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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
Dokumentu skaits: 164
Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
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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WonderTrader
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Alphalens
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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 Binance ETH options Wheel alternates between selling cash-secured out-of-the-money Puts while holding cash and selling covered out-of-the-money Calls while holding ETH. It selects contracts using tenor, Delta, spread, order-book depth, and minimum…

OpcijasKriptoaktīviSvārstīgumsRiska pārvaldība
Strategy library

The document presents a squeeze momentum strategy that compares Bollinger Bands with Keltner Channels to identify volatility compression and release. It calculates a linear-regression-based momentum series and uses its direction alongside price movement and…

Tehniskie indikatoriCenas izrāviensCenas impulssSvārstīgums
Strategy library

This short-term long strategy uses a MACD crossover to enter: a cross above the signal line opens a position, while a cross below closes it. The document also describes a stop based on the latest bar’s low and a profit target based on the highs of the most…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This strategy enters long when the MACD line crosses above its signal line and short when it crosses below. It calculates MACD from fast and slow exponential moving averages and a smoothed signal line. For each direction, it places a fixed-point profit…

Tehniskie indikatoriCenas impulssRiska pārvaldībaNākotnes līgumi
Strategy library

This short-term strategy uses five exponential moving averages (10, 20, 50, 75, and 200 periods) to identify a potential pullback and manage a short position. Its stated entry condition combines price crossing above the 75-period EMA with price crossing…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy derives the Accelerator Oscillator (AC) from the Awesome Oscillator (AO): it subtracts an AO moving average from AO, where AO itself is the difference between fast and slow simple moving averages of the median price. A positive AC is treated as…

Sekošana tendenceiCenas impulssTehniskie indikatoriNākotnes līgumi
Strategy library

This document presents a reusable method for constructing larger candles from a stream of smaller, fixed-interval bars. It groups an integer number of base bars and derives each aggregate candle’s opening price from the first bar, closing price from the…

StatistikaRīkojumu izpilde
Strategy library

This stock strategy uses the Average Directional Index (ADX) to assess whether a trend is strengthening, while the Directional Movement Index (DMI) provides directional signals through the relationship between positive and negative directional indicators.…

AkcijasTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

The document describes a long and short strategy that uses crossovers between 20-day and 60-day exponential moving averages to infer trend direction. It proposes entering long when the shorter average crosses above the longer one and short when it crosses…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

This system uses separate 32-period exponential moving averages of highs and lows as trend boundaries. A close crossing above the high EMA or below the low EMA begins a setup. The strategy then looks for a bullish candle fully above the high EMA or a bearish…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriNākotnes līgumi
Strategy library

This strategy fits polynomial regression forecasts to recent highs and lows, then counts how often observed prices cross those forecasts. When the count reaches a threshold, it treats the move as a possible emerging trend and considers a long or short entry.…

Sekošana tendenceiCenas izrāviensStatistikaRiska pārvaldība
Strategy library

This strategy uses runs of rising or falling candle closes to generate directional signals. A counter tracks consecutive close-to-close increases for a long entry and another tracks consecutive decreases for a short entry. The confirmBars setting determines…

Sekošana tendenceiCenas impulssTehniskie indikatoriNākotnes līgumi
Strategy library

This strategy uses four moving averages, with default periods of 20, 50, 100, and 200, to identify medium- to long-term trends. It enters long when the shortest average crosses above the next-shortest and the close is above the longest average. It enters…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy uses RSI peaks and troughs alongside price and volume comparisons to identify potential divergence signals. A new peak with a higher price but lower RSI and volume than a prior peak can prompt a short entry; a new trough with a lower price but…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This educational strategy monitors two spot exchanges for a price gap large enough to justify buying on one venue and selling on the other. The trigger can be set as an absolute price difference or a percentage of an average price derived from both books.…

KriptoaktīviTūlītējo darījumu tirgiArbitrāžaRīkojumu izpilde
Strategy library

This Bitcoin futures strategy combines MACD signals with rolling 52-week high and low levels. The accompanying description says entries require bullish MACD crosses on both weekly and daily charts, while the code enters when daily MACD crosses upward and…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This example shows how to include technical signals in coarse fundamental universe selection. It maintains fast and slow exponential moving averages for each symbol, updated with adjusted daily prices, and retains securities whose fast average exceeds the…

AkcijasSekošana tendenceiTehniskie indikatoriPortfeļa veidošana
Strategy library

This long-only strategy looks for two falling candles followed by two rising candles, then enters at the close. It calculates short- and long-term exponential moving averages, but these are described as context rather than used to filter entries. The trade…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas izrāviens
Strategy library

This document presents a strategy using Bollinger Bands to assess volatility and moving-average direction to frame trend trades. It describes entering long when price crosses upward through the lower band and short when price crosses downward through the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas izrāviens
Strategy library

The strategy description combines 20- and 50-period simple moving averages with Stochastic RSI. The moving-average crossover is presented as a trend-direction signal, while Stochastic RSI crossing above the oversold threshold or below the overbought…

KriptoaktīviTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

Dual Thrust sets daily breakout thresholds using the previous period's price range. The method compares the highest high with the latest close and the highest close with the lowest low over a configurable lookback, takes the larger range, and applies…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

The document presents a price-structure setup intended to trade in the direction of exits by traders caught on the wrong side of a reversal. Its described sequence begins with a fractal, waits for an opposite fractal, and then looks for price to break the…

Tehniskie indikatoriCenas izrāviensCenas impulssNākotnes līgumi
Strategy library

This strategy uses the Supertrend indicator, calculated from ATR and a multiplier, to generate directional signals when price crosses its line. It pairs those signals with fixed percentage stop-loss and take-profit levels for long and short trades. The…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The document introduces pair trading as a long-short approach that seeks to profit when two related assets’ prices move back toward their usual relationship. It discusses selecting correlated assets, using moving averages or other indicators to identify…

Pāru tirdzniecībaAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība