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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)
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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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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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Lumibot strategies
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This trend-following method combines volume-weighted average price with MACD crossovers. A long entry occurs when MACD crosses above its signal line while price is above VWAP; a short entry requires a downward crossover while price is below VWAP. Positions…

Tehniskie indikatoriCenas impulssNākotnes līgumiKriptoaktīvi
Strategy library

This strategy combines a modified moving average signal with an SSL channel built from moving averages of highs and lows. Its entry logic is long-only: a change in the channel’s trend state must coincide with an upward change in the smoothed candle color,…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This spot trading routine rebalances a coin and USDT toward a configured target share of portfolio value. It reads account balances and the ticker, values the coin holdings at the sell price, and compares that value with the target allocation. If the…

KriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This short-term trading system combines a three-period simple moving average crossover with a ten-period exponential moving average, MACD confirmation, candle direction, and a restricted trading window. Long entries require the short average to cross above…

Tehniskie indikatoriCenas impulssValūtu tirgusNākotnes līgumi
Strategy library

This strategy combines order block patterns with fair value gaps to generate directional signals during New York trading hours. A bullish setup looks for two bearish candles followed by rising closes, while a bearish setup looks for the reverse. It also…

Tehniskie indikatoriNākotnes līgumiKriptoaktīviRiska pārvaldība
Strategy library

This example demonstrates a basic stock-universe selection process. At the coarse-selection stage, it ranks available securities by daily dollar volume and retains the three highest-ranked symbols. The algorithm requests daily data and starts with a…

AkcijasASV tirgiPortfeļa veidošanaRīkojumu izpilde
Strategy library

This document presents a reusable backtesting template with placeholders for custom indicators, entry and exit rules, and signal generation. Its example logic uses RSI conditions, while optional ADX filtering can restrict trades to periods when the indicator…

Vēsturisko datu pārbaudeRiska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
Strategy library

This strategy uses a fast and slow exponential moving average to signal trend changes. A bullish crossover opens a long position, while a bearish crossover opens a short position, closing an opposing position first. The stated periods are 12 for the fast…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses ATR-based Supertrend bands to define direction and manage exits. Its trend state changes when price crosses the prior bar’s relevant band, and the active Supertrend line serves as a stop level. The system places stop entries around that…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This Bitcoin trend-following method pairs a fast and slow exponential moving average with an RSI filter. A long position is opened when the fast EMA crosses above the slow EMA and RSI is above 50. A short entry, if enabled, requires a downward crossover and…

KriptoaktīviSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This short-term strategy uses Ichimoku components to align momentum and trend direction. A long entry requires the conversion line to cross above the base line while price is above both cloud boundaries; short entries reverse those conditions. Positions…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This strategy combines Smart Money Concepts across daily, weekly, and monthly horizons. It uses market structure breaks, order blocks, fair value gaps, liquidity sweeps, trend alignment, and premium or discount zones to score potential entries. Higher…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSekošana tendencei
Strategy library

This trend-following system combines four EMAs with MACD, RSI, volume, and recent price extremes. It identifies bullish or bearish conditions when the 5-, 14-, 34-, and 55-period EMAs align in order, then requires price to be on the matching side of the…

Sekošana tendenceiCenas impulssTehniskie indikatoriNākotnes līgumi
Strategy library

This utility generates synthetic candlestick data over a configured time interval and serves CSV records to a backtesting system through a custom data provider. Users set the start and end times, candle period, initial price, volatility scale, and one of…

Vēsturisko datu pārbaudeStatistikaSvārstīgums
Strategy library

This document describes a bearish two-candle reversal pattern intended to appear during an uptrend. The first candle rises; the next opens above the prior high, then closes below the midpoint of the first candle while remaining above its open. The script…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This strategy combines a fast and slow EMA crossover with a longer EMA trend filter. A long entry requires the fast EMA to cross above the slow EMA, price to be above the trend filter, RSI to exceed its threshold, and MACD to be above its signal line. The…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy opens a short position when a candle closes more than a configurable percentage above the upper Bollinger Band. It uses three staged entries with increasing dollar allocations: the first opens on the signal, while later entries are intended to…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This document describes an Optimized Trend Tracker built around a selectable moving-average calculation and percentage-offset stop lines. Options include SMA, EMA, WMA, TMA, variable and Wilder-style averages, ZLEMA, and a time-series forecast. The tracker…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This strategy combines Bollinger Bands with candle-body, candle-color, and RSI filters to screen trend trades. Its bands use a moving-average basis with standard-deviation offsets. A long signal is described when price rises through the lower band with a…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The document identifies a range-filter strategy that includes ATR in its title and provides a partial Pine Script excerpt. The visible portion shows a strategy that can use regular or Heikin-Ashi candle values, with optional smoothing, and lets the user…

Tehniskie indikatoriSvārstīgumsRīkojumu izpildeRiska pārvaldība
Strategy library

This strategy uses two exponential moving averages to follow price trends. A fast EMA crossing above a slow EMA opens a long position, while a cross below closes it. The explanation highlights EMA's greater weighting of recent prices, which makes it respond…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This crypto strategy combines three indicators to time trend trades: EMA 50 versus EMA 200 defines the broad direction, MACD crossovers confirm momentum, and RSI ranges filter entries. Longs require the faster EMA above the slower one, a bullish MACD…

KriptoaktīviSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy generates signals when a short moving average crosses a longer one: an upward cross signals a buy, while a downward cross signals a sell. Users can choose SMA, EMA, WMA, or VWMA independently for the two averages, set their lookback lengths,…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This JavaScript strategy monitors order books on two exchanges for the same currency. It compares the best bid on one venue with the best ask on the other in both directions, then opens a paired short and long when the corresponding spread meets its…

ArbitrāžaKriptoaktīviRīkojumu izpildeTirgus mikrostruktūra