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Zināšanu bibliotēka

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

SuperMind

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…

Ķīnas tirgiAkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
BigQuant

This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…

AkcijasCenas izrāviensTehniskie indikatori
BigQuant

The post reports a discrepancy between a backtesting platform’s monthly return for the CSI 300 benchmark and an external reference calculation. It attributes the difference to the platform using the first day of the month’s closing price as the starting…

Vēsturisko datu pārbaudeStatistikaPortfeļa veidošana
SuperMind

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

The document describes a Chinese equity screening rule that selects beverage and alcohol related companies, requires turnover within a stated 3% to 12% range, and excludes stocks that hit the daily upper price limit on the previous day. It provides example…

AkcijasĶīnas tirgiTehniskie indikatori
SuperMind

This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasĶīnas tirgi
TqSdk

The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…

Nākotnes līgumiVēsturisko datu pārbaudeRīkojumu izpildeRiska pārvaldība
BigQuant

This note introduces the Awesome Oscillator (AO) and gives its basic input and calculation. It uses median price, defined as the average of the session high and low, then subtracts a longer-period moving average from a shorter-period moving average. The…

Tehniskie indikatori
SuperMind

This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…

AkcijasTehniskie indikatoriSekošana tendenceiĶīnas tirgi
BigQuant

This short discussion outlines data-related challenges faced by quantitative investment teams as they develop and test strategies. It describes quantitative investing as turning historical market behavior into data, using statistics and programming to…

StatistikaMašīnmācīšanāsVēsturisko datu pārbaude
SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
MQL5 code base

This short description presents an indicator that transforms price time-series processed by a Directed Movement algorithm into a candlestick sequence. It states that this representation may make the output more informative for analysis, but does not explain…

Tehniskie indikatoriSekošana tendencei
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

AkcijasTehniskie indikatoriFaktoru ieguldīšanaĶīnas tirgi
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

AkcijasĶīnas tirgiTehniskie indikatoriStatistika
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
FMZ forum

This article introduces Monte Carlo methods through random sampling examples, contrasting an approach that can return a promising answer without guaranteeing the optimum with randomized search that keeps trying until it finds a valid solution. It illustrates…

StatistikaMašīnmācīšanās
SuperMind

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity,…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
Cryptohopper blog

The article explains how Bitcoin halvings reduce the issuance of new coins and considers possible effects on price and mining. It describes the expected block reward reduction and argues that a supply decrease could support prices if demand does not fall by…

KriptoaktīviTūlītējo darījumu tirgiUz notikumiem balstīta tirdzniecība
BigQuant

This report summary examines how disclosure requirements and historical accuracy of earnings previews differ across Chinese equity-market boards. It compares preview disclosure rates, reports that the ChiNext board generally has the broadest coverage and the…

AkcijasĶīnas tirgiStatistikaFaktoru ieguldīšana
SuperMind

This document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…

Tehniskie indikatoriNākotnes līgumiCenas izrāviens
BigQuant

This forum post raises a portfolio-selection question about factor neutralization when the stock universe changes over time. The author describes selecting the five highest-scoring stocks from an initial group, then adding more stocks the next day and…

Faktoru ieguldīšanaPortfeļa veidošanaStatistika
MQL5 code base

This MQL5 indicator description outlines automated support and resistance trendlines with breakout detection. It lists real-time breakout alerts and chart arrows, a configurable pip threshold, and an adjustment feature that redraws trendlines after…

Tehniskie indikatoriCenas izrāviens