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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
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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: 79,386

ProRealCode

The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
SuperMind

This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices of seven pairs containing that currency. To analyze a pair, it says to place the base currency’s strength curve and then the quote…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatori
SuperMind

This article describes a China A-share screening rule for Shenzhen main-board stocks. It combines amplitude above 1 with rising lows, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It provides example implementations in…

AkcijasĶīnas tirgiTehniskie indikatoriFaktoru ieguldīšana
Stratmill research code

This Python module provides utilities for evaluating systematic strategies and constructing several trend signals. It computes annual return and volatility, Sharpe and Sortino ratios, downside risk, maximum drawdown, Calmar ratio, positive-return frequency,…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
BigQuant

This post summarizes a 2017 J.P. Morgan report on using large and alternative datasets in investment research. It groups alternative data into information generated by individuals, business processes, and sensors, with examples such as social media,…

MašīnmācīšanāsStatistikaTirgus noskaņojumsAkcijas
SuperMind

This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This stock screen restricts candidates to the metaverse industry, then selects shares whose turnover rate two trading days earlier fell within a specified band and whose current low is below the previous day's low. The article interprets turnover as a sign…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
Amberdata research

The article explains stablecoins as crypto assets designed to track another asset, usually the US dollar, and distinguishes reserve-backed tokens from algorithmic designs. Reserve-backed tokens depend on the issuer holding assets intended to support…

KriptoaktīviDeFiRiska pārvaldībaSvārstīgums
SuperMind

This article proposes screening stocks with a daily range above a threshold, a close above a short moving average, and multiple moving-average crossover conditions. The intended logic combines volatility and an upward price signal with clustering among…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

This stock selection method combines a daily range filter with sustained positive large-order net volume and a positive five-day price bias. Its intended effect is to find shares with active buying and prices above their recent average. The article gives…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
MQL5 code base

This automated trading system uses signals from the ColorStochNR oscillator and evaluates them when a bar closes. Its selectable signal modes respond to the oscillator crossing its midpoint, a change in the oscillator’s direction, a change in the signal…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeCenas impulss
SuperMind

This proposed Chinese equity screen looks for stocks with daily amplitude above a threshold, signs of main-fund control on the prior day, and an opening price near the ten-day moving average. The stated rationale is to find active stocks whose opening prices…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

The indicator creates a channel by filtering closing prices with the Hodrick–Prescott method at two periods, then measuring the standard deviation of the faster filtered series relative to the slower one. It also displays the average spread and the channel…

Tehniskie indikatoriSvārstīgums
SuperMind

The document proposes screening Chinese stocks in the metaverse industry for a circulating share count no greater than 5.5 billion, alongside bullish crossovers in three indicator pairs: a 5-day and 10-day moving average, a 5-period and 10-period RSI, and…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
BigQuant

This forum post reports that a strategy based on a platform template runs, but simulation fails at a dropna step because of NaN values after the user adds factors. The author’s attempted fix was to fetch 90 calendar days of earlier daily index data,…

Vēsturisko datu pārbaudeStatistikaAkcijas
SuperMind

The document outlines an A-share screening rule combining daily price amplitude, market capitalization, recent profitability, and relative trading volume. Its refined criteria call for amplitude above 1%, capitalization below 10 billion yuan, positive net…

Ķīnas tirgiAkcijasTehniskie indikatoriRiska pārvaldība
MQL5 code base

The document describes a custom Laguerre indicator for MetaTrader 4 and 5. It plots a weighted trend line in a separate chart window and is presented as a possible source of simple entry and exit signals. It does not depend on the platforms’ standard…

Tehniskie indikatori
MQL5 code base

This indicator is designed to identify when to place pending orders using the ColorMETRO_XRSX oscillator. A fast gray oscillator line is monitored against a channel bounded by thick blue and red lines. The suggested trigger occurs when the fast line moves…

Tehniskie indikatoriRīkojumu izpildeRiska pārvaldība
BigQuant

The document describes a China equity screening rule for metaverse-related stocks. It combines a rounded or arc-like price pattern with prior auction turnover above 0.26, alongside formula conditions involving price movement around the open, recent up-day…

AkcijasĶīnas tirgiTehniskie indikatori
SuperMind

The document explains the price-to-book ratio as a valuation measure calculated by dividing a stock’s market price by book value per share. It interprets lower ratios as possible signs of undervaluation or pessimistic expectations, while higher ratios can…

AkcijasFaktoru ieguldīšanaStatistika
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
MQL5 code base

This MetaTrader 5 Expert Advisor uses signals from the CenterOfGravityCandles indicator. A signal is generated when a bar closes with a change in the indicator’s candle color. The description notes that the compiled indicator file must be installed for the…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeRīkojumu izpilde
ProRealCode

This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…

Tehniskie indikatoriCenas impulss