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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
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SuperMind
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
Dokumentu skaits: 7,910
MQL5 code base
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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
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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
Dokumentu skaits: 340
QuantStart
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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
Binance API docs
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Quantopian lekcijas
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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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Alphalens
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WonderTrader
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backtesting.py
Dokumentu skaits: 11
Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

MQL5 code base

This short description covers an expert advisor that tracks how long market orders have existed and generates an alert once for each order. It can retain its state across a terminal restart, write messages to a log, and use a configurable sound file stored…

Rīkojumu izpildeRiska pārvaldībaTirgus mikrostruktūra
SuperMind

This post proposes a technical screen for Chinese A-share stocks. It selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a KDJ stochastic K reading below 20. The accompanying code sketch describes…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
BigQuant

This guide explains how to obtain and read monthly partitioned stock bar data at four intraday frequencies, then align the local compressed tables with corresponding cloud tables used for prediction. It describes the Feather file layout, recommends loading…

AkcijasMašīnmācīšanāsTirgus mikrostruktūraStatistika
MQL5 code base

This document describes an exponential moving average that can incorporate a smoothed trend component. Its settings are the EMA coefficient, the trend coefficient, a switch for enabling trend adjustment, and the price series to apply. The input price is…

Tehniskie indikatoriSekošana tendenceiStatistika
SuperMind

This Chinese stock selection proposal combines turnover between 3% and 12%, an opening price near the 10-day moving average, and a prior-day signal described as main-force control. The formula reference adds conditions requiring the close to exceed both the…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
vn.py community

This brief VeighNa forum exchange asks how to adjust bar construction for the morning futures market break from 10:15 to 10:30. A respondent explains that the BarGenerator currently divides data according to timestamps and asks which kind of bar the user…

Nākotnes līgumiVēsturisko datu pārbaude
SuperMind

This stock-selection proposal targets main-board shares associated with robotics. It filters for turnover between three and twelve percent, circulating market value below 10 billion yuan, and a weekly five-period moving average crossing above the ten-period…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…

Tehniskie indikatoriSekošana tendenceiCenas impulssVēsturisko datu pārbaude
Lumibot

This bot aims to mirror a named member of Congress’s reported stock holdings. A research agent checks House disclosure filings, using annual reports as the starting portfolio and applying later trade reports to update it. It excludes options, real estate,…

AkcijasPortfeļa veidošanaRīkojumu izpildeASV tirgi
SuperMind

This note outlines a chart-based stock screen using at least five converging moving averages, a rounded or arc-shaped price pattern, and a focus on stocks associated with 2021. It illustrates possible moving-average periods of 5, 10, 20, 50, and 200 days,…

AkcijasTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
SuperMind

This note presents a Chinese equity screen combining turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and a closing price above the previous day’s low. It includes example formula and Python references for…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This note describes an A-share stock screen combining three conditions: membership in the metaverse industry, a positive return based on the latest close versus the prior close, and circulating market capitalization below 10 billion yuan. It also gives…

AkcijasĶīnas tirgiCenas impulssRiska pārvaldība
MQL5 code base

This document explains an MT5 indicator that tracks runs of consecutive rising and falling bars. Separate plots show upward and downward runs, and each count resets when a bar prints in the opposite direction. A trader can set a threshold around commonly…

Tehniskie indikatoriStatistikaSekošana tendencei
MQL5 code base

This document describes an expert advisor that trades changes in the direction color of a PercentageCrossover indicator. It generates a signal when a bar closes and the indicator changes direction, then allows trades to be restricted to a configurable daily…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
BigQuant

This report proposes identifying Chinese quantitative private funds through exchange-disclosed trading-seat data. It matches stocks held by four funds among the largest tradable shareholders at quarter-end with the broker seats that appeared on those stocks’…

Ķīnas tirgiAkcijasTirgus mikrostruktūraCenas impulss
SuperMind

This note proposes screening metaverse-related stocks for elevated recent turnover and a low KDJ reading, then adds valuation and leverage constraints. Its final selection logic combines sector membership, a turnover condition, KDJ below a threshold,…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
BigQuant

This report reviews factor performance across the broad market, sectors, industries, and indices during the first half of 2018, then examines factor selection in a market with sharply different outcomes across stocks and sectors. It reports that most factors…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaVēsturisko datu pārbaude
SuperMind

This note outlines a stock screen for companies in the metaverse theme whose average price is above its five-day moving average and that show a rebound after a recent decline. It frames the setup as a way to find stocks recovering from weakness, but does not…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This document outlines a stock screen requiring price amplitude above a threshold, a current-day control measure above a threshold, and a MACD value below zero from two days earlier. It frames the inputs as measures of price movement, trading control or…

AkcijasTehniskie indikatoriĶīnas tirgi
MQL5 code base

The document presents an experimental stochastic oscillator that changes the averaging method used in its calculation while leaving the price inputs unchanged. It offers four variants based on simple, exponential, smoothed, and linearly weighted averages.…

Tehniskie indikatoriStatistika
SuperMind

This document describes an equity screening rule combining a metaverse industry label, a close above the previous day’s low, and a KDJ %K reading at or below 20. Its stated rationale is that the industry label identifies potential growth exposure, the price…

AkcijasTehniskie indikatoriĶīnas tirgi
MQL5 code base

This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…

Valūtu tirgusAkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatori
Binance API docs

This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…

Rīkojumu izpildeTirgus mikrostruktūraTūlītējo darījumu tirgiNākotnes līgumi