Pāriet uz saturu

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
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
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

MQL5 code base

This document describes an Expert Advisor that combines two independent trading systems based on the Skyscraper_Fix and ColorAML indicators. It generates a signal when a bar closes and either indicator changes color, which the document treats as a change in…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This stock-screening proposal selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and previous-session trading activity above the stated threshold. It then takes the first ten qualifying symbols. The…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
Binance API docs

The document explains three spot-trading fee categories: standard commissions, tax commissions, and special commissions. It distinguishes account and symbol rate queries, which show current rates and buyer or seller components, from a test-order calculation…

Tūlītējo darījumu tirgiRīkojumu izpildeRiska pārvaldība
MQL5 code base

CloseAgent is presented as an automated position-closing tool that combines Bollinger Bands with the Relative Strength Index. It is intended to identify overbought or oversold conditions as potential exit points, particularly for residual positions near the…

Tehniskie indikatoriRiska pārvaldībaRīkojumu izpilde
MQL5 code base

Liquidex_V1 is described as an educational automated trading system that seeks entries using a simple moving average and price range, then exits with a trailing stop. The account characterizes it as a very short-term approach and says it is intended for…

Augstas frekvences tirdzniecībaTehniskie indikatoriRīkojumu izpildeSvārstīgums
SuperMind

The document describes a stock selection rule that filters for turnover between 3% and 12%, companies listed in 2021, and an observation at 9:25 with a price increase below 6%. It presents the screen as a way to refine entry timing and avoid buying after a…

AkcijasĶīnas tirgiTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

Wildhog is an oscillator intended to flag overbought and oversold conditions and identify divergences. It is described as usable across timeframes and uses the most recent high, low, and close data over a configurable lookback period. The user can set the…

Tehniskie indikatoriStatistika
BigQuant

This podcast summary discusses crypto market structure, decentralized finance, governance, and emerging chain ecosystems. Its trading content centers on automated arbitrage between centralized exchanges: bots use exchange APIs to act on price differences,…

KriptoaktīviArbitrāžaRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…

AkcijasCenas impulssTirgus mikrostruktūraTirgus noskaņojums
Amberdata research

The article explains Active Fundamental Performance (AFP), a measure intended to identify mutual fund managers who select stocks well on fundamental information. For each fund, it computes the covariance between benchmark-adjusted portfolio weights, or…

AkcijasFaktoru ieguldīšanaStatistikaVēsturisko datu pārbaude
ProRealCode

The document explains the Volume Flow Indicator (VFI), a volume-based measure described as a modified form of On Balance Volume. It uses typical price rather than the close, applies a volatility threshold so small price changes do not count as directional…

Tehniskie indikatoriCenas impulssStatistikaVēsturisko datu pārbaude
SuperMind

This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
MQL5 code base

The document outlines an automated trading system for MetaTrader 5 that uses RSI thresholds to identify mean-reversion entries. Its default overbought and oversold levels are 80 and 20, and it detects threshold crossings as signals. An open position is…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
vn.py community

This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…

Rīkojumu izpildeRiska pārvaldībaNākotnes līgumiAkcijas
SuperMind

This proposed stock screen combines three signals: a historical dividend payout condition, high capital-flow intensity, and low concentration of those flows. The article interprets the flow measures as indicating substantial but broadly distributed inflows,…

AkcijasĶīnas tirgiFaktoru ieguldīšanaTirgus noskaņojums
SuperMind

This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Lumibot

This strategy uses a public disclosure page as a signal for trading stocks or exchange-listed units. A research agent retrieves the page and checks when it was published; the strategy proceeds only when the disclosure predates the trading session and reports…

AkcijasUz notikumiem balstīta tirdzniecībaPozīcijas apjoma noteikšanaRiska pārvaldība
SuperMind

This proposed Chinese equity screen selects stocks in the metaverse sector that had at least one limit-up day during the preceding 25 days and traded more than 60 million yuan in value on the previous day. The article says to run the selection before 10 a.m.…

AkcijasĶīnas tirgiCenas izrāviens
BigQuant

The article summarizes research on whether information spreads through mutual fund families and how that relates to fund performance. It describes a diffusion measure based on the order in which affiliated funds buy a stock after it first appears in a family…

AkcijasStatistikaPortfeļa veidošana
SuperMind

This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…

AkcijasTehniskie indikatoriCenas impulss
MQL5 code base

This document describes a smoothed version of the Trend Direction and Force Index. Its stated motivation is that the original indicator can generate too many signals in some cases; applying a smoothing method is intended to reduce their number. Four…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

The article argues that quantitative funds may find China’s A-share market more attractive than US equities. It points to a large listed-company universe, active and volatile small-cap stocks, and lower trading costs as conditions that could support…

Ķīnas tirgiAkcijasAugstas frekvences tirdzniecībaTirgus mikrostruktūra