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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
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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
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Machine Learning for Trading
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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
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Lumibot
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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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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Binance API docs
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Quantopian lekcijas
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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
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Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

The visible portion describes a gold strategy that combines liquidity-sweep reversals with RSI-divergence scalps. Both modules can be enabled independently, with settings for trade direction, lookback periods, risk-to-reward targets, stop buffers, and…

IzejvielasAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a simple altcoin price index denominated in Bitcoin, initialized at a base value of 1000 on February 22, 2018. It retrieves Binance ticker prices, selects symbols ending in BTC, and compares each eligible coin’s current price with its…

KriptoaktīviTūlītējo darījumu tirgiStatistika
Strategy library

This utility compares response times for an exchange account query using REST and WebSocket modes. It iterates through configured exchanges, makes repeated calls to the account endpoint in each mode, measures elapsed time, and logs an average for each. The…

Rīkojumu izpildeTirgus mikrostruktūraStatistika
Strategy library

This strategy uses a smoothed Stochastic Oscillator crossover to generate entries. It goes long when %K crosses above %D while %K is below 20, and goes short when %K crosses below %D while %K is above 80. The document explains %K as the close’s position…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This document describes a long-only ETH strategy that arms an entry when 4-hour RSI(14) falls below 28. It adds up to five averaging orders at fixed price deviations from the base entry, with order sizes increasing by a stated 1.8 scaling factor. The…

KriptoaktīviPerpetuālie nākotnes līgumiAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšana
Strategy library

This trend-following system combines a momentum RSI, Supertrend direction, and an EMA-based trailing line. Long entries require the EMA line to be above its auxiliary line, Supertrend to indicate an uptrend, and momentum RSI to exceed its threshold; short…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy combines short- and long-period Stochastic readings into one series, then smooths that series with a volume-weighted moving average. It treats the moving average’s direction as a trend cue and uses the combined Stochastic level to qualify…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines short- and long-lookback Stochastics with a volume-weighted moving average of their summed values. The stated settings use Stochastics periods of 30 and 90, smoothing of 2, and a VWMA length of 30. The accompanying explanation…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The document presents a configurable opening-range breakout scalping strategy. It defines a session by start and end times and timezone, then builds a range over a chosen opening period. The visible inputs allow filtering trades by range size relative to…

Cenas izrāviensAkcijasRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

The document describes a three-candle bearish reversal setup. It looks for a bullish first candle followed by a bearish harami, then a bearish candle that closes below the prior candle. The script marks the pattern and uses a strategy position variable to…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This long-only trend-following strategy compares two Bulls and Bears Index (BBI) series. Each BBI is the average of four simple moving averages: the short group uses periods 12, 24, 48, and 80, while the long group uses 120, 240, 480, and 600. A cross of the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This short-term method combines a long simple moving average, a shorter exponential moving average, and a three-period RSI. It opens a long when price is above the long average but below the short average and RSI is below 20; it opens a short under the…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This long-only breakout method draws an upper trendline from the two latest detected swing highs. A position is opened when the close crosses above that line and current volume exceeds 1.5 times its 20-period average. The strategy pairs this entry rule with…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy compares a fast and a slow simple moving average. A crossover of the fast average above the slow one opens a long position, while a downward crossover closes it, leaving the strategy flat otherwise. The average lengths can be changed; the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy uses separate lookback lengths for the upper and lower Donchian bands. It enters a long position when the close reaches or exceeds the prior upper band and closes that position when the close reaches or falls below the prior lower band. A…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

The strategy uses the relative position of a shorter and a longer EMA to classify the trend, then combines that direction with price movement through a recent high or low and the shorter EMA to trigger entries. It closes positions when the trend reverses or…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensNākotnes līgumi
Strategy library

This JavaScript library collects helper functions for automated trading systems. It includes date conversion and formatting, persistent and daily caches, timed function execution, object sorting, runtime tracking, elapsed-time calculations, and calendar-week…

StatistikaRiska pārvaldībaVēsturisko datu pārbaudeRīkojumu izpilde
Strategy library

This futures strategy begins with a randomly selected long or short position. It sets percentage-based profit and loss thresholds, closes a position when either threshold is reached, and opens a position in the opposite direction after a loss. The reversal…

Nākotnes līgumiPozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
Strategy library

This strategy compares cumulative volume delta (CVD) with price swings to identify regular and hidden bullish or bearish divergences. Regular divergence is framed as a possible reversal signal, while hidden divergence is presented as a possible continuation…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiRiska pārvaldība
Strategy library

The strategy uses crossovers between configurable fast and slow moving averages to generate entries. A longer moving average can filter trades by broad trend, while ATR and volume filters can screen out low-volatility conditions and weak participation. The…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This short term strategy combines RSI extremes with MACD crossovers. It signals a long when RSI is below 35 and the MACD line crosses above its signal line; a short requires RSI above 70 and a downward MACD crossover. The stated risk plan uses a 300 point…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This document adapts the Avellaneda–Stoikov market making model into threshold based signals. It estimates a mid-price from the current and prior prices, then constructs bid and ask levels by offsetting that midpoint with a term based on gamma, volatility,…

Nākotnes līgumiTirgus veidošanaAugstas frekvences tirdzniecībaRīkojumu izpilde
Strategy library

This document presents a proposed trend following strategy that compares a current price window with historical windows using Euclidean distance. It selects the nearest examples, averages their subsequent price changes, and combines that direction with a…

Nākotnes līgumiSekošana tendenceiMašīnmācīšanāsTehniskie indikatori
Strategy library

This strategy looks for long breakouts after price has consolidated near a fast exponential moving average and remains close to its 52-week high. It requires a close above the recent breakout range, relative volume above a threshold, and optional EMA trend…

AkcijasCenas izrāviensCenas impulssTehniskie indikatori