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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: 12,226

SuperMind

This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and…

Ķīnas tirgiAkcijasSvārstīgumsFaktoru ieguldīšana
SuperMind

This note describes a Chinese stock screen combining a turnover-rate band of 3% to 12% with year-over-year growth in net profit attributable to parent-company shareholders between above 20% and 100%. It also calls for a “circular arc” indicator shape,…

Ķīnas tirgiAkcijasTehniskie indikatori
SuperMind

This stock-selection rule combines daily price amplitude above 1, RSI below 65, and revenue in 2021 more than 1.1 times revenue in 2018. The document describes the mix as a way to pair technical conditions with a measure of company growth. Its formula and…

AkcijasTehniskie indikatoriCenas impulssFaktoru ieguldīšana
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, an external-to-internal traded-volume ratio above 1.3, and no limit-up close on the previous day. The post describes these criteria as a way to combine liquidity, buying pressure, and…

AkcijasTirgus mikrostruktūraTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional…

AkcijasTehniskie indikatoriTirgus noskaņojumsĶīnas tirgi
SuperMind

This Chinese community post describes an equity screen requiring a price-range condition, circulating market value above 10 billion yuan, and a 9:25 a.m. gain below 6 percent. The rationale is to find larger companies with some price movement while excluding…

AkcijasĶīnas tirgiTehniskie indikatori
SuperMind

This Chinese community post outlines an equity screen combining a price-range condition, five consecutive years of return on equity above 15%, membership in a robotics-related concept group, and circulating market value below 10 billion yuan. It presents the…

AkcijasĶīnas tirgiFaktoru ieguldīšana
SuperMind

The document outlines a technical stock screen requiring price amplitude above 1%, a high equal to the highest high over two days, and a newly formed KDJ golden cross. It presents these conditions as a way to find stocks with active price movement, recent…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese A-share screening strategy combines a technical condition, a fundamental growth condition, and a market price filter. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This Chinese A-share selection screen combines an intraday price-movement filter with size, profitability, and pre-open price-change conditions. It seeks stocks with an amplitude above 1, market capitalization no greater than 10 billion yuan, positive net…

AkcijasĶīnas tirgiSvārstīgumsCenas impulss
SuperMind

This stock screen selects companies in the metaverse industry whose volume ratio is between 1.5 and 6 and whose best bid volume exceeds best ask volume. The article presents the conditions as a way to combine an industry theme with signs of elevated trading…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
SuperMind

This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range exceeds one percent of the prior close, and whose one-day return is below 2.6% but above negative 5%. The document gives both formula-style conditions and a…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
SuperMind

The document describes a Chinese stock-selection screen combining turnover, order-flow imbalance, and positive returns. Its stated selection logic looks for stocks with turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, and positive…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
SuperMind

This stock screen combines three conditions: amplitude above one, a prior-day 9:15 auction matched price at the limit-down level, and an appearance on the prior day’s trading list. The article interprets the filters as capturing volatility, weak market…

AkcijasSvārstīgumsUz notikumiem balstīta tirdzniecībaRiska pārvaldība
SuperMind

This stock screen selects shares with an amplitude above one, a price average above the five-day moving average, and high current-day auction turnover, retaining the top five by turnover. The article interprets the amplitude filter as a way to find volatile…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This Chinese equity screen combines a positive MACD reading with positive price change and positive large-order net buying. It also limits candidates to companies with market capitalization at or below 10 billion yuan and positive profit. The article frames…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese equity screening strategy selects robot-concept stocks with a turnover rate between 3% and 12%, a circulating market value below 10 billion yuan, and prior-session opening-auction turnover above 0.26. The article suggests the auction activity…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The document outlines a daily stock screen that requires price range to exceed one percent of the prior close, a positive price-to-earnings ratio, and a rising 30-day moving average. It interprets these conditions as combining recent trading activity,…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This document describes a Chinese equity screen combining three conditions: membership in the metaverse industry, an arc-shaped price pattern, and a weekly close crossing above its 30-week moving average. It presents the moving-average cross as a way to…

AkcijasĶīnas tirgiCenas izrāviensTehniskie indikatori
SuperMind

The document explains how multi-factor models describe asset returns through factor exposures, factor returns, and asset-specific residuals. It presents Barra as a framework for estimating portfolio risk by combining factor covariance with specific risk, and…

AkcijasFaktoru ieguldīšanaRiska pārvaldībaPortfeļa veidošana
SuperMind

This proposed daily Chinese stock screen combines three conditions: an intraday high-low range above 1% of the prior close, at least two limit-up events over the preceding 500 sessions, and positive large-order net inflow during the afternoon. The post…

AkcijasSvārstīgumsTirgus mikrostruktūraĶīnas tirgi
SuperMind

This proposed Chinese stock screen focuses on companies classified in the metaverse theme. It requires the current close to be above the five-day moving average and applies a prior-session price-change filter intended to exclude stocks that closed at the…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi