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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
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SuperMind
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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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
Quantpedia
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TqSdk
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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Binance API docs
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 12,226

SuperMind

The post proposes screening stocks using daily price amplitude, prior-day actual turnover between 3% and 28%, and a price above a moving average. The opening description specifies a 250-day average, while the final rule and example code use a 20-day average.…

AkcijasĶīnas tirgiTehniskie indikatoriSekošana tendencei
SuperMind

The document describes a stock screen combining daily price range, recent turnover, and a moving-average filter. Its initial rule calls for amplitude above 1, prior-day actual turnover between 3% and 28%, and a share price above the 250-day moving average.…

AkcijasĶīnas tirgiTehniskie indikatoriSekošana tendencei
SuperMind

This post proposes a Chinese equity screening idea that combines several moving averages converging, an opening price near the 10-day average, and a positive but bounded 10-day return. It interprets converging averages as a sign of stable trends and recent…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The document introduces European call and put options, defining their right to buy or sell an underlying asset at a strike price on a fixed expiry date. It frames fair option valuation through a market containing a risk-free asset, the underlying stock, and…

OpcijasAtvasināto instrumentu cenu noteikšanaSvārstīgumsStatistika
SuperMind

The article describes a stock screen combining daily price amplitude above one, a condition labeled as prior-day main-force control, and a gain exceeding ten percent over 2021. It presents amplitude as a measure of trading fluctuation, the control condition…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

The proposed screen selects stocks in the metaverse theme, limits the morning price move to less than six percent at 9:25, and requires weekly MACD to be above zero. The article presents this as a way to combine a sector filter, an early-session price…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

The article presents a Chinese equities screen for metaverse stocks. Its initial conditions require a positive recent return and a closing price above the 250-day moving average, using the long average as a basic trend filter. It then proposes adding an RSI…

AkcijasĶīnas tirgiTehniskie indikatoriSekošana tendencei
SuperMind

This Chinese stock screen selects shares with current turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and prior-day turnover above 8%. The accompanying explanation presents turnover and the balance of trades classified as…

AkcijasTirgus mikrostruktūraTirgus noskaņojumsĶīnas tirgi
SuperMind

This stock selection approach ranks securities by volume ratio and keeps the top 100, then looks for simultaneous bottom crossovers in MACD, KDJ, and RSI. It also requires at least two limit-up sessions within the prior 500 days. The stated rationale is to…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese stock selection note describes a screen combining price range, turnover, opening auction volume, and estimated main-force buying. It selects stocks with amplitude above 1, a product of prior-day turnover and the ratio of current auction volume…

AkcijasTehniskie indikatoriTirgus noskaņojumsĶīnas tirgi
SuperMind

This short-term stock screen combines amplitude above 1, an upward-moving-average condition, and first-level bid volume greater than ask volume. The article interprets the filters as capturing price movement, near-term upward direction, and stronger…

AkcijasTehniskie indikatoriCenas impulssTirgus mikrostruktūra
SuperMind

This stock screen selects companies in the beverage and alcohol import-export industry when RSI is below 65 and prior-day turnover exceeds 8%. The note describes RSI as a short-term price condition and treats the industry category as a fundamental filter,…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This equity-screening proposal looks for stocks with daily amplitude above 1 that had three consecutive limit-up sessions the previous day. It initially caps the 9:25 a.m. gain below 6%; the refined version adds a lower bound of -3% and requires RSI(14) to…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
SuperMind

This note describes an equity screen using daily price amplitude above 1, a positive weekly MACD signal, and prior-day actual turnover between 3% and 28%. Its refined version also requires market capitalization above 5 billion yuan. The proposed rationale is…

AkcijasTehniskie indikatoriSvārstīgumsVēsturisko datu pārbaude
SuperMind

The screen targets main board equities with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It then compares the latest close with the previous session’s low. The article describes this as a simple short-term…

AkcijasĶīnas tirgiTehniskie indikatoriStatistika
SuperMind

This proposed Chinese equity screen looks for stocks priced below 12, with at least five moving averages clustered together, and at least two limit-up days during the prior ten days. The document interprets the clustered averages as a relatively stable price…

AkcijasCenas impulssTehniskie indikatoriRiska pārvaldība
SuperMind

This stock screen selects Chinese equities with a daily high-low range greater than 1%, excludes stocks that hit the price limit on the previous day, and restricts the historical selection period to 2021. A later version adds a price-to-earnings ratio below…

AkcijasSvārstīgumsTehniskie indikatoriĶīnas tirgi
SuperMind

This stock-selection rule screens for shares priced below 12 yuan, with a six-period RSI below 65 and at least two limit-up sessions within a 500-day lookback. The document frames these conditions as a combination of a technical indicator, a low nominal…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The document describes an A-share stock screen combining three conditions: membership in the metaverse industry, appearance on the previous day’s trading-activity ranking, and return on equity above 15% in each of the past five years. It presents the…

AkcijasĶīnas tirgiFaktoru ieguldīšanaStatistika
SuperMind

This stock selection rule focuses on companies assigned to a metaverse industry category. It selects stocks whose closing price is above the five-day moving average and whose daily return is positive. The document gives formula examples for the industry…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

The strategy screens Chinese equities using a combination of a 14-day relative strength index below 65, market capitalization between 200 million and 100 billion, and positive profitability. The final description also specifies no losses over the preceding…

Ķīnas tirgiAkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This document describes a short-term Chinese equity screen based on a turnover rate between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and a 15-minute MACD histogram that is shrinking. The accompanying examples add filters such as…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

The proposed Chinese stock screen selects shares with amplitude above one, a prior turnover rate multiplied by the ratio of current auction volume to prior volume between 0.5 and 2, and a rising DEA value. The article frames these conditions as a way to…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This stock-selection proposal combines three filters: daily price amplitude above 1, prior-day actual turnover between 3% and 28%, and a company type associated with a market theme. The intended logic is to pair price movement and trading activity with a…

AkcijasTehniskie indikatoriĶīnas tirgiRiska pārvaldība