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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
Quantpedia
Dokumentu skaits: 86
TqSdk
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: 12,226

SuperMind

The document presents a short-term stock screen based on price movement, trading activity, and the open relative to the prior close. Its stated criteria are amplitude above 1, a price or K-line measure below 20, current volume above 10,000 lots, and an…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

A forum exchange explains when bar data can introduce lookahead bias in a trading strategy. The question concerns whether a bar's closing price is available at the time a daily strategy makes its decision. The response says that, in daily strategies, using…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūra
SuperMind

The proposed Chinese equity screen combines three conditions: at least five moving averages are said to overlap, the 9:25 opening gain is below 6%, and the 30-day moving average is rising. The accompanying explanation interprets overlap as relatively stable…

Ķīnas tirgiAkcijasTehniskie indikatoriSekošana tendencei
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…

Ķīnas tirgiAkcijasCenas impulssTirgus mikrostruktūra
SuperMind

This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…

Augstas frekvences tirdzniecībaTirgus veidošanaRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This post describes a stock selection screen that combines RSI below 65, seven consecutive sessions with the close below the open, and declining fund-flow strength. It frames the conditions as a mix of technical signals and investor activity, then offers…

AkcijasTehniskie indikatoriStatistikaVēsturisko datu pārbaude
SuperMind

The article introduces mutually exclusive events as outcomes that cannot happen at the same time, then applies the idea to investment choices constrained by a limited budget. It contrasts positions that cannot be held together under its example budget with…

StatistikaPortfeļa veidošanaTehniskie indikatoriAkcijas
SuperMind

This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…

AkcijasĶīnas tirgiTirgus noskaņojumsCenas impulss
SuperMind

This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This stock screen selects main-board companies identified with the robotics theme, with float market capitalization below the stated threshold and turnover between 3% and 12%. It then ranks eligible stocks by the day’s auction trading value and selects five.…

AkcijasĶīnas tirgiTirgus mikrostruktūra
SuperMind

The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…

AkcijasFaktoru ieguldīšanaCenas impulssSekošana tendencei
SuperMind

This proposed Chinese-stock screen combines a technical condition with historical corporate data: it selects shares with RSI at or below 65, a listing history longer than one year, and a 2019 dividend ratio above 25%. The post includes a sample indicator…

AkcijasTehniskie indikatoriFaktoru ieguldīšanaĶīnas tirgi
SuperMind

This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…

AkcijasCenas impulssTirgus noskaņojumsĶīnas tirgi
SuperMind

This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi