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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
Dokumentu skaits: 219
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
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
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Hyperliquid docs
Dokumentu skaits: 79
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 combines three exponential moving averages with the Directional Movement Index (DMI) and MACD to identify directional entries. The 34, 89, and 200 period EMAs are described as short, medium, and longer term trend references, while the stated…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This document describes a long-only moving average crossover system built around prices recorded during unusual liquidity events. It measures liquidity as volume divided by the absolute open-to-close price change, then sets an outlier boundary using an…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses crossovers of 8- and 21-period weighted moving averages to signal long or short positions. An optional filter requires ATR to decline over three consecutive bars before a crossover is acted on. Its risk rules allow a position to move…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a two-sided Bitcoin strategy that combines short- and long-period simple moving average crossovers with Ichimoku cloud and volume filters. A bullish crossover qualifies only when price is above both displaced cloud spans and volume…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This document describes a trend-following approach using MACD crossovers on multiple timeframes. It proposes entering long after a bullish crossover on a 15-minute chart and closing positions when a bearish crossover appears on a 4-hour chart. The listed…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy builds upper and lower thresholds from moving averages of recent highs and lows. It expands those averages by half the distance between them, treating the resulting bands as breakout levels. A move above the upper threshold or below the lower…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This crypto strategy combines RSI threshold crossings with a simple moving average to define long and short entries. It also proposes using a benchmark market series in place of the traded instrument’s own price bars, with the stated aim of filtering signals…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This document outlines a multi-indicator strategy that uses Bollinger Bands and RSI to identify potential long entries near the lower band and short entries near the upper band. It adds ADX as a trend-strength filter, with stronger readings described as…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This strategy combines a moving average and RSI to generate trades within a chosen calendar window. It calculates an RSI on the moving average, enters long when RSI crosses above its lower threshold, and enters short when RSI crosses below its upper…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This statistical-arbitrage demo tracks closing prices for two instruments, takes their logarithms, and uses the difference as a spread signal. When the spread crosses configured positive or negative thresholds, it opens opposing legs: short the first…

StatistikaPāru tirdzniecībaAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This script turns the prior week’s high and low into support and resistance references, then assigns a directional position from the current bar’s range relative to those levels. In one mode, a bar fully below the prior low indicates a short bias and a bar…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This document describes a read-only scanner for comparing perpetual futures funding rates across centralized and on-chain venues. It converts rates with different settlement intervals to annualized values and an equivalent eight-hour spread, then pairs the…

KriptoaktīviPerpetuālie nākotnes līgumiArbitrāžaPārnese
Strategy library

This intraday strategy uses a one-hour EMA relationship to set directional bias, then seeks entries on a 15-minute chart through EMA crossovers or price crossing VWAP after approaching it. RSI ranges filter momentum, while an ATR-based measure screens for…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy calculates a Woodie pivot from the previous period’s high, low, and close, weighting the close twice. It tracks whether price crosses the pivot: a move from below to above sets a long state, while a close below the pivot sets a short state. An…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This cryptocurrency strategy combines a large absolute price change over a lookback window with an extreme Stochastic RSI reading. It enters long when the move threshold is met and either the smoothed %K or %D is below 3; it enters short when the threshold…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This system describes an adaptive long/short strategy for Binance USDⓈ-M perpetual contracts. It starts from five seed factors spanning momentum, reversal, funding, premium, and open interest, then evaluates additional candidates through a constrained factor…

KriptoaktīviPerpetuālie nākotnes līgumiFaktoru ieguldīšanaPortfeļa veidošana
Strategy library

This trend-following method uses a Kijun baseline to define direction and an ATR envelope to avoid entries when price has moved beyond the channel. Aroon crossovers trigger candidate entries, while MACD, RSI, and Parabolic SAR confirm direction. Longs are…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The excerpt describes a long-only Bitcoin trend strategy that combines three smoothed EMAs with filters for trend structure, price-path efficiency, momentum persistence, volatility, and breakouts. It requires the fast, middle, and slow EMAs to be ordered…

KriptoaktīviSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The Mustang strategy uses a smoothed MACD-derived trend line to define bullish and bearish zones. With the stated 12/26/9 MACD settings and a five-period smoothing step, a cross above zero is treated as a long signal and a cross below zero as a short signal.…

Cenas impulssSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines higher- and lower-timeframe trend checks to generate long and short signals. It calculates moving averages, Supertrend, and Ichimoku components on a selected higher timeframe, then compares Supertrend direction with the chart…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude
Strategy library

The strategy describes a long setup, mirrored for shorts, that seeks a reversal after price has moved away from the session VWAP. It looks for a low of day, a turn in price, and then an upward 9 EMA cross of VWAP. The proposed stop is placed using the…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

The document presents a long-signal concept that combines a TTM-style volatility squeeze, a linear-regression momentum histogram, and 9- and 21-period EMAs. It looks for a squeeze state followed by two bars outside the squeeze, positive and rising momentum,…

Tehniskie indikatoriSvārstīgumsCenas impulssOpcijas
Strategy library

This sample strategy uses a pair of exponential moving averages as a trend filter, then times entries with RSI and price position. Long entries require the fast EMA to be above the slow EMA, RSI to cross above 40, and the close to exceed the fast EMA. Short…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This strategy combines the Schaff Trend Cycle (STC) with two moving averages to define directional entries. A long signal occurs when STC crosses above 25, the faster average is above the slower one, and price is above the faster average. A short signal uses…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi