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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
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

vn.py community

This short forum exchange clarifies how VeighNa’s live market recording module stores data. The recording interval determines how often data is written; the feature records incoming real-time bars or ticks to a database rather than downloading historical…

Microstruttura del mercatoFutures
FMZ guides

This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…

CriptoDeFiDati on-chainEsecuzione
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

Indicatori tecniciMicrostruttura del mercatoStatistica
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

Indicatori tecniciTrend followingBacktest
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

Indicatori tecniciTrend following
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

Indicatori tecniciMicrostruttura del mercatoStatistica
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

Microstruttura del mercatoEsecuzioneIndicatori tecnici
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

AzioniMercati cinesiIndicatori tecniciGestione del rischio
Stratmill research code

This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…

FuturesMarket makingBacktestMicrostruttura del mercato
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

AzioniIndicatori tecniciMomentum
MQL5 code base

The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…

StatisticaArbitraggio
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

AzioniMomentumRotturaIndicatori tecnici
BigQuant

The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…

Indicatori tecniciAzioni
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

AzioniMomentumIndicatori tecniciGestione del rischio
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

AzioniVolatilitàIndicatori tecniciGestione del rischio
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

AzioniMomentumIndicatori tecniciMercati cinesi
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Indicatori tecniciTrend followingMomentumGestione del rischio
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

AzioniRitorno alla mediaMomentumIndicatori tecnici
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Indicatori tecniciRitorno alla mediaAzioni
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

AzioniMercati cinesiIndicatori tecniciMomentum
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

AzioniMercati cinesiIndicatori tecniciMomentum
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

AzioniBasato su eventiSentimentStatistica
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

FuturesRotturaIndicatori tecniciGestione del rischio
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

Indicatori tecniciVolatilità