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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
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: 682

FMZ forum

This guide describes an analysis tool for calculating and plotting expressions over market time series, with syntax influenced by the public Alpha101 formula collection. It lists arithmetic and conditional operators alongside functions for lagging…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaudeAkcijas
FMZ forum

This FAQ collects practical guidance for operating strategies on the FMZ platform. It explains where runtime logs are stored, notes that the standard order query returns pending orders, and suggests using an exchange’s underlying API when filled-order…

Nākotnes līgumiVēsturisko datu pārbaudeTehniskie indikatoriRīkojumu izpilde
FMZ forum

This trading essay argues that traders should respond to observed price changes and predefined system signals instead of becoming attached to a directional forecast. It highlights how an open position can bias judgment toward evidence that supports the…

Nākotnes līgumiSekošana tendenceiRiska pārvaldībaRīkojumu izpilde
FMZ forum

The article explains how limit order books work and why large visible orders can expose traders to front running and adverse selection. Iceberg orders reduce that exposure by displaying only part of a larger order, though hiding demand can also make…

Augstas frekvences tirdzniecībaTirgus mikrostruktūraRīkojumu izpildeStatistika
FMZ forum

The essay examines how randomness can make a trader’s successful record look like evidence of skill, using the analogy of a chance-generated literary achievement. It argues that market prices can fluctuate for reasons unrelated to near-term business value,…

StatistikaRiska pārvaldībaVēsturisko datu pārbaudeAkcijas
FMZ forum

Turtle Soup is described as a short-term reversal approach that seeks to exploit failed breakouts associated with trend-following systems. The article contrasts it with the classic Turtle method, which enters in the direction of a 20-day high or low and may…

AkcijasAtgriešanās pie vidējās vērtībasCenas izrāviensTehniskie indikatori
FMZ forum

The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…

KriptoaktīviTūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasRiska pārvaldība
FMZ forum

The author discusses practical issues in compounding returns from perpetual-futures funding-rate strategies. They describe high taker fees and possible price slippage during hedging, the need to correctly complete a partially executed leg, and a profit…

KriptoaktīviPerpetuālie nākotnes līgumiRiska pārvaldībaRīkojumu izpilde
FMZ forum

The document explains Kaufman’s adaptive moving average (AMA) as an adjustment to conventional moving averages, whose fixed speeds can lag sharp trends or turn repeatedly in noisy markets. It introduces an efficiency ratio that compares net price change with…

Tehniskie indikatoriSekošana tendenceiStatistikaVēsturisko datu pārbaude
FMZ forum

The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…

KriptoaktīviTirgus veidošanaRīkojumu izpildeVēsturisko datu pārbaude
FMZ forum

This Chinese-language reference catalogs TA-Lib indicators and gives brief descriptions, function signatures, output shapes, and usage examples. Its visible sections cover trend measures such as moving averages, Bollinger Bands, and Parabolic SAR, followed…

Tehniskie indikatoriSekošana tendenceiCenas impulss
FMZ forum

This stock-screening recipe selects members of a designated metaverse sector when their latest close is above the prior close and the MACD signal line, DEA, is rising. The proposed final filter also requires a six-period RSI above 50. The document provides…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
FMZ forum

This essay explains black swan events as rare occurrences with unusually large consequences and focuses on the distinction between known risks and unknown unknowns. It uses historical market crashes, a casino liability, terrorism, an epidemic, and the…

Riska pārvaldībaSvārstīgumsPortfeļa veidošanaAkcijas
FMZ forum

The article examines three futures strategies in China’s oilseed complex: soybean crush spreads, soybean oil versus palm oil substitution spreads, and soybean oil versus soybean meal companion spreads. It outlines the production and consumption logic behind…

IzejvielasNākotnes līgumiArbitrāžaPāru tirdzniecība
FMZ forum

This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…

KriptoaktīviNākotnes līgumiRīkojumu izpilde
FMZ forum

This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiRīkojumu izpilde
FMZ forum

This explainer describes how Bitcoin wallets create key pairs and addresses, and how transactions transfer value by referring to earlier transaction outputs. It walks through transaction fields such as identifiers, inputs, outputs, lock time, signatures, and…

KriptoaktīviTūlītējo darījumu tirgiTirgus mikrostruktūra
FMZ forum

Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…

Nākotnes līgumiSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
FMZ forum

This short Python example sketches a grid approach for ETC/USD using 15-minute data. It builds price levels by repeatedly increasing a starting level by five percent, locates the current price within those levels, and places an initial buy. The intended loop…

KriptoaktīviRežģa tirdzniecībaVēsturisko datu pārbaudePozīcijas apjoma noteikšana
FMZ forum

Algorithmic trading turns explicit rules based on variables such as price, timing, quantity, or mathematical models into instructions that monitor markets and place orders. The document illustrates a moving-average crossover and surveys strategy families…

AkcijasSekošana tendenceiArbitrāžaAtgriešanās pie vidējās vērtības
FMZ forum

This market commentary explains the divergence between large, established A-share companies and smaller, often high-valuation stocks through shifts in economic, monetary, and regulatory conditions. It argues that improving results in traditional cyclical…

AkcijasĶīnas tirgiFaktoru ieguldīšanaTirgus mikrostruktūra
FMZ forum

The document explains several bare candlestick patterns: morning and evening stars, bullish and bearish engulfing patterns, and red or black three-soldier sequences. It assigns bullish or bearish interpretations to these formations and suggests using stars…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
FMZ forum

The post defines bullish and bearish three-candle patterns using consecutive closes, close locations within each candle, and limited opposing shadows. It proposes reversing positions when the opposite pattern appears: bullish formations close shorts and open…

KriptoaktīviTehniskie indikatoriCenas izrāviensVēsturisko datu pārbaude
FMZ forum

This Chinese-language forum post raises a backtesting problem: gaps in stored Bitcoin market data can leave an open position without later bars on which the strategy could close it. The example describes a long period of missing exchange candles and asks how…

KriptoaktīviVēsturisko datu pārbaudeStatistika