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Libreria delle conoscenze

Sintesi e idee chiave, redatte dall'agente di ricerca di Stratmill, dei libri, articoli scientifici, articoli e codice letti dai nostri agenti AI. Ogni pagina rimanda all'originale.

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

Cerca nella libreria

7,910 documenti

Strategy library

This long-only strategy combines simple moving averages with the Relative Strength Index. It opens a long position when the closing price crosses above a slower SMA. It exits when RSI crosses below 70 or rises above 75, or when price crosses below either a…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy uses Ichimoku Span B as a trend and support or resistance reference. Span B is calculated from the midpoint of the highest high and lowest low over a lookback period. The strategy buys when the close is above the line and sells short when it is…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy uses crossovers between moving averages of opening and closing prices to generate long and short signals. When the smoothed close series crosses above the smoothed open series, it enters long; a downward cross exits a long or can open a short,…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This code example shows how to attach a pricing model to an equity option subscription in a trading algorithm. It adds an option chain for a named underlying, applies an initial expiration and strike filter, then selects a finite-difference Crank–Nicolson…

OpzioniPrezzi dei derivati
Strategy library

This strategy pairs a rolling high-low breakout rule with a two-line trend oscillator. A close above the prior rolling high supplies a long signal when the oscillator is bullish; a close below the prior rolling low combines with a bearish oscillator reading…

RotturaTrend followingIndicatori tecniciGestione del rischio
Strategy library

This breakout system combines Bollinger Bands with an RSI momentum check and an exponential moving average trend filter. A long setup requires price above the upper band, RSI above its midpoint, price above the trend EMA, and—when enabled—volume above its…

RotturaMomentumIndicatori tecniciGestione del rischio
Strategy library

This strategy uses eight Ichimoku-related conditions to assess direction: price relationships to displaced price and the conversion line, conversion versus base line, and the relative recency of several bullish and bearish crossovers involving the lagging…

Indicatori tecniciTrend followingRotturaGestione del rischio
Strategy library

This strategy defines a trading box from recent daily price extremes and enters when the daily close crosses beyond its boundaries. A close above the top box triggers a long entry, while a close below the bottom box triggers a short entry. The box length is…

RotturaTrend followingIndicatori tecniciFutures
Strategy library

This indicator combines HalfTrend reversal arrows with a Hull Estimate moving average (HEMA) and a simple moving average (SMA) to define directional entry signals. A long signal requires HEMA above SMA, a bullish HalfTrend turn, and the candle body above…

Indicatori tecniciTrend followingMomentumFutures
Strategy library

The document presents a short-term mean-reversion idea: treat prices well above or below a moving average as potential extremes, using standard deviation and Bollinger Band concepts as context. It proposes buying below a lower boundary and selling above an…

Ritorno alla mediaIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy looks for a two-candle Harami reversal after the first candle reaches an outer Bollinger Band. A bullish setup requires the first candle to touch or cross the lower band and close down, followed by a current candle whose body sits within the…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This strategy uses a 200-day simple moving average as a trend filter and adds separate entry and exit buffers. It enters a long position when the reference price rises above the moving average by the stated entry margin, and exits below it by the smaller…

AzioniTrend followingRotturaIndicatori tecnici
Strategy library

This example trades a spread between continuous Light Sweet Crude Oil and RBOB Gasoline futures. It estimates a return relationship by regressing crude returns on gasoline returns over a rolling history, then measures the recent spread against its mean and…

FuturesMaterie primeStrategia di pairs tradingRitorno alla media
Strategy library

This strategy estimates preferred trading hours from cumulative rate-of-change observations, using a user-selected time zone and price source. It computes an indicator-weighted average hour for long signals and a separate average based on reciprocal ROC…

FuturesCriptoIndicatori tecniciBacktest
Strategy library

This intraday system combines Heikin-Ashi candle direction and shadow conditions with price relative to VWAP. It enters long when a green candle has no lower shadow and the close is above VWAP; it enters short when a red candle has no upper shadow and the…

Indicatori tecniciEsecuzioneGestione del rischioBacktest
Strategy library

This strategy derives a bounded momentum measure from price changes and smooths it with a weighted moving average (WMA). The described calculation compares net price change over a lookback with average absolute daily movement, scaling the result to a range…

MomentumIndicatori tecniciFuturesCripto
Strategy library

This document describes a configurable Donchian channel system for long and short trading, aimed especially at volatile cryptocurrency markets. It calculates recent highs and lows for channel boundaries and uses separate lookback periods for entries and…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This indicator pairs an adaptive Jurik Moving Average (JMA) with upper and lower bands spaced by a multiple of average true range (ATR). Its rationale is that an asset reaching an extreme may react in the opposite direction, regardless of the prevailing…

Indicatori tecniciRitorno alla mediaVolatilitàFutures
Strategy library

The available portion describes an ETH trading strategy that combines pivot-derived order block levels with fair value gap zones. It looks for price to move through a stored level and close back across it, or for price to revisit a recent gap while meeting…

CriptoIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This long-only strategy uses a 50-period and 200-period EMA crossover on daily SPY data. It permits entries for a configurable number of bars after a bullish crossover, provided the fast EMA remains above the slow EMA and the separation and slow-EMA slope…

AzioniMercati statunitensiTrend followingIndicatori tecnici
Strategy library

This script repeatedly places a limit order a chosen percentage away from the latest ETH/USDC price on Hyperliquid futures. In buy mode, it targets a price below the market; in sell mode, it targets one above. After placing the order, it waits for a set…

CriptoFuturesEsecuzioneMicrostruttura del mercato
Strategy library

This strategy combines three EMAs, RSI, and the MACD histogram to generate long and short signals from price data. It calculates the indicators using an average of the high, low, and close prices, then requires an EMA crossover, price alignment with a slower…

CriptoFuturesIndicatori tecniciGestione del rischio
Strategy library

This grid strategy places limit orders above and below the current market price, opening short positions on the upper side and long positions on the lower side according to the selected grid mode. It tracks open position amounts and combined unrealized…

Trading a grigliaFuturesFutures perpetuiGestione del rischio
Strategy library

This short-term breakout strategy combines price breaks of recent highs or lows with trend and momentum filters. It uses fast and slow exponential moving averages for trend direction, a simple moving average as a price filter, and RSI to avoid entries at…

RotturaIndicatori tecniciTrading ad alta frequenzaGestione del rischio