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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
Dokumentu skaits: 164
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)
Dokumentu skaits: 132
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

This strategy uses a fast and slow EMA crossover to establish trend direction and produce initial long or short entries. In an existing uptrend, it permits a re-entry when price is above the fast EMA and volume exceeds a threshold relative to its moving…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy enters in the direction of unusually large candle bodies, measured as the absolute open-to-close difference relative to the close. A move above the stated 1.91% threshold triggers a long after an upward candle or a short after a downward…

Nākotnes līgumiCenas impulssSvārstīgumsTehniskie indikatori
Strategy library

This long-only method uses two volatility-based trailing levels. A fast trail is derived from a shorter ATR period with a smaller multiplier, while a slower trail uses a longer period and larger multiplier. A crossover between the trails supplies the long…

Nākotnes līgumiSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This strategy uses the Hull Moving Average (HMA) and a selected candle price series to define directional signals. It compares HMA with the previous candle’s chosen price, then enters long when price rises above HMA and short when price falls below it,…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This demonstration shows how to work with futures options in an algorithmic trading framework using gold futures. It subscribes to minute-resolution futures data and filters the option universe to calls across a range of strikes and back-month expirations.…

Nākotnes līgumiOpcijasRīkojumu izpildeAtvasināto instrumentu cenu noteikšana
Strategy library

This long-oriented reversal strategy combines a lower Bollinger Band touch with MACD conditions to seek entries after a decline. The described setup uses a 20-period band and standard MACD settings; it tracks a lower-band touch and enters when MACD confirms…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatori
Strategy library

This dual-direction system combines trend-following EMA comparisons with reverse trades. At fixed intervals, it checks whether the short EMA is above or below the long EMA and enters in that direction, subject to a user-defined trading window. A second,…

Nākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy opens short positions when a configurable fast moving average crosses below a slow moving average. The averages can each use an exponential, simple, or weighted calculation. An optional slope filter requires both averages to be falling more…

Tehniskie indikatoriSekošana tendenceiAkcijas
Strategy library

This script estimates buying and selling pressure within each candle from its open, high, low, close, and volume. It allocates volume between bullish and bearish pressure, subtracts the latter from the former to calculate delta, and cumulatively sums delta…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
Strategy library

This strategy combines Ichimoku trend signals with StochRSI crossovers to generate weighted long and short decisions. Ichimoku conditions compare the conversion line with the base line and the two leading spans; stronger agreement receives a separate weight…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This document describes a Python utility for creating and managing grid levels and associating them with order identifiers. It supports arithmetic grids specified by a level count and geometric grids specified by a percentage interval. The manager can also…

Režģa tirdzniecībaRīkojumu izpildeTirgus mikrostruktūra
Strategy library

The Channel Reversion System seeks to buy weakness near the bottom of a recent trading range, but only when price remains above its long-term moving average. It defines the range with prior-bar highs and lows over a 50-day Donchian channel and marks its…

AkcijasAtgriešanās pie vidējās vērtībasSekošana tendenceiRiska pārvaldība
Strategy library

This cryptocurrency strategy combines a short-period RSI with candlestick and price filters to look for reversal opportunities around gaps. Its stated setup treats RSI readings above 70 as overbought and below 30 as oversold. A downward gap paired with…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy combines Bollinger Bands with ATR-based risk controls to seek short-term trend changes and momentum shifts. It uses a 20-period simple moving average and a standard deviation multiplier of 2 for the bands. A move back above the lower band…

Tehniskie indikatoriCenas impulssCenas izrāviensRiska pārvaldība
Strategy library

This framework tracks the high and low formed during a user-defined session, then enters long when price closes above the range or short when it closes below. An optional EMA or SMA filter requires price to be on the matching side of the average. Stops can…

KriptoaktīviNākotnes līgumiCenas izrāviensCenas impulss
Strategy library

This trend-following system uses the standard MACD line and signal line, calculated from closing prices with 12, 26, and 9 periods. A cross above the signal line opens a long position; a cross below opens a short. Positions may close on the opposite…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This automated system uses a fast and slow simple moving average crossover to choose direction: an upward cross enters long, and a downward cross enters short. Its stated defaults use 14- and 28-period averages, with fixed take-profit and stop-loss…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy seeks bullish and bearish divergences between price pivots and the Percentage Price Oscillator (PPO). It derives PPO from fast and slow exponential averages, smooths the result, and identifies local highs and lows in both the oscillator and…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This strategy combines MACD and price momentum into a single comparison signal. It calculates momentum as the difference between the selected source and that source ten bars earlier. It also forms adjusted fast and slow averages by adding momentum and…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy uses the crossover of a fast and a slow exponential moving average to switch between long and short positions. With the stated settings, the fast EMA uses 25 periods and the slow EMA uses 75. A move of the fast average above the slow average…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy adapts a stochastic oscillator to account for its own trend by comparing a smoothed oscillator with a longer moving average. It starts with a 10-period stochastic, smooths it with a 10-period average, and calculates a further 20-period average.…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This is a short-only strategy that uses a long-term simple moving average to filter entries and RSI to time them. It enters short when the 14-period RSI crosses above 51 while price is below the 200-period SMA. While short, it tracks a new low closing price…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

The visible script sets up a multi-signal trading strategy with configurable long and short entries. Its entry engine includes linear-regression values, a smoothed signal line, and fast versus slow exponential moving averages for trend direction. It also…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This script outlines a long-only dollar-cost-averaging approach for SOL. A base order is armed when the one-hour RSI, using a configurable length and threshold, is below its entry level. If price moves down, up to three averaging orders can be placed at…

KriptoaktīviTūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori