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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
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
Lumibot strategies
7 documenti
QuantRocket
7 documenti
Awesome Quant
1 documenti

Cerca nella libreria

79,386 documenti

OctoBot

This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…

CriptoVolatilitàSentimentGestione del rischio
MQL5 code base

This brief description presents an indicator that uses Average True Range as a reference for placing stop losses. It draws two bands at equal distances from a moving average, making the bands a volatility-based guide around a baseline. The text also proposes…

Indicatori tecniciVolatilitàGestione del rischioRottura
SuperMind

This document describes a Chinese equity screening rule combining daily range, a reversal condition, three consecutive down days, and a comparison of recent highs with a longer lookback period. Its final version also requires the highest price over the last…

Mercati cinesiAzioniIndicatori tecniciBacktest
MQL5 code base

The document describes an on-chart spread monitor for tracking trading costs on a selected symbol. It calculates spread from the live Ask and Bid, then displays the current value alongside the minimum, average, and maximum observed since the indicator was…

EsecuzioneMicrostruttura del mercatoGestione del rischio
FMZ forum

The document traces several ways to build moving average trading rules, using a 15-minute Chinese rebar futures index as its backtest example. It starts with price crossing a single average and short-period averages crossing longer ones, then adds…

FuturesTrend followingIndicatori tecniciBacktest
MQL5 code base

The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…

ForexCriptoTrend followingRitorno alla media
SuperMind

The proposed equity screen combines intraday range, Bollinger Band position, and a specific opening-time price-change condition. It looks for stocks whose range exceeds its recent average, whose close lies between the middle and upper Bollinger Bands, and…

AzioniMercati cinesiIndicatori tecniciVolatilità
SuperMind

This stock-screening proposal combines a range condition, rising lows, and a long-term trend filter. It selects shares with amplitude above one, a rising bottom, and the prior close above the 250-day moving average. The suggested expanded version adds a…

AzioniMercati cinesiIndicatori tecniciTrend following
SuperMind

This proposed stock screen looks for prior-session amplitude above the stated threshold, an opening price within a narrow band around the 10-day moving average, and a rising K value in the KDJ indicator that remains below its ceiling. The explanation treats…

AzioniIndicatori tecniciMomentumGestione del rischio
SuperMind

This proposed equity screen selects stocks with MACD above zero, positive net profit, and a rounded price-recovery pattern. The document interprets positive MACD as evidence of an upward trend, profitability as a basic quality check, and the rounded shape as…

AzioniIndicatori tecniciMomentumTrend following
SuperMind

This stock-selection proposal combines a positive MACD reading, a favorable but undefined company-quality condition, and at least two limit-up events within the stated 500-trading-day lookback. The rationale is that positive MACD suggests an upward trend,…

Mercati cinesiAzioniIndicatori tecniciMomentum
BigQuant

This report adapts Peter Lynch’s six company categories to China’s A-share market: slow-growing, stable-growing, fast-growing, cyclical, turnaround, and asset-rich companies. Its selection framework first screens for a positive price-to-earnings ratio and a…

AzioniMercati cinesiInvestimento fattorialeCostruzione del portafoglio
MQL5 code base

This document describes an RSI divergence indicator that draws RSI in a separate pane and marks detected divergences both there and on the price chart. Its inputs include the calculation period, applied price, overbought and oversold thresholds, and separate…

Indicatori tecniciRitorno alla mediaAzioni
SuperMind

This A-share stock screen selects candidates before each trading day’s open using three conditions: MACD above zero, price below 12, and RSI below 65. The document presents the rules as a technical filter intended to combine a positive trend signal with a…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

This MetaTrader 5 indicator combines pivot-based swing analysis with Fibonacci retracements. It labels swing points as higher highs, higher lows, lower highs, or lower lows, and classifies breaks as continuation events (BOS) or possible reversals (CHoCH).…

Indicatori tecniciRotturaVolatilitàGestione del rischio
SuperMind

This post outlines a China A-share screening approach focused on companies classified in the metaverse industry. Its final version combines a volume ratio between 1.5 and 6, market capitalization above one billion yuan, a top-100 relative-strength ranking,…

AzioniMercati cinesiMomentumIndicatori tecnici
MQL5 code base

This indicator divides a bar’s reported volume into upward and downward components using the bar’s open, high, low, and close. It defines the upward coefficient as the distance from the open to the high, and the downward coefficient as the distance from the…

Indicatori tecniciMicrostruttura del mercato
BigQuant

This study examines whether Chinese fund management companies’ visits to listed firms are associated with the performance of the funds they manage. It proposes that visits can improve investment decisions by giving institutions access to operational details…

AzioniMercati cinesiStatisticaInvestimento fattoriale
Amberdata research

This mid-week recap summarizes derivatives conditions in Bitcoin and Ether as of April 21, 2023. It reports stable Bitcoin 10-day realized volatility in the low 30s while attention shifted toward Ether, and describes term structures for both assets as moving…

CriptoOpzioniVolatilitàPrezzi dei derivati
ProRealCode

This post presents a long-only DAX strategy on 15-minute bars. It looks for a prior lower low, a current high below the earlier rolling high, a bullish candle, a limited bar range relative to the recent high-low span, and a close above SuperTrend. The…

FuturesTrend followingIndicatori tecniciDimensionamento delle posizioni
ProRealCode

The Absolute Strength Histogram estimates buying and selling pressure by calculating separate bull and bear series, smoothing both, and plotting the absolute difference as a histogram. Its calculation can use RSI-style price changes, a stochastic range…

Indicatori tecniciMomentum
SuperMind

The document proposes a stock screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and whose latest close is above the previous close. It gives two implementations: a formula using industry…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

The document describes a trading approach that combines an adaptive moving average (AMA) with Kaufman’s adaptive moving average (KAMA). It says the AMA builds on KAMA by accounting for where the close falls within the high–low range. The proposed system uses…

Indicatori tecniciTrend following