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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
MQL5 articles
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
Lezioni Quantopian
45 documenti
Binance API docs
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
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

79,386 documenti

ProRealCode

The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
SuperMind

This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices of seven pairs containing that currency. To analyze a pair, it says to place the base currency’s strength curve and then the quote…

ForexRitorno alla mediaIndicatori tecnici
SuperMind

This article describes a China A-share screening rule for Shenzhen main-board stocks. It combines amplitude above 1 with rising lows, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It provides example implementations in…

AzioniMercati cinesiIndicatori tecniciInvestimento fattoriale
Stratmill research code

This Python module provides utilities for evaluating systematic strategies and constructing several trend signals. It computes annual return and volatility, Sharpe and Sortino ratios, downside risk, maximum drawdown, Calmar ratio, positive-return frequency,…

Trend followingIndicatori tecniciGestione del rischioBacktest
BigQuant

This post summarizes a 2017 J.P. Morgan report on using large and alternative datasets in investment research. It groups alternative data into information generated by individuals, business processes, and sensors, with examples such as social media,…

Apprendimento automaticoStatisticaSentimentAzioni
SuperMind

This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point…

AzioniIndicatori tecniciMomentumGestione del rischio
SuperMind

This stock screen restricts candidates to the metaverse industry, then selects shares whose turnover rate two trading days earlier fell within a specified band and whose current low is below the previous day's low. The article interprets turnover as a sign…

AzioniMercati cinesiIndicatori tecniciGestione del rischio
Amberdata research

The article explains stablecoins as crypto assets designed to track another asset, usually the US dollar, and distinguishes reserve-backed tokens from algorithmic designs. Reserve-backed tokens depend on the issuer holding assets intended to support…

CriptoDeFiGestione del rischioVolatilità
SuperMind

This article proposes screening stocks with a daily range above a threshold, a close above a short moving average, and multiple moving-average crossover conditions. The intended logic combines volatility and an upward price signal with clustering among…

AzioniIndicatori tecniciMomentumBacktest
SuperMind

This stock selection method combines a daily range filter with sustained positive large-order net volume and a positive five-day price bias. Its intended effect is to find shares with active buying and prices above their recent average. The article gives…

AzioniIndicatori tecniciMomentumGestione del rischio
MQL5 code base

This automated trading system uses signals from the ColorStochNR oscillator and evaluates them when a bar closes. Its selectable signal modes respond to the oscillator crossing its midpoint, a change in the oscillator’s direction, a change in the signal…

ForexIndicatori tecniciBacktestMomentum
SuperMind

This proposed Chinese equity screen looks for stocks with daily amplitude above a threshold, signs of main-fund control on the prior day, and an opening price near the ten-day moving average. The stated rationale is to find active stocks whose opening prices…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

The indicator creates a channel by filtering closing prices with the Hodrick–Prescott method at two periods, then measuring the standard deviation of the faster filtered series relative to the slower one. It also displays the average spread and the channel…

Indicatori tecniciVolatilità
SuperMind

The document proposes screening Chinese stocks in the metaverse industry for a circulating share count no greater than 5.5 billion, alongside bullish crossovers in three indicator pairs: a 5-day and 10-day moving average, a 5-period and 10-period RSI, and…

Mercati cinesiAzioniIndicatori tecniciMomentum
BigQuant

This forum post reports that a strategy based on a platform template runs, but simulation fails at a dropna step because of NaN values after the user adds factors. The author’s attempted fix was to fetch 90 calendar days of earlier daily index data,…

BacktestStatisticaAzioni
SuperMind

The document outlines an A-share screening rule combining daily price amplitude, market capitalization, recent profitability, and relative trading volume. Its refined criteria call for amplitude above 1%, capitalization below 10 billion yuan, positive net…

Mercati cinesiAzioniIndicatori tecniciGestione del rischio
MQL5 code base

The document describes a custom Laguerre indicator for MetaTrader 4 and 5. It plots a weighted trend line in a separate chart window and is presented as a possible source of simple entry and exit signals. It does not depend on the platforms’ standard…

Indicatori tecnici
MQL5 code base

This indicator is designed to identify when to place pending orders using the ColorMETRO_XRSX oscillator. A fast gray oscillator line is monitored against a channel bounded by thick blue and red lines. The suggested trigger occurs when the fast line moves…

Indicatori tecniciEsecuzioneGestione del rischio
BigQuant

The document describes a China equity screening rule for metaverse-related stocks. It combines a rounded or arc-like price pattern with prior auction turnover above 0.26, alongside formula conditions involving price movement around the open, recent up-day…

AzioniMercati cinesiIndicatori tecnici
SuperMind

The document explains the price-to-book ratio as a valuation measure calculated by dividing a stock’s market price by book value per share. It interprets lower ratios as possible signs of undervaluation or pessimistic expectations, while higher ratios can…

AzioniInvestimento fattorialeStatistica
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Indicatori tecniciTrend followingRotturaGestione del rischio
MQL5 code base

This MetaTrader 5 Expert Advisor uses signals from the CenterOfGravityCandles indicator. A signal is generated when a bar closes with a change in the indicator’s candle color. The description notes that the compiled indicator file must be installed for the…

ForexIndicatori tecniciBacktestEsecuzione
ProRealCode

This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…

Indicatori tecniciMomentum