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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

BigQuant

The document contrasts selecting stocks by relative rank with selecting them by an absolute model score. A ranking method can always choose the highest-ranked names in a universe, even when their scores are weak. The proposed alternative sets a minimum score…

AzioniApprendimento automaticoInvestimento fattorialeBacktest
Hummingbot docs

This proposal describes changes to Hummingbot Foundation governance for Epoch 6. It would organize connector votes into four groups: centralized exchanges, decentralized order-book exchanges, automated market makers, and blockchain networks. The proposal…

CriptoMarket making
SuperMind

This stock selection approach combines three price conditions: daily amplitude above 1, upward-diverging moving averages, and at least one limit-up event during the prior 25 trading days. It aims to find volatile stocks with recent strong price action and an…

AzioniMercati cinesiMomentumIndicatori tecnici
ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

Indicatori tecniciTrend followingForex
SuperMind

This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market…

AzioniMomentumIndicatori tecniciGestione del rischio
SuperMind

This Chinese-language post describes an equity screening rule that combines a positive MACD reading, upward alignment of short-term moving averages, and a rising weekly MACD histogram. It provides example indicator formulas and a basic screen based on MACD…

AzioniIndicatori tecniciMomentumMercati cinesi
BigQuant

This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…

Indicatori tecniciMomentumForex
MQL5 code base

This guide explains Bollinger Bands as a volatility measure and a possible source of overbought or oversold signals. It describes a middle line based on a moving average, commonly using 20 periods, with upper and lower bands set two standard deviations away.…

Indicatori tecniciVolatilitàRitorno alla mediaAzioni
MQL5 code base

This indicator description presents GRFLeadingEdge as an alternative to Bollinger Bands intended to reduce delays associated with averaging. It says the method resembles a standard-deviation channel built by smoothing a straight line over a fixed number of…

Indicatori tecniciStatistica
MQL5 code base

This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…

Indicatori tecniciVolatilitàGestione del rischioDimensionamento delle posizioni
SuperMind

This proposed Chinese equity screen selects stocks whose daily high-low range exceeds 1%, that had at least one limit-up day in the preceding 25 trading days, and whose circulating market value exceeds 10 billion yuan. The article interprets the range…

AzioniMercati cinesiVolatilitàMomentum
MQL5 code base

This brief description concerns a version of Kaufman’s Adaptive Moving Average (AMA), an adaptive smoothing indicator used to follow price trends. It says the implementation modifies the smoothing ratio by raising it to a power, controlled by an external…

Indicatori tecniciTrend following
SuperMind

This document explains MACD as a way to compare a short-term and a long-term exponential moving average of closing prices. Their difference, DIFF, is smoothed into a signal line called DEA; MACD is calculated from the gap between DIFF and DEA. The standard…

AzioniIndicatori tecniciMomentumBacktest
SuperMind

The post outlines a stock screen combining three conditions: intraday high-low range relative to the open above 1%, a stated 2019 dividend-yield measure above 25%, and daily change from the open between -5% and 2.6%. It presents the conditions as a way to…

AzioniIndicatori tecniciInvestimento fattorialeBacktest
BigQuant

This summary describes an analysis of actively managed equity funds and funds with substantial equity exposure. Its stated selection process combines historical return data with portfolio holdings, sector exposure, and risk considerations to identify funds…

AzioniInvestimento fattorialeCostruzione del portafoglioGestione del rischio
MQL5 code base

The document describes SuperTrend as a price-chart overlay that uses Average True Range (ATR) to adjust a trend line to market volatility. It presents crossings of price and the line as potential buy or sell signals, with changes in line color marking trend…

Indicatori tecniciTrend followingVolatilità
MQL5 code base

The Donchian Oscillator described here measures how far the closing price sits beyond a Donchian channel boundary. The channel is formed from the highest high and lowest low across a chosen lookback period. A close above the upper boundary produces a…

Indicatori tecniciRottura
SuperMind

This example presents a monthly Chinese equity strategy using constituents of the CSI 300 as its starting universe. It excludes suspended and specially treated stocks, then calculates several cumulative return measures over different lookback windows. For…

Mercati cinesiAzioniMomentumInvestimento fattoriale
MQL5 code base

The document describes a higher-timeframe signal display for the AFL_WinnerSign indicator. It shows whether the selected bar continues the current trend or marks a change in direction: continuation uses a horizontal arrow, while a changed trend uses a…

Indicatori tecniciTrend following
MQL5 code base

This technical note explains how to add alert delivery to a MetaTrader indicator that already stores buy and sell signals in indicator buffers. It describes configurable inputs for selecting the signal bar, enabling sound, setting an alert count, and turning…

Indicatori tecniciEsecuzioneAzioni
Binance API docs

This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…

CriptoMercati spotMicrostruttura del mercatoEsecuzione
SuperMind

This stock screen combines a metaverse industry classification with a price condition, a robotics concept flag, and a circulating market capitalization limit. The price condition requires the stock’s average price to be above its five-day moving average. The…

AzioniMercati cinesiIndicatori tecniciMomentum
BigQuant

This research review examines whether predictable stock returns in particular months reflect changing risk or temporary mispricing. Its central test is seasonal reversal: if a stock earns unusually high returns in one calendar period because demand…

AzioniStatisticaInvestimento fattorialeMomentum