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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
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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
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
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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
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Zipline
Dokumentu skaits: 22
FMZ live strategies
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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 stock screen targets companies in the metaverse industry that had a limit-up event within the prior 25 days and have a rising DEA indicator. It proposes running the selection before 10 a.m. and choosing stocks for that day. The document includes a brief…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This note describes selecting stocks with turnover between 3% and 12%, a rising DEA measure, and a 2021 listing date. The proposed rationale is to combine a band of trading activity with a trend signal, while restricting the universe to recently listed…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note presents a stock screen combining a daily price range of at least one percent, a volume ratio between 1.5 and 6, and a positive daily MACD condition. The accompanying indicator formula adds a transition check: the prior MACD is below zero while the…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
Binance API docs

This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūra
SuperMind

The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
Amberdata research

This market recap describes how a sharp crypto decline affected BTC and ETH options. It reports rising realized volatility, a larger response in short-dated implied volatility than in longer maturities, and an inverted term structure after spot fell. The…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
ProRealCode

The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
SuperMind

The document proposes a daily Chinese A-share screening rule using three conditions: MACD above its zero line, share price below 12 yuan, and the opening price within five percent of the 10-day simple moving average. It says the screen is run before 10 a.m.…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…

Valūtu tirgusAkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
BigQuant

This Chinese-language research summary examines factors associated with the assets of index funds, separating them into fixed product attributes, accumulated long-term characteristics, and changing short-term variables. Fixed attributes include fund…

Ķīnas tirgiAkcijasStatistikaFaktoru ieguldīšana
MQL5 code base

This document describes a MetaTrader workflow that records historical real ticks once, then replays them in mathematical mode for strategy testing. Sharing a tick file among optimizer agents is intended to avoid repeated data writes and reduce the time spent…

Vēsturisko datu pārbaudeRīkojumu izpildeStatistikaKriptoaktīvi
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, with a 30-day moving average that is rising and at least one daily gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
BigQuant

This document describes a Chinese equity screening rule that combines a price-movement threshold, an outstanding convertible-bond name field, and an indicator of recent large-investor activity. It initially presents yesterday’s control by major funds as a…

Ķīnas tirgiAkcijasTehniskie indikatoriTirgus noskaņojums
SuperMind

This study presents StockRanker, a supervised learning-to-rank method for selecting Chinese A-shares. It uses gradient-boosted trees to rank the market by expected future return. The input features are derived from seven basic price and volume series using…

Ķīnas tirgiAkcijasMašīnmācīšanāsFaktoru ieguldīšana
MQL5 code base

This document describes an Expert Advisor that trades when a Kalman Filter indicator changes color. It generates a signal at a bar close, so the strategy responds to a change in the indicator’s direction rather than acting during the bar. The advisor…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This stock selection proposal looks for a reported increase in holdings above 5%, a prior session that did not finish at the daily limit, and a shortening green histogram bar on a 15-minute MACD. The article interprets the position increase as possible…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This stock screen combines a turnover range of 3% to 12% with a positive product of price change and net large-order flow. It also requires current volume above 10,000 lots and an opening price above the prior close. The accompanying implementation ranks…

AkcijasTirgus mikrostruktūraTirgus noskaņojumsĶīnas tirgi
SuperMind

This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…

AkcijasTehniskie indikatoriSekošana tendenceiĶīnas tirgi
SuperMind

This Chinese stock selection idea combines amplitude above 1, a ranking based on net large-order volume, and return on equity above 15% for five consecutive years. The stated rationale pairs trading activity and large-order flow with a profitability measure…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaTehniskie indikatori
MQL5 code base

This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…

Rīkojumu izpildeTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
SuperMind

This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a signal described as major-player control on the previous day. The accompanying rationale treats amplitude as a way to…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
NautilusTrader

This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…

Rīkojumu izpildeTirgus mikrostruktūraTūlītējo darījumu tirgiRiska pārvaldība