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Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

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

Meklēt bibliotēkā

Dokumentu skaits: 662

FMZ digest

This note explains a basic trend-following strategy based on Donchian channels. The upper and lower bands are formed from the highest high and lowest low over a lookback window, with the middle line between them. Wider bands indicate a broader recent price…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
FMZ digest

This brief note examines how trading fees affect the spread available to a triangular hedging strategy. It points readers to two research notebooks: one using the default fee setting and another adjusted for a different fee rate. Its central lesson is that…

ArbitrāžaKriptoaktīviRīkojumu izpildeVēsturisko datu pārbaude
FMZ digest

This strategy switches between range and trend rules using the Choppiness Measurement Index (CMI). When CMI is below 20, it treats the market as oscillating and uses stochastic K and D conditions to open or reverse positions. When CMI is at least 20, it…

KriptoaktīviNākotnes līgumiTūlītējo darījumu tirgiSekošana tendencei
FMZ digest

This note presents a rudimentary BTC futures strategy prototype that monitors order books on two exchanges. When the bid on one venue exceeds the ask on the other by a specified spread, the example opens a short on the first exchange and a long on the…

KriptoaktīviNākotnes līgumiArbitrāžaTirgus mikrostruktūra
FMZ digest

The article explains On Balance Volume (OBV), which cumulatively adds volume when a bar closes above the prior close, subtracts it when the close is lower, and leaves the value unchanged on a tie. It interprets OBV as a way to view volume direction and…

KriptoaktīviTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
FMZ digest

This beginner tutorial outlines how to build a simple spot grid strategy for a cryptocurrency pair. It begins by defining the intended behavior: use equally spaced price levels around a starting point, allow the grid to extend in both directions, and place…

KriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecībaRīkojumu izpilde
FMZ digest

The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…

KriptoaktīviRežģa tirdzniecībaPerpetuālie nākotnes līgumiRiska pārvaldība
FMZ digest

The article describes a taker-style spot arbitrage method for capturing temporary price gaps across crypto exchanges. It proposes fetching order books concurrently, combining eligible ask and bid levels, and ranking them after adjusting prices for exchange…

KriptoaktīviTūlītējo darījumu tirgiArbitrāžaTirgus mikrostruktūra
FMZ digest

The article describes a beginner’s use of a trading platform and ChatGPT to learn strategy scripting, inspect example strategies, and run backtests. It includes an AI-generated moving-average crossover example with stop-loss exits, then illustrates asking…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldībaMašīnmācīšanās
FMZ digest

This annotated strategy explanation describes a crypto futures system that opens an initial position, places a take-profit order, and monitors for either a profitable exit or a stop-loss trigger. When the stop is reached, it cancels outstanding orders,…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiPozīcijas apjoma noteikšana
FMZ digest

The document outlines a Python framework for running a strategy across several crypto perpetual contracts. It organizes account, position, order, precision, timing, and ticker data in shared structures, then describes functions for retrieving exchange…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiRīkojumu izpilde
FMZ digest

This guide introduces a platform charting interface intended to simplify custom strategy visualization in JavaScript. It shows how to create a chart object, begin and close a drawing pass for each candle, and plot data such as volume. A more detailed example…

Tehniskie indikatoriVēsturisko datu pārbaudeNākotnes līgumi
FMZ digest

This tutorial outlines a data-mining approach to machine-learning signals, contrasting it with strategies that begin from an explicit market inefficiency such as trend following or mean reversion. It recommends defining the prediction target and evaluation…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeRīkojumu izpilde
FMZ digest

The article describes a workflow for finding tokens held across wallets associated with holders of a successful project. It automates collection of leading BSC token holders, filters out likely institutions and large project wallets, queries remaining…

KriptoaktīviBlokķēdes datiStatistikaRiska pārvaldība
FMZ digest

This tutorial explains how to add several custom charts to a trading strategy, each using a different candle interval and indicator layout. Its example creates hourly, 15-minute, and daily charts, then retrieves each series and routes candle and indicator…

Nākotnes līgumiTehniskie indikatoriVēsturisko datu pārbaude
FMZ digest

The article compares conventional candlestick backtests with more detailed approaches for high-frequency and multi-instrument strategies. It explains that bars omit the timing of intrabar extremes, bid and ask quotes, and queue priority, which can distort…

Augstas frekvences tirdzniecībaVēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūra
FMZ digest

This article discusses how to structure instructions for AI-assisted crypto trading. It argues that prompts should provide current market inputs, account constraints, trading history, and a required output format, then describes a two-layer setup separating…

KriptoaktīviMašīnmācīšanāsRiska pārvaldībaPozīcijas apjoma noteikšana
FMZ digest

The article modifies the spot-oriented LeeksReaper design for Binance USDT perpetual contracts, where positions use a one-way mode. It retains a short-term price breakout signal: a weighted order-book price series is compared with recent highs and lows, and…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiAugstas frekvences tirdzniecība
FMZ digest

This tutorial develops an intraday pairs-trading example using SPY and IWM minute bars. It aligns the two price series, estimates a rolling linear-regression hedge ratio, forms a spread, and standardizes that spread as a z-score. The example opens a long…

AkcijasPāru tirdzniecībaAtgriešanās pie vidējās vērtībasStatistika
FMZ digest

This introduction explains how block-based visual programming can express trading logic without requiring the user to write conventional code. It demonstrates building a basic output action, then describes a digital-asset rebalancing example based on current…

KriptoaktīviTūlītējo darījumu tirgiPortfeļa veidošanaVēsturisko datu pārbaude
FMZ digest

This tutorial shows how to transfer a simple MyLanguage trend strategy into JavaScript using a reusable event loop and order-management framework. The example computes two moving averages from market bars, compares their recent completed values, and treats…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
FMZ digest

This guide explains how to connect to dYdX v4, use its test network, inspect market and account data, place and cancel orders, manage subaccounts, and query transaction details. It describes the exchange’s two-part architecture: an indexer for market and…

KriptoaktīviPerpetuālie nākotnes līgumiRīkojumu izpildeTirgus mikrostruktūra
FMZ digest

The article introduces Markowitz modern portfolio theory as a framework for choosing asset weights by balancing expected return and risk. It explains that portfolio risk depends not only on each asset’s volatility but also on covariance between assets, so…

Vairāku aktīvu tirdzniecībaPortfeļa veidošanaStatistikaRiska pārvaldība
FMZ digest

The article reviews a 2021 basket of Binance perpetual-contract cryptocurrencies and compares holding an equally weighted index with rebalancing strategies. It constructs normalized price series, fills missing prices, and compares average and median…

KriptoaktīviPortfeļa veidošanaVēsturisko datu pārbaudePozīcijas apjoma noteikšana