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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

SuperMind

This stock-selection rule filters for shares with daily high-low amplitude above 1%, a ten-day return above zero but below 35%, and positive PE. The stated rationale is to find stocks with some recent upward movement without selecting the largest short-term…

AzioniMomentumVolatilitàIndicatori tecnici
SuperMind

The post outlines a daily A-share selection process that keeps stocks with MACD above its zero line, a price condition relative to the five-day moving average, and positive investor attention or “heat,” then ranks candidates by heat. It gives the standard…

AzioniMercati cinesiMomentumIndicatori tecnici
SuperMind

The post describes a simple Chinese A-share stock screen requiring daily high-low movement above 1%, a nonempty outstanding-convertible-bond name, and a share price around 18.5 yuan. Its final restatement widens the price condition to 18–19 yuan, while the…

AzioniMercati cinesiIndicatori tecniciStatistica
vn.py community

The post raises a futures backtesting issue: unusually large drawdowns may coincide with price gaps when the lead contract changes. The author wants to identify roll dates and avoid trading on those dates, but the post does not provide a method for detecting…

FuturesBacktestGestione del rischio
SuperMind

This theme-based stock screen looks for shares with turnover between 3% and 12%, a robot-related classification, floating market value below 10 billion, and a metaverse-related classification. The article supplies an example formula and Python outline. The…

AzioniMercati cinesi
SuperMind

The proposed stock filter combines RSI below 65, best bid volume greater than best ask volume, and exclusion of STAR Market listings. The article interprets RSI as a way to identify relatively low-priced shares and the bid-ask size comparison as a sign of…

AzioniIndicatori tecniciMicrostruttura del mercato
SuperMind

This short-term stock screen selects shares with RSI below 65, a daily gain above 1%, and eligibility outside the STAR Market segment. It adds a 15-minute MACD histogram condition: the histogram is negative and becoming less negative, which the document…

AzioniIndicatori tecniciMomentumGestione del rischio
SuperMind

This stock screen combines three conditions: daily high-low amplitude above 1%, closing price below 20, and displayed best bid volume greater than best ask volume. The document gives matching formula and Python examples, framing amplitude as a measure of…

AzioniIndicatori tecniciMicrostruttura del mercato
vn.py community

This short support exchange explains how a VeighNa option strategy accesses its position state. A user asks whether the framework restores the previous day’s strategy positions in the same way as a combination strategy that reads saved JSON data. The…

OpzioniGestione del rischioEsecuzione
SuperMind

This stock selection approach combines three technical filters: daily price amplitude above one percent, a reversal or engulfing-style candle condition, and a weekly MACD histogram at or above zero. The post presents the combination as a way to seek active…

AzioniIndicatori tecniciMomentumGestione del rischio
SuperMind

The document presents a Chinese-equity screening rule that combines a minimum daily amplitude, a circulating-market-cap threshold, and a morning star candlestick signal. It describes the pattern as a possible bullish reversal after a decline and provides…

AzioniMercati cinesiIndicatori tecniciBacktest
MQL5 code base

The document outlines an exploratory method for studying whether historical indicator patterns relate to later price movement. It encodes a sequence of MACD values over a lookback window, uses that sequence to name a CSV file, and records how often the…

Indicatori tecniciStatisticaBacktest
MQL5 code base

The document explains how to add notifications to a color-coded MetaTrader indicator. It introduces inputs for selecting the signal bar, enabling sound, limiting alert counts, and turning email or mobile push messages on or off. Separate buy and sell…

Indicatori tecniciEsecuzioneForex
BigQuant

The document describes a stock strategy that scores candidates with a neural network, buys up to three holdings, and aims to sell each after three trading days. It stores each stock and its entry-day index in a context list, then compares that index with the…

AzioniDimensionamento delle posizioniEsecuzioneBacktest
FMZ forum

This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…

CriptoFutures perpetuiTrading ad alta frequenzaRottura
SuperMind

This stock-selection idea combines three daily-chart conditions: a price range above a stated threshold, at least two limit-up events during the prior 500 days, and an opening price near the ten-day moving average. The article frames range and limit-up…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

This informative chart script displays selected trading conditions for the active pair in the chart’s upper-left area. The reported fields include the order freeze level, minimum and maximum trade sizes, lot increments, the minimum distance for placing…

EsecuzioneMicrostruttura del mercato
MQL5 code base

This MetaTrader indicator displays the direction or trade signal produced by the Stalin indicator for a chosen bar and timeframe. It marks continuing trends with a colored star and trend changes with a directional arrow, and can also issue alerts and audio…

Indicatori tecniciTrend following
ProRealCode

Time Segmented Volume (TSV) is a price-and-volume indicator intended to reveal accumulation and distribution. The described calculation assigns a signed volume contribution according to the direction of the close-to-close price change, then sums those…

Indicatori tecniciAzioniMomentum
BigQuant

This weekly report assesses Chinese equity-market sentiment after a sharp March decline and a subsequent rebound. Its composite sentiment score rose from 38 to 51, while the authors judged that near-term further weakness had become less likely, despite…

AzioniSentimentFuturesOpzioni
BigQuant

This tutorial develops a stock factor from the sum of trading volume during the first 15 minutes of a session. It explains why opening activity may be informative: overnight news is reflected in early trading, the opening period contributes to price…

AzioniIndicatori tecniciInvestimento fattorialeTrading ad alta frequenza
BigQuant

The discussion compares quantitative research practices in China and overseas. It says Chinese investors more often try to predict stock prices directly, while overseas researchers may estimate missing observations, factor values, company revenue, or…

Apprendimento automaticoStatisticaAzioniMercati cinesi
SuperMind

This proposed Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a recent seven-day low condition. The post presents the combination as a way to find active stocks amid a…

AzioniMercati cinesiIndicatori tecniciRitorno alla media
SuperMind

This post proposes screening Chinese equities using three conditions: buying-pressure share above a threshold, prior-day turnover value above a threshold, and a high dividend ratio in a specified historical year. It frames buying pressure as a sign of…

AzioniMercati cinesiInvestimento fattorialeBacktest