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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
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
Quantpedia
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TqSdk
Dokumentu skaits: 86
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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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 uses the one-bar change in the Relative Strength Index (RSI) to trigger directional entries. With the example settings, RSI is calculated over 14 periods; a rise of at least 10 points triggers a long entry, while a decline of at least 10 points…

Nākotnes līgumiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy seeks long entries when price breaks above the upper boundary of a falling wedge. It identifies pivot highs and lows, retains the latest two of each, and uses their values and bar positions to project upper and lower trendlines. A qualifying…

KriptoaktīviCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

The script separates traded volume into bullish volume on up-closing bars and bearish volume on down-closing bars, then smooths each series with a selectable simple, exponential, or double exponential average. A long bias occurs when smoothed bullish volume…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This example uses fast and slow moving averages, with published periods of 14 and 21, to determine long and short direction. A crossover changes the position, and an option can invert the signal direction. A configurable timestamp gate prevents the strategy…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a 20-period simple moving average (SMA) and a 50-period smoothed moving average (SMMA) to generate directional signals. It enters long when the SMA crosses above the SMMA and short when it crosses below. Each position has a fixed…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following method uses Renko bars and an exponential moving average of the midpoint between each bar's high and low. A close crossing above the 22-period average opens a long position; a cross below opens a short. Trading is restricted to a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This intraday trend strategy uses a simple moving average to define direction and looks for pullback entries. In an upward trend, a long is opened when the current candle moves above the prior candle's high after a pullback pattern; in a downward trend, a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The strategy defines an intraday price channel from the high and low of the first 15-minute candle, identified at 9:15. After that candle is captured, a close above its high signals a long entry and a close below its low signals a short entry. It is…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy pairs a 20-period SMA and an 89-period EMA crossover with a 200-period SMA trend filter. It enters long when price is above the long-term average and the shorter average crosses upward, and enters short under the inverse conditions. A 14-period…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This trend-following method enters long when price breaks above a recent confirmed swing high and uses the latest swing low as its stop. As higher swing lows form, the stop moves upward to follow the trend and protect accumulated gains. The source confirms…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

The document presents a configurable grid strategy organized around price crossovers of a simple moving average. Its visible settings allow a long or short side, a 50-period SMA, a starting capital input, a grid spacing percentage, stop-loss and take-profit…

KriptoaktīviRežģa tirdzniecībaTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only strategy combines a moving average trend filter, a Keltner Channel condition, and directional movement strength. The trend filter compares a 46-period EMA with a 46-period SMA. Entry requires the candle to open within the channel and close…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This simple breakout strategy compares the close with moving averages of recent highs and lows. With a four-bar length and zero displacement in the listed settings, a close above the high-price average triggers a long entry, while a close below the low-price…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses RSI calculated on VWAP to identify extreme conditions and trade for reversals. It opens a long position when RSI crosses above the oversold threshold and a short position when RSI crosses below the overbought threshold. The described…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This relative-value strategy models the log price of the EWY Korea equity ETF as a linear combination of Samsung Electronics and SK Hynix prices, with an intercept. It standardizes the regression residual over a rolling window and treats large positive or…

AkcijasPāru tirdzniecībaArbitrāžaStatistika
Strategy library

This two-sided strategy combines a medium-period RSI, a very short RSI, and three exponential moving averages. Long entries require the medium RSI to be low, the short RSI to cross upward through a threshold, and the EMAs to be ordered bearishly; short…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

The visible portion describes TURKS, a Pine Script strategy that combines a trend-state framework, tiered unit risk, and a Nadaraya-Watson kernel-based sell engine. Its comments specify use of a one-sided, non-repainting kernel variant, with the envelope…

Sekošana tendenceiPozīcijas apjoma noteikšanaRiska pārvaldībaTehniskie indikatori
Strategy library

This strategy combines RSI, MACD-style crossovers, and price moving averages to seek trend-following entries. RSI is calculated from the average price, with overbought and oversold reference levels shown; fast and slow averages of RSI form a MACD-like line…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This long-only trend approach is applied separately to individual securities. It compares each security’s close with a simple moving average, optionally adjusted by a percentage band, and uses the S&P 500’s relationship to its own 200-day moving average as a…

AkcijasSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy builds a trailing range filter from an exponentially smoothed average of absolute price changes, then scales that range by a multiplier. The filter moves only when price exceeds its prior value by more than the smoothed range, creating a…

Nākotnes līgumiKriptoaktīviCenas izrāviensTehniskie indikatori
Strategy library

This document describes a reporting tool that organizes realized strategy profit and loss by calendar month and year. It records cumulative net profit when trades have closed across month boundaries, derives monthly changes, and displays them in a table with…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldībaNākotnes līgumi
Strategy library

This trend-following system uses the ordering of 21-period and 89-period simple moving averages, together with price and short-period EMA conditions, to classify an uptrend or downtrend. In an uptrend it seeks a long entry as price pulls back to the EMA of…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This long-only reversal concept combines a smoothed low derived from a long-period EMA with Camarilla pivot levels. It looks for a rebound after recent closes fall below the EMA-low reference: the trigger is the 9-period EMA of the Camarilla center crossing…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This strategy tests several Ichimoku entry signals: conversion line crossing the base line, price crossing either line or the cloud, and cloud color changes. Optional cloud filters require price to be beyond the cloud for selected signals. Traders can adjust…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaVēsturisko datu pārbaude