Praleisti ir pereiti prie turinio

Žinių biblioteka

Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.

Quant Q&A
20,364 dokumentų
SuperMind
12,226 dokumentų
OKX Learn
8,431 dokumentų
Strategy library
7,910 dokumentų
MQL5 code base
7,090 dokumentų
BigQuant
3,481 dokumentų
Bitget Academy
3,298 dokumentų
MQL5 articles
3,012 dokumentų
TradingView scripts
1,976 dokumentų
ProRealCode
1,507 dokumentų
Deribit Insights
1,232 dokumentų
Machine Learning for Trading
1,124 dokumentų
arXiv papers
1,033 dokumentų
Amberdata research
766 dokumentų
FMZ forum
682 dokumentų
FMZ digest
662 dokumentų
vn.py community
560 dokumentų
QuantInsti blog
511 dokumentų
Galaxy Research
340 dokumentų
QuantStart
246 dokumentų
Stratmill research code
219 dokumentų
Robot Wealth
195 dokumentų
NautilusTrader
191 dokumentų
Hummingbot docs
181 dokumentų
Paradigm research
175 dokumentų
Lumibot
164 dokumentų
Kraken Learn
163 dokumentų
Kiekybinės prekybos kursų biblioteka
157 dokumentų
OctoBot
152 dokumentų
Cryptohopper blog
144 dokumentų
Systematic trading blog (Rob Carver)
132 dokumentų
Qlib
116 dokumentų
TqSdk
86 dokumentų
Quantpedia
86 dokumentų
Hyperliquid docs
79 dokumentų
Freqtrade
68 dokumentų
Hudson & Thames
62 dokumentų
Awesome Systematic Trading
61 dokumentų
backtrader
54 dokumentų
vn.py
50 dokumentų
Binance API docs
45 dokumentų
Quantopian paskaitos
45 dokumentų
FMZ guides
38 dokumentų
pysystemtrade
34 dokumentų
Freqtrade docs
32 dokumentų
quant-trading
31 dokumentų
FinRL
28 dokumentų
Zipline
22 dokumentų
FMZ live strategies
21 dokumentų
Jesse
17 dokumentų
pyfolio
16 dokumentų
WonderTrader
14 dokumentų
Alphalens
14 dokumentų
backtesting.py
11 dokumentų
Technical Analysis
9 dokumentų
QTPyLib
8 dokumentų
QuantRocket
7 dokumentų
Lumibot strategies
7 dokumentų
Awesome Quant
1 dokumentų

Ieškoti bibliotekoje

79,386 dokumentų

MQL5 code base

This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…

Techniniai rodikliaiStatistikaPrekyba pagal tendencijąGrįžimas prie vidurkio
SuperMind

This stock-screening proposal selects equities whose 5-, 10-, 20-, 30-, and 60-day moving averages converge, with turnover above 2% and below 9%, and a dividend payout ratio above 25% for 2019. The author interprets clustered short- and medium-term averages…

AkcijosTechniniai rodikliaiInvestavimas pagal veiksnius
FMZ forum

This introductory programming note describes several Python mistakes that can make code behave unexpectedly or become harder to maintain. It recommends checking which Python version a program targets, favoring clear code over compressed one-liners, and…

StatistikaPavedimų vykdymas
vn.py community

This short forum exchange discusses how to handle large orders when building options strategies with the elite_optionstrategy module. A response explains that the module does not provide detailed control over placing and canceling orders. Instead, it…

Pasirinkimo sandoriaiPavedimų vykdymasRinkos mikrostruktūra
SuperMind

This overview organizes common machine learning methods in two ways: by their form or function, and by how they learn from data. It surveys regression, instance-based methods, regularization, decision trees, Bayesian methods, clustering, association rules,…

Mašininis mokymasisStatistika
Cryptohopper blog

The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…

KriptoturtasPrekyba pagal tendencijąTechniniai rodikliaiRizikos valdymas
MQL5 code base

The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…

Valiutų rinkaTechniniai rodikliaiPortfelio konstravimas
vn.py community

This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…

Kinijos rinkosAkcijosDidelio dažnio prekybaKintamumas
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

Valiutų rinkaTechniniai rodikliaiRizikos valdymasPozicijos dydžio nustatymas
SuperMind

The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…

AkcijosTechniniai rodikliaiGrįžimas prie vidurkioRizikos valdymas
BigQuant

A multi-factor analysis reports factor coverage below the required threshold, even though basic descriptive statistics and a null check do not reveal an obvious problem. The suggested diagnosis is that a feature extraction step removes rows containing…

Investavimas pagal veiksniusStatistika
BigQuant

A trader reports that a stock-selection strategy using TA-Lib indicators produces different results each time it is run. The response points to an SQL query in one module that lacks an explicit sort order as the likely cause. When rows arrive in an…

Istorinis testavimasStatistika
MQL5 code base

Paromon is a chart indicator that marks the start of each trading day and displays that day’s high and low prices. Its purpose is to make the daily range visible on a price chart, which can help traders orient intraday price action around the session’s…

Techniniai rodikliai
MQL5 code base

The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…

Techniniai rodikliaiPrekyba pagal tendencijąPramušimas
SuperMind

The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, displayed first-level bid volume greater than ask volume, and reported holder concentration below 20%. The candidates are then ranked by price change,…

AkcijosKinijos rinkosRinkos mikrostruktūraIstorinis testavimas
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Techniniai rodikliaiRizikos valdymasIstorinis testavimasPrekyba pagal tendenciją
SuperMind

The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…

Rizikos valdymasPozicijos dydžio nustatymasIstorinis testavimasAkcijos
BigQuant

This article proposes a compact framework for reviewing the equity market by sector rather than inspecting every stock individually. To gauge sector persistence, it counts stocks moving from an initial limit-up session to a second consecutive limit-up…

AkcijosImpulsasRizikos valdymasKinijos rinkos
quant-trading

The document outlines a mean-reversion strategy for two assets selected for cointegration. It uses the Engle–Granger two-step approach: regress one price series on the other, test whether the residuals are stationary, then fit an error-correction model and…

Porų prekybaGrįžimas prie vidurkioStatistikaIstorinis testavimas
MQL5 code base

The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…

Valiutų rinkaTechniniai rodikliaiKelių turto klasių
BigQuant

This research summary describes a study of retail investor attention and asymmetric volatility in China’s A-share market. The authors use the balance of positive, negative, and neutral posts on online stock message boards to construct a proxy for asymmetry…

AkcijosKinijos rinkosRinkos nuotaikosKintamumas
BigQuant

This user post describes rolling model training for stock forecasts using two approaches. The StockRanker example updates the model annually, fitting on one year of data and predicting over the following year. The XGBoost example instead constructs monthly…

AkcijosMašininis mokymasisIstorinis testavimas
BigQuant

This Chinese equity research excerpt analyzes the beer industry’s shift from pursuing output scale toward improving profitability through premium products. It separates the outlook into volume and price per ton: production depends on the number of operating…

AkcijosKinijos rinkosInvestavimas pagal veiksnius
Amberdata research

The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…

KriptoturtasDeFiRinkos formavimasRizikos valdymas