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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)
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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Quantopian lekcijas
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Binance API docs
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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 Bollinger Bands, RSI, volume, and band-width monitoring to identify both reversal-style entries and breakouts. It describes long entries when price crosses back above the lower band while RSI is oversold, and short entries when price…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas izrāviensSvārstīgums
Strategy library

The strategy builds an Impulse MACD from smoothed high, low, and typical-price series using several moving average forms. It compares the resulting MACD line with a signal line and uses their crossovers to trade: an upward cross opens a long position, and a…

Sekošana tendenceiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This strategy compares aggregated bid and ask quantities across a configurable number of price levels. It monitors the imbalance repeatedly, and enters a long or short position when one side exceeds the other by a chosen ratio for the required consecutive…

Tirgus mikrostruktūraRīkojumu izpildePozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This strategy uses a configurable set of eight exponential moving averages, spanning short to long periods, and trades the crossovers of adjacent enabled averages. A cross of a shorter EMA above a longer one opens a long position; a cross below closes it.…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

This document describes a trend-following strategy that combines smoothed RSI-based QQE signals with moving average direction filters. It offers three signal types: the smoothed RSI crossing its midpoint, crossing the fast QQE line, or leaving a threshold…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This QuantConnect example trades ADAUSDT Binance coin futures on hourly data using a fast and slow EMA to choose long or short exposure. When the fast EMA is above the slow EMA, it attempts a long entry; when that condition reverses, it sells to reverse the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following system uses a short and a long simple moving average, entering long when the shorter average crosses above the longer one and short on the reverse cross. Signals are accepted only during a user-defined UTC time window. The implementation…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiRīkojumu izpilde
Strategy library

This document describes a mean-reversion approach using a short-period Relative Strength Index (RSI). With a two-period RSI calculated from closing prices, it proposes short entries when RSI crosses into an extreme high zone and long entries when it crosses…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriNākotnes līgumiRiska pārvaldība
Strategy library

This is a long-only breakout strategy that combines the Average Directional Index (ADX) with a closing-price high. It checks whether price reaches the highest close from a lookback window while ADX is below a stated threshold, then enters during a specified…

Cenas izrāviensCenas impulssNākotnes līgumiRiska pārvaldība
Strategy library

This strategy combines Bollinger Bands with Parabolic SAR (PSAR) to generate long and short signals. It calculates a simple moving average as the middle band and places the upper and lower bands a multiple of standard deviation away. A close below the lower…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This document presents a workflow for processing exchange announcements with a language model instead of relying on hand-written regular expressions. Given announcement text, the function asks the model to decide whether it announces new spot trading pairs…

KriptoaktīviUz notikumiem balstīta tirdzniecībaMašīnmācīšanāsRīkojumu izpilde
Strategy library

This strategy combines percentage bands around an exponential moving average with Bollinger Bands. The document describes trend entries when price crosses channel levels and counter-trend signals based on Bollinger Band interactions, with ATR-based stops.…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This document describes a medium- to long-term, long-only strategy intended for T+1 stock trading. It combines moving-average conditions, a short exponential moving average crossing a slope-based signal, volume confirmation, and a weekly trend filter.…

Cenas impulssSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy uses Stoch RSI threshold crossings to take directional positions, then manages exposure through pyramiding and per-entry stop logic. The stated rules calculate RSI and then Stoch RSI, enter long when the oscillator rises through the overbought…

Sekošana tendenceiTehniskie indikatoriCenas impulssPozīcijas apjoma noteikšana
Strategy library

This strategy calculates RSI using VWAP as its price source and treats threshold crossings as reversal entries: a move back above the oversold level triggers a long, while a move down through the overbought level triggers a short. It allows repeated entries…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This partial strategy script outlines a fractal-based trading system with configurable risk, exits, trading hours, and display options. It derives a daily directional bias from recent daily highs and lows: a middle low bounded by higher neighboring lows is…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

The document presents a trend-following approach based on the Chaikin Oscillator, formed from the difference between fast and slow exponential moving averages of an accumulation and distribution measure. That measure weights price location within the bar’s…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This visual strategy example monitors the price difference between OKEX’s current-week and quarterly futures contracts. It selects each contract, repeatedly fetches their ticker data, skips an iteration if either ticker is unavailable, then subtracts the…

KriptoaktīviNākotnes līgumiArbitrāža
Strategy library

This document describes a software wrapper for placing take-profit and stop-loss orders on futures contracts through exchange-specific APIs. It routes requests to separate implementations for OKX, Huobi, and Binance, with handling for selected USDT-margined…

Nākotnes līgumiRiska pārvaldībaRīkojumu izpildeAtvasināto instrumentu cenu noteikšana
Strategy library

This indicator marks bullish and bearish engulfing patterns using the bodies of two consecutive candles. A bullish signal requires a prior down candle followed by an up candle whose close reaches at least the prior open; the bearish rule mirrors those…

Tehniskie indikatoriCenas impulss
Strategy library

This strategy combines price position relative to an exponential moving average (EMA), historical persistence above or below the EMA, relative volume, and average true range (ATR) to generate long and short trend signals. It enters only when more than half…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This QuantConnect example shows how to prepare indicators for securities that enter a dynamic universe. In a coarse fundamental selector, it creates or retrieves a 100-day simple moving average for each symbol and warms it with daily history before updating…

AkcijasValūtu tirgusTehniskie indikatoriPortfeļa veidošana
Strategy library

The visible portion of this strategy describes a trend system built around confirmed pivot highs and lows, termed fractals, and a smoothed price reference called the Alligator teeth. It stores the latest fractal levels and activates an upside or downside…

Sekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This strategy extends Bollinger Bands with two types of entries. Trend entries use candle direction and the price's position relative to the middle band, while counter-trend entries buy at or below the lower band and sell at or above the upper band. The…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasSvārstīgums