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Zināšanu bibliotēka

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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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

The document presents a Python port of a commodity futures moving average strategy originally implemented in JavaScript. It frames the example as a way to study multi-instrument strategy architecture, including per-contract state, position and order…

Nākotnes līgumiIzejvielasSekošana tendenceiTehniskie indikatori
FMZ digest

The document introduces two ways to transform ordinary candlestick data to make trends easier to inspect. Renko bars are added when price moves by at least a chosen brick size, independent of elapsed time; this suppresses smaller fluctuations and can…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
FMZ digest

The document explains the Aroon indicator, which uses how recently a market made its highest and lowest prices over a chosen lookback period. Aroon Up and Aroon Down range from zero to one hundred; readings near one hundred indicate that the corresponding…

Nākotnes līgumiIzejvielasSekošana tendenceiTehniskie indikatori
FMZ digest

The document describes a crypto futures execution problem: after a limit order fills, the exchange’s position endpoint may still report the earlier position. A strategy that relies on that stale response can conclude the order did not execute and place…

KriptoaktīviNākotnes līgumiRīkojumu izpildeRiska pārvaldība
FMZ digest

This article presents an FMZ framework for trading several perpetual futures symbols through unified platform APIs. It organizes per-symbol state for prices, orders, positions, precision, and account metrics, then describes routines for loading market…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiRīkojumu izpilde
FMZ digest

This article introduces BIAS, the percentage distance between a closing price and its moving average, and interprets large positive or negative deviations as potential mean-reversion conditions. It then builds a directional strategy by comparing short- and…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
FMZ digest

The article explains the AR price-momentum indicator, calculated as the ratio of summed high-minus-open ranges to summed open-minus-low ranges over a lookback window. It interprets readings around 100 as a balance point: higher readings suggest stronger…

KriptoaktīviTūlītējo darījumu tirgiCenas impulssTehniskie indikatori
FMZ digest

This article walks through connecting Claude Pro to an FMZ account through the Model Context Protocol (MCP), then using natural-language requests to inspect and operate trading tools. Demonstrations include checking running strategies, placing a series of…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiRīkojumu izpilde
FMZ digest

This beginner guide groups common automated-trading failures into syntax errors, runtime bugs, configuration mistakes, and exchange API errors. It gives examples such as malformed symbol formats, invalid API credentials, network timeouts, request-rate…

KriptoaktīviVēsturisko datu pārbaudeRīkojumu izpildeRiska pārvaldība
FMZ digest

This tutorial builds a PyTorch LSTM model to predict the next Bitcoin closing price from recent open, high, low, close, and volume data. It explains the model’s input and output dimensions, the role of sequence length and batch size, and how to connect a…

KriptoaktīviMašīnmācīšanāsStatistikaVēsturisko datu pārbaude
FMZ digest

This article describes a monitoring script that polls funding rates for perpetual futures across multiple exchanges. It uses a separate worker for each exchange, applies exchange-specific delays to reduce request pressure, and handles venues differently…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiPārnese
FMZ digest

This tutorial explains how to use FMZ’s built-in SQLite interface to store and manage structured data for trading strategies. It introduces table creation and the basic operations for inserting, querying, updating, and deleting records, and notes that the…

KriptoaktīviStatistikaRīkojumu izpilde
FMZ digest

The document outlines a simple spot-market tool for attempting to buy a token as soon as its trading pair becomes available. It monitors the order book for data, then submits a configurable batch of concurrent limit buy orders with stepped prices and…

KriptoaktīviTūlītējo darījumu tirgiRīkojumu izpildeTirgus mikrostruktūra
FMZ digest

The document presents a historical overview of managed futures trading systems in three broad generations. Early systems are described as relatively simple trend followers, often using moving-average rules in a period characterized by persistent commodity…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriPortfeļa veidošana
FMZ digest

The document describes adapting a fixed-weight, multi-indicator trading strategy by feeding its combined indicator score into a small neural network. Indicator weights vary by classified market state, but are initially hand-set. The proposed model uses the…

MašīnmācīšanāsTehniskie indikatoriNākotnes līgumiKriptoaktīvi
FMZ digest

The document describes a same-asset calendar spread strategy using ETC futures with different expiries. It defines the spread from the bid and ask prices of weekly and quarterly contracts, then applies Bollinger Bands to the spread series. A move below the…

KriptoaktīviNākotnes līgumiArbitrāžaAtgriešanās pie vidējās vērtības
FMZ digest

This article models how to choose an order size for FMEX's proposed debt-unlock program, where part of the daily return depends on a trader's share of each minute's trading volume. It focuses on that minute-based allocation, accounting for taker fees and an…

KriptoaktīviTirgus mikrostruktūraRīkojumu izpildePozīcijas apjoma noteikšana
FMZ digest

This tutorial compares several moving-average trading rules using daily commodity futures data. It starts with a single-average rule that trades when price crosses its average, then shows dual-average crossovers, adds conditions requiring the averages to…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
FMZ digest

This article explains R-Breaker, a commodity futures strategy that uses the prior day's high, low, and close to calculate a pivot and three support and resistance levels on each side. With no position, it enters long above the upper breakout level or short…

Nākotnes līgumiIzejvielasCenas izrāviensSekošana tendencei
FMZ digest

This tutorial translates a JavaScript candle aggregation routine into Python for creating trading intervals that an exchange or data provider does not supply. It infers the source interval from the final two records, checks that the target interval is an…

Tehniskie indikatoriStatistika
FMZ digest

This article explains a platform-specific way to feed WebSocket quotes into an existing strategy without editing its core logic. It uses a reusable template library whose initialization function opens a supported exchange connection and replaces a…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūraAugstas frekvences tirdzniecība
FMZ digest

This document presents a Pine strategy intended to help discretionary traders automate a preplanned entry and exit process. The configurable inputs control trade direction, order size, initial entry mode, stop distance, trailing offset, and the price…

Rīkojumu izpildeRiska pārvaldībaTehniskie indikatoriNākotnes līgumi
FMZ digest

This article describes an automated crypto futures approach that treats unusually large liquidation flows as potential trend continuation signals. It establishes a per-asset baseline by dividing historical liquidation amounts into time windows, then uses a…

KriptoaktīviPerpetuālie nākotnes līgumiStatistikaTirgus mikrostruktūra
FMZ digest

This article offers practical rules for speculative cryptocurrency trading, centered on limiting financial exposure, monitoring Bitcoin’s influence on altcoins, diversifying holdings, setting profit targets, researching claims independently, and using stop…

KriptoaktīviRiska pārvaldībaPortfeļa veidošanaRīkojumu izpilde