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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

SuperMind

This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…

AzioniMercati cinesiIndicatori tecniciMomentum
SuperMind

This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…

AzioniMercati cinesiIndicatori tecniciMomentum
MQL5 code base

KoliErBands is presented as a variation on Bollinger Bands. Its distinguishing feature is the center line: it uses the average of the period’s High and Low prices rather than the conventional basis described for Bollinger Bands. The selected period…

Indicatori tecniciVolatilità
MQL5 code base

Cronex Taichi is an indicator designed to make Ichimoku readings easier to interpret and to distinguish potential flat markets from trends. It defines Taichi as a weighted average of Tenkan, Kijun, and both Senkou spans. TaichiFor uses the two Senkou spans…

Indicatori tecniciTrend followingStatistica
BigQuant

This research roundup summarizes three studies. The first examines whether unexpected US monetary policy announcements affected hedge fund alpha after the financial crisis, using event studies, structural-break tests, and Markov-switching models. It reports…

Multi-assetCostruzione del portafoglioBasato su eventiSentiment
MQL5 code base

FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…

Indicatori tecniciTrend followingVolatilità
BigQuant

This report examines shortcomings in the Henriksson–Merton (HM) and Treynor–Mazuy (TM) models for assessing fund managers’ market and style timing. TM represents beta adjustment as a gradual quadratic pattern, while HM assumes a two-state exposure shift;…

StatisticaInvestimento fattorialeCostruzione del portafoglio
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…

Trend followingIndicatori tecniciAzioni
SuperMind

The proposed screen selects stocks after the open when their five-period amplitude measure exceeds a threshold, the measured institutional participation rate changes materially from the prior day, and the share price equals a specified level. The document…

AzioniMercati cinesiVolatilitàIndicatori tecnici
Stratmill research code

HftBacktest uses Numba-compiled classes and strategy functions, so importing the library and compiling a strategy can add startup time before a backtest begins. The document describes enabling Numba’s cache option on a strategy function so compiled code can…

BacktestTrading ad alta frequenzaEsecuzione
MQL5 code base

The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…

EsecuzioneDimensionamento delle posizioniGestione del rischioForex
MQL5 code base

This reference describes MQL5 preprocessor macros that make Expert Advisor code more concise. It maps indexed rate data to candle prices and times, exposes bid and ask values, and provides access to moving averages and ATR arrays. The author assumes…

Indicatori tecniciStatistica
MQL5 code base

This Expert Advisor trades when the XAng_Zad_C indicator cloud changes color. It can restrict entries to a configured daily time window and close open positions at the selected end time. If the start time falls later than the end time, closure is scheduled…

ForexTrend followingIndicatori tecniciDimensionamento delle posizioni
TqSdk

This reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…

FuturesAzioniBacktestEsecuzione
BigQuant

This report overview defines smart beta as a systematic, rules based way to obtain exposure to selected investment factors. It compares the United States and China through their ETF markets, describing differences in product scale, factor coverage, and index…

Investimento fattorialeAzioniMercati cinesiMercati statunitensi
FMZ guides

This guide explains how interactive controls send commands to a running trading strategy. Controls can carry numbers, booleans, strings, dropdown selections, or button actions; strategy code retrieves the resulting messages and can use them to change…

EsecuzioneMicrostruttura del mercato
MQL5 code base

Rainbow_HTF is a MetaTrader 5 indicator variant that lets the user select the timeframe from its input settings. The supplied example sets the indicator period to four hours, illustrating that the chosen period can be specified independently through a…

Indicatori tecnici
SuperMind

This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…

AzioniIndicatori tecniciMercati cinesiGestione del rischio
Hummingbot docs

This overview describes an automated cross-exchange market-making executor in the Hummingbot framework. The strategy seeks to capture price differences between venues or markets by placing a maker order on one side and executing against a taker market when…

CriptoMarket makingArbitraggioEsecuzione
SuperMind

The document outlines a Chinese equity screening idea combining three conditions: at least five moving averages converge, the opening price is near a ten-day average, and the quoted 9:25 change is below 6%. It argues that converging averages may indicate…

AzioniIndicatori tecniciMercati cinesi
MQL5 code base

This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…

ForexIndicatori tecniciDimensionamento delle posizioniBacktest
BigQuant

The document outlines the five factors used to explain differences in stock returns: market excess return, company size, book-to-market value, profitability, and investment. It describes each as a comparison between groups of stocks, such as small versus…

AzioniInvestimento fattorialeStatisticaCostruzione del portafoglio
SuperMind

This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…

Mercati cinesiAzioniMomentumIndicatori tecnici