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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
TqSdk
Dokumentu skaits: 86
Quantpedia
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
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
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: 7,910

Strategy library

The document describes a long-entry strategy combining a 20-period and 44-period simple moving average crossover with a price breakout, RSI, and volume confirmation. It specifies RSI above 50 and volume above its recent average as additional entry filters,…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas izrāviens
Strategy library

This trend-following strategy combines a fast and slow exponential moving average crossover with an RSI filter and a price confirmation. The stated settings use a 6-period EMA and an 82-period EMA, with a 14-period RSI. A bullish crossover can qualify for a…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This script combines a fast and slow exponential moving average crossover on the chart timeframe with a higher-timeframe trend check. It also uses RSI thresholds to filter entries: a long requires an upward EMA crossover, RSI below the overbought threshold,…

Tehniskie indikatoriCenas impulssNākotnes līgumiKriptoaktīvi
Strategy library

The document outlines an event-driven short strategy for USDT perpetual contracts approaching delisting. It monitors exchange contract metadata for a delivery date that has changed from the distant default, then allocates account funds among detected…

KriptoaktīviPerpetuālie nākotnes līgumiRežģa tirdzniecībaUz notikumiem balstīta tirdzniecība
Strategy library

This note describes a trend-following strategy that compares the close with the high and low from a selected lookback period. It uses configurable periods such as daily or weekly data and can reference the current or a prior period. The stated intent is to…

Nākotnes līgumiSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
Strategy library

This document presents a two-direction trading method built around MACD. It calculates fast and slow moving averages and a signal line, then describes taking long positions on upward crosses and short positions on downward crosses. The written overview also…

Nākotnes līgumiTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This BTC perpetual futures strategy combines pivot-based trendlines with a Supertrend direction filter. It estimates trendline slope using ATR, standard deviation, or a linear-regression calculation, then tracks closes that cross the projected upper or lower…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

The document describes a directional strategy that counts consecutive rising or falling closes and uses those counts to trigger long or short entries. Its overview says the method monitors 1-, 5-, and 15-minute candles to identify bullish or bearish…

Nākotnes līgumiTehniskie indikatoriAugstas frekvences tirdzniecībaVēsturisko datu pārbaude
Strategy library

This brief strategy proposes using breaks of the prior bar’s range to gauge whether an instrument may be trending or mean reverting. It enters long when the close rises above the previous bar’s high and reverses to short when the close falls below the…

Sekošana tendenceiAtgriešanās pie vidējās vērtībasCenas izrāviensVēsturisko datu pārbaude
Strategy library

The visible portion of this open-source strategy combines Aroon-style high and low timing values with a trend filter requiring price to be above both a long SMA and EMA for longs, or below both for shorts. It sets a 14-period Aroon lookback, a fixed stop…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This document describes a long-short strategy that changes direction when a faster moving average crosses a slower one. An upward cross opens a long position, while a downward cross opens a short position. The averages can use selectable price sources and…

AkcijasKriptoaktīviNākotnes līgumiSekošana tendencei
Strategy library

This strategy combines 14- and 28-period simple moving averages with the relative strength index (RSI) to seek upward reversals. The described entry condition is that the fast average is at or above the slow average while RSI is at or below 30, or RSI is at…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssPozīcijas apjoma noteikšana
Strategy library

This strategy uses a 21-period and 55-period exponential moving average (EMA) relationship to identify directional moves, with a Supertrend indicator intended to confirm the prevailing trend. The document also describes 200- and 233-period averages as…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This intraday strategy combines Supertrend direction with MACD crossovers and an EMA bias filter to generate long and short entries. RSI is used as a permissive threshold check: long entries require RSI above the oversold level, while short entries require…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This strategy combines customized Ichimoku components with a long-term exponential moving average (EMA) to seek sustained upward trends. In its default mode, a long entry requires a bullish cloud, price above a recent high, the conversion line above the base…

Tehniskie indikatoriSekošana tendenceiCenas impulssCenas izrāviens
Strategy library

This strategy combines Ichimoku components with a long-term exponential moving average to seek directional trends. In its default mode, a long entry requires a bullish cloud, a close above a recent high, the conversion line above the base line, and price…

Sekošana tendenceiCenas impulssCenas izrāviensTehniskie indikatori
Strategy library

This example combines daily Intrinio observations for West Texas Intermediate and Brent crude prices with two oil fund positions. It calculates the Brent-minus-WTI spread and takes opposing positions in the funds: a positive spread leads to a long Brent fund…

IzejvielasPāru tirdzniecībaPozīcijas apjoma noteikšanaRīkojumu izpilde
Strategy library

This strategy uses the Fisher transform of HL2, the midpoint of each bar’s high and low, to create directional signals. It finds the recent range over a configurable lookback, normalizes HL2 within that range, smooths the normalized value, clamps it near the…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This long-only pullback strategy uses a long-term simple moving average to define an upward market context and a short-term average to identify a retracement. It enters when price is above the long-term average, below the short-term average, and RSI is below…

Nākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

The Transient Zones method builds a price range from recent candlestick highs and lows, then uses a close beyond a range boundary to signal a trade. Its described logic buys a break above the range and sells a break below it. Candle-color and candle-body…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

The supplied script begins a long-only strategy framework that combines signals from SPY, QQQ, Bitcoin, and the chart's current instrument. It calculates daily moving averages and uses Bitcoin trend, price structure, and one-day momentum to form a bullish…

Vairāku aktīvu tirdzniecībaSekošana tendenceiRiska pārvaldībaTehniskie indikatori
Strategy library

This cryptocurrency strategy opens an initial long position using OHLC4, then adds safety orders as price falls through progressively spaced thresholds. The source increases safety-order size with each additional level and closes the accumulated position…

KriptoaktīviNākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines a T3 Tilson moving average for trend direction, an Inverse Fisher Transform of RSI for momentum, and ATR as a volatility gate. It enters long when the T3 rises and transformed RSI is positive, or short when the T3 falls and transformed…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy uses a base momentum calculation and a second momentum measure, selectable from two variants. It enters long when both are above zero and exits the long position when both are below zero; the system does not initiate short positions. The inputs…

Cenas impulssCenas izrāviensTehniskie indikatoriNākotnes līgumi