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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
Binance API docs
45 documenti
Lezioni Quantopian
45 documenti
FMZ guides
38 documenti
pysystemtrade
34 documenti
Freqtrade docs
32 documenti
quant-trading
31 documenti
FinRL
28 documenti
Zipline
22 documenti
FMZ live strategies
21 documenti
Jesse
17 documenti
pyfolio
16 documenti
WonderTrader
14 documenti
Alphalens
14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
QTPyLib
8 documenti
QuantRocket
7 documenti
Lumibot strategies
7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This document describes a research prototype for a long-only grid strategy on linear perpetual futures. Its overview says a small initial entry, dynamically adjusted grid spacing, and fractional Kelly sizing work together to manage the strategy budget. The…

Futures perpetuiTrading a grigliaDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy combines three moving averages with different roles. TEMA and DEMA provide the crossover signal: a bullish crossover can open a long position, and a bearish crossover can open a short position. HMA acts as a longer-term direction filter,…

Trend followingIndicatori tecniciBacktestGestione del rischio
Strategy library

This script presents a spread-style signal using continuous YM and NQ futures. It divides the YM close by the NQ close, smooths that ratio with a 200-period simple moving average, and uses it to scale NQ in a difference series. Bollinger Bands over that…

FuturesStrategia di pairs tradingRitorno alla mediaIndicatori tecnici
Strategy library

This document explains the long straddle: buying a call and a put with the same strike and expiration, aiming to benefit from a large move in either direction. It describes the payoff shape, the limited premium loss, and the need to select a strike. It…

OpzioniVolatilitàBasato su eventiBacktest
Strategy library

This strategy uses RSI threshold crossovers to open long and short positions. A move above the oversold level triggers a long entry, while a move below the overbought level triggers a short entry. It places stops at the recent ten-period low for longs or…

CriptoMercati spotRitorno alla mediaIndicatori tecnici
Strategy library

This swing strategy uses a Hull Moving Average calculation on a selected price series and a one-candle-shifted version to define trading conditions. The code derives weighted moving averages over the full period and half period, then smooths their…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy combines price breaks of the previous candle’s range with high-volume candle signals. It calculates average volume over a lookback period and labels bearish and bullish candles as vector candles when volume exceeds a multiple of that average. A…

CriptoFuturesRotturaIndicatori tecnici
Strategy library

This document describes a rules-based Bitcoin rebalancing method that maintains a chosen split between cash and coin value. After price changes, it calculates total portfolio value and trades enough Bitcoin to restore the target allocation. Its worked…

CriptoMercati spotCostruzione del portafoglioEsecuzione
Strategy library

This long-only strategy seeks potential bottoms when RSI is oversold and forms a bullish divergence: RSI makes a low relative to its lookback while price remains above the price reference associated with the RSI low. A smoothed RSI, calculated with weighted…

Indicatori tecniciRitorno alla mediaMomentumGestione del rischio
Strategy library

The document discusses a strategy combining a volume-weighted moving average (VWMA), simple moving average Bollinger Bands, and RSI. The bands frame price relative to a moving average and its volatility, while RSI measures momentum. The VWMA is used to…

Indicatori tecniciMomentumVolatilitàFutures
Strategy library

This document defines bullish and bearish engulfing patterns by comparing the current candle’s open and close with the preceding candle’s prices. A bullish signal occurs when the current candle opens at or below the previous close, below the previous open,…

Indicatori tecniciFuturesCriptoBacktest
Strategy library

The document describes a range-based grid strategy that divides a user-defined price channel into levels. It opens an initial long position inside the channel, adds positions as price reaches new levels, and tracks each entry separately. Each grid position…

Trading a grigliaRitorno alla mediaGestione del rischioDimensionamento delle posizioni
Strategy library

This script trains a random forest classifier to label short-term Bitcoin price changes as rising, falling, or relatively flat. It samples the latest price hourly, calculates consecutive percentage changes over a rolling window, and assigns directional…

CriptoApprendimento automaticoMomentumBacktest
Strategy library

This strategy uses the MACD difference and its smoothed signal line to classify market direction. Crossings of their difference through zero establish bullish or bearish states; changes in which state was most recent then trigger long or short entries. The…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy identifies basic bullish and bearish candle patterns: a positive candle opening above the prior close triggers a buy condition, while a negative candle opening below the prior close triggers a sell condition. The script can use these conditions…

Indicatori tecniciTrend followingBacktestEsecuzione
Strategy library

Aphrodite combines a trend-following idea for pump and dump moves with visual signals derived from a Box–Muller random-number method. Its comments describe accumulating volume while dots indicate buys or sells, emphasizing buy entries in the supplied…

Trend followingIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy calculates a simple moving average and standard deviation over the same lookback, then places bands three standard deviations above and below the average. It treats a move below the lower band as an oversold condition and enters long when price…

FuturesCriptoRitorno alla mediaStatistica
Strategy library

This strategy seeks long entries when several signals align: a smoothed moving-average condition, a daily close gain above a threshold, bullish Ichimoku cloud alignment, and MACD above its signal line. Its source also requires price to be above the smoothed…

FuturesCriptoIndicatori tecniciMomentum
Strategy library

This strategy builds recursive upper and lower bands from price and a selected volatility measure, with the midpoint defined by the two bands. A scaling factor and lookback length govern how responsive the bands are; the described choices include ATR,…

FuturesCriptoRotturaTrend following
Strategy library

This intraday approach sells at-the-money calls when price is below both the 50- and 80-period moving averages, the 9-period EMA crosses below the 15-period EMA, and RSI confirms bearish momentum. It sells puts when price is above both moving averages, the…

OpzioniIndicatori tecniciMomentumGestione del rischio
Strategy library

This strategy follows moving-average crossovers using a shorter and longer simple moving average. A cross of the shorter average above the longer one opens a long position; a downward cross opens a short. At entry, the strategy calculates profit-taking and…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This long-only trend strategy combines four technical tools. It uses price above a 200-period EMA as a trend filter, a MACD histogram move from negative to positive as a momentum trigger, and a positive short-versus-long volume EMA oscillator as…

Trend followingMomentumIndicatori tecniciGestione del rischio
Strategy library

This strategy uses cumulative VWAP as a reference price and places upper and lower bands at a configurable multiple of the closing-price standard deviation. It enters long when price crosses below the lower band and short when price crosses above the upper…

Ritorno alla mediaIndicatori tecniciStatisticaGestione del rischio
Strategy library

This trend-following strategy uses Ichimoku Conversion and Base Lines, calculated from the midpoint of recent highs and lows using lookbacks of 9 and 26 periods. A cross of the Conversion Line above the Base Line opens a long position; a cross below opens a…

CriptoFuturesTrend followingIndicatori tecnici