészvényekKínai piacokMomentumPozícióméretezés
BigQuant

This report reviews the issuance and performance of Chinese private CTA products in the first quarter of 2018, then discusses equity index futures, government bond futures, and commodity markets. It links strategy ideas to changes in volatility, trading…

Határidős ügyletekÁrupiacokKötvénypiacTrendkövetés
OctoBot

The article explains fear of missing out as anxiety about missing a potentially profitable market move, especially during rising or rapidly changing cryptocurrency prices. It describes how urgency, social media speculation, heavy information exposure, and…

KriptovalutákPiaci hangulatKockázatkezelés
MQL5 code base

Woodies CCI is described as a technical indicator that combines two Commodity Channel Index calculations using different lookback periods. The document identifies its author and notes that the indicator was originally written in MQL4 and published in a…

Technikai indikátorok
vn.py community

A user asks whether a live script trading connection through CTP can show historical futures and options contract data. The question cites a CTP interface description that says historical data is not provided. A forum reply says that a live interface…

Határidős ügyletekOpciókMegbízások végrehajtása
MQL5 code base

The document introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…

DevizapiacTechnikai indikátorokTrendkövetésKitörés
SuperMind

The post describes a stock-selection screen based on three technical conditions: price amplitude above a threshold, a rounded price shape, and a rising DEA indicator. It interprets the amplitude condition as a way to select active stocks without excessive…

RészvényekTechnikai indikátorokMomentum
BigQuant

The report compares machine learning approaches with traditional linear methods for predicting stock-level excess returns from alpha factors. Rather than predict excess return directly, it forecasts return dispersion with an AR(1) model and predicts…

RészvényekFaktoralapú befektetésGépi tanulásVisszatesztelés
FMZ forum

The document explains how double tops and double bottoms can signal a possible change in trend. A double top forms after an uptrend when price revisits a prior high, then confirms the pattern by falling below the intervening pullback low. A double bottom…

Technikai indikátorokKitörésKockázatkezelés
BigQuant

This article argues that some quantitative strategies in China’s A-share market focus on exploiting short-term price fluctuations rather than company fundamentals. It portrays rapid trading as a source of high turnover and a potential conflict with the…

Kínai piacokRészvényekNagyfrekvenciás kereskedésVolatilitás
Qlib

This configuration defines an equity prediction workflow for China’s CSI 300 universe. It applies robust feature normalization and missing-value filling, drops labels with missing values, and ranks labels cross-sectionally. An ordinary least squares linear…

Kínai piacokRészvényekGépi tanulásVisszatesztelés
SuperMind

This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a condition intended to identify upward divergence between short- and longer-term moving averages. The post presents the rule as a way to screen for…

RészvényekKínai piacokTechnikai indikátorokMomentum
MQL5 code base

The document describes an Expert Advisor organized as separate long and short systems, each with its own entry and exit switches, settings, and trade identifier. It uses signals from the ColorSchaffJJRSXTrendCycle indicator and allows long and short…

DevizapiacTechnikai indikátorokPozícióméretezésVisszatesztelés
BigQuant

This weekly note assesses the Chinese equity market using trend, liquidity, options sentiment, macroeconomic data, calendar patterns, and factor crowding. Its timing framework treats the market as bullish when the broad-market index is above its 20-day…

RészvényekKínai piacokTrendkövetésMomentum
SuperMind

This stock-selection proposal combines a price-amplitude filter with a turnover and auction-volume condition, then requires return on equity (ROE) to exceed a stated threshold over five years. The central liquidity-style condition is yesterday's turnover…

Kínai piacokRészvényekFaktoralapú befektetésTechnikai indikátorok
SuperMind

This Chinese-language community discussion asks how to calculate a market measure commonly translated as main-force net inflow. The post proposes defining it as the sum of actively initiated buy orders classified as large and extra-large. This frames the…

RészvényekPiaci mikroszerkezetStatisztika
MQL5 code base

This note describes a modified Aroon indicator for MetaTrader 5. It says the version addresses a common implementation issue in which the indicator does not reach the zero level, and adds the ability to view Aroon readings from multiple time frames. In…

Technikai indikátorokTrendkövetés
SuperMind

This post proposes a short-term China A-share screen combining three conditions: prior-session amplitude above 1%, tradable shares no greater than 5.5 billion, and more than two limit-up days within ten sessions. The rationale is to find active, relatively…

Kínai piacokRészvényekMomentumTechnikai indikátorok
BigQuant

This summary of a Huatai Securities research report discusses using alternative target labels and ensemble learning to improve machine-learning stock selection. It reports comparing models built with different labels across multiple training-window lengths.…

Kínai piacokRészvényekGépi tanulásVisszatesztelés
MQL5 code base

This indicator fits a Lagrange interpolating polynomial to selected price points on a chart, then uses the polynomial to calculate subsequent points. The user selects a starting bar and an ending bar for the analysis, along with the number of bars to…

Technikai indikátorokStatisztika
MQL5 code base

This document describes an Expert Advisor that trades signals from the FX Fish 2MA indicator, with EURUSD on an hourly chart given as its example. It buys when the Fish value is below zero and crosses its average, and sells when the Fish value is above zero…

DevizapiacTechnikai indikátorokKockázatkezelés
BigQuant

This Chinese equity research report builds a stock-selection factor from how each stock’s trading value co-moves with the rest of the market under two conditions. When a stock is relatively high in its recent intraday range, stronger co-movement is…

Kínai piacokRészvényekFaktoralapú befektetésPiaci mikroszerkezet
Technical Analysis

This document introduces a Python library for engineering technical-analysis features from financial time series, using price and volume fields such as open, high, low, close, and volume. It catalogs indicators across volume, volatility, and trend…

Technikai indikátorokVolatilitásStatisztikaGépi tanulás