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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 beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these…

AkcijasĶīnas tirgiCenas izrāviensTehniskie indikatori
SuperMind

The post proposes screening A-share stocks using three signals: today’s increase in holdings above five percent, large-order net volume above 0.05 for at least three consecutive days, and shortening green bars on a 15-minute MACD chart. It interprets these…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…

AkcijasĶīnas tirgiCenas impulssCenas izrāviens
SuperMind

The post describes a Chinese equity screen combining daily price range, relative trading volume, and weekly MACD. It selects stocks with an amplitude of at least 1%, a volume ratio between 1.5 and 6, and a weekly MACD above zero with its MACD line above the…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This A-share screening idea combines three short-term price conditions: at least five moving averages converging, more than two limit-up days within ten days, and a positive ten-day gain below thirty-five percent. The article interprets average convergence…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This Chinese-language post presents a short-term A-share stock screen focused on the metaverse industry. It combines appearance on the prior day’s 龙虎榜, a list highlighting unusual trading activity, with auction-period indicators for large and very large buy…

AkcijasĶīnas tirgiUz notikumiem balstīta tirdzniecībaRīkojumu izpilde
SuperMind

This Chinese-language post describes a short-term stock screen combining a turnover ratio between 3% and 12%, appearance on the previous day’s trading leaderboard, and a nonempty name for outstanding convertible bonds. It interprets these filters as proxies…

AkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This document explains a moving median indicator based on Torben Mogensen’s selection method. A median is the central value in an ordered set and is less affected by outliers than common averages. The described method searches between the minimum and maximum…

Tehniskie indikatoriStatistika
SuperMind

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…

AkcijasĶīnas tirgiTirgus noskaņojumsTirgus mikrostruktūra
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This note describes a Chinese equity screen combining a metaverse industry classification, a stock code beginning with 60, and an opening price near the 10-day moving average. Its indicator example expresses the condition through crossings between the open,…

AkcijasTehniskie indikatoriĶīnas tirgi
SuperMind

This post proposes screening Chinese A-share stocks with three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and turnover between 3% and 12%. It supplies example indicator formulas and a Python-style workflow that retrieves market…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
SuperMind

This stock screen selects Chinese A shares using a turnover range of 3% to 12%, excludes Beijing-listed shares, requires current volume above 10,000 lots, and includes an opening-price shape condition. The article describes the target as relatively active…

AkcijasĶīnas tirgiTehniskie indikatoriStatistika
SuperMind

This Chinese equities screen looks for stocks with daily amplitude above one, circulating market capitalization above 10 billion yuan, and an outside-to-inside trading ratio above 1.3. The post describes amplitude as a proxy for trading activity, company…

Ķīnas tirgiAkcijasSvārstīgumsTirgus mikrostruktūra
SuperMind

This Chinese equities screening idea combines stocks with an amplitude above one, evidence described as main-force control on the prior day, and an engulfing or reversal pattern. The post frames these conditions as a way to find actively traded stocks…

Ķīnas tirgiAkcijasSvārstīgumsTehniskie indikatori
SuperMind

The document demonstrates how to adapt a simple Chinese equity strategy from the JoinQuant platform to Tonghuashun SuperMind. The example uses a five-day average: it buys a stock when the latest price exceeds the average by one percent and available cash is…

AkcijasTehniskie indikatoriRīkojumu izpildeĶīnas tirgi
SuperMind

The document introduces two approaches to factor exposure in multi-factor models: using factor values directly, or estimating exposures through time-series regression. It distinguishes regression-based models, which aim to explain returns, from ranking…

Faktoru ieguldīšanaStatistika
SuperMind

The document proposes a short-term stock screen using four conditions: an amplitude threshold, a specified share price of 18.5 yuan, current volume of at least 10,000 lots, and a higher open. It describes the intended candidates as active stocks with notable…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

The document describes a Chinese equity screen requiring daily price amplitude of at least 1%, circulating market value above 10 billion yuan, and a company name containing a metaverse keyword. The post frames these conditions as a mix of trading activity,…

Ķīnas tirgiAkcijasSvārstīgums