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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
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

SuperMind

This document describes a Chinese A-share selection rule that combines turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and institutional activity above zero. Its refined version focuses on companies whose…

AkcijasĶīnas tirgiFaktoru ieguldīšanaRiska pārvaldība
SuperMind

This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
SuperMind

This proposed A-share screen combines market capitalization below 10 billion yuan, a non-loss-making business, a current turnover range of 3% to 12%, and prior-day actual turnover between 3% and 28%. It treats moderate turnover as a way to favor liquid,…

AkcijasĶīnas tirgiFaktoru ieguldīšanaRiska pārvaldība
SuperMind

This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This note describes a simple dollar index indicator that calculates values from closing prices. It exposes one input: the number of bars used both for calculation and for drawing the line. Once a value has been calculated, it is not recalculated unless the…

Valūtu tirgusTehniskie indikatori
MQL5 code base

This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…

Valūtu tirgusCenas izrāviensPozīcijas apjoma noteikšanaRiska pārvaldība
FMZ forum

This tutorial outlines a Fisher Transform indicator calculated from the midpoint of each price bar and the highest high and lowest low over a rolling period. A ratio between zero and one controls how much the newly normalized price affects the recursively…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
Hummingbot docs

This interview describes how a cryptocurrency liquidity miner used automated market making to provide liquidity across selected token pairs. He began with market making, tested different order approaches, and settled on using three orders. He ran bots…

KriptoaktīviTirgus veidošanaTehniskie indikatoriRīkojumu izpilde
SuperMind

This Chinese-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…

AkcijasĶīnas tirgiAtgriešanās pie vidējās vērtībasCenas impulss
MQL5 code base

The document explains how MQL5’s trade-transaction event can report account changes caused by submitted requests, interface actions, pending or stop-order activation, and server-side operations. It presents a base class that receives the transaction,…

Rīkojumu izpildeTirgus mikrostruktūraAugstas frekvences tirdzniecība
SuperMind

This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
MQL5 code base

The document notes that MACD values may take time to settle at the beginning of a price series. Its explanation is that MACD depends on exponential moving averages, which are updated recursively from the previous estimate and the new price. As a result,…

Tehniskie indikatoriStatistika
TqSdk

This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…

Nākotnes līgumiCenas izrāviensSekošana tendenceiRiska pārvaldība
SuperMind

This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
ProRealCode

This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…

Tehniskie indikatoriCenas izrāviensStatistikaSvārstīgums
vn.py

The document explains how an algorithmic execution module accepts order parameters, launches and monitors algorithms, and supports pausing, resuming, or stopping them. It also describes launching jobs from newly created CSV files and tracking their status in…

Rīkojumu izpildeTirgus mikrostruktūraNākotnes līgumiPozīcijas apjoma noteikšana
BigQuant

This Chinese-language forum post asks whether factor analysis should pair a factor observed on a given day with that same day's prices or with prices from the following day. The author cites the Alphalens introduction as a reason to use next-day data and…

Faktoru ieguldīšanaVēsturisko datu pārbaudeStatistika
MQL5 code base

The document describes a Windows message-based script for disabling automated trading on a specific Expert Advisor in MetaTrader. It opens the EA properties dialog, navigates to the Common tab using keyboard shortcuts when needed, locates the auto-trading…

Rīkojumu izpildeRiska pārvaldība
FMZ forum

This essay uses hypothetical investment examples to explain how returns compound asymmetrically: a loss requires a larger percentage gain to recover, and alternating gains and losses can produce a modest long-run result despite large individual moves. It…

StatistikaRiska pārvaldībaPortfeļa veidošanaPozīcijas apjoma noteikšana
MQL5 code base

Hurst Bands plot percentage-based levels around a central moving average of median price. The center uses a simple moving average over half the selected period, and three configurable deviation values define inner, outer, and extreme bands above and below…

Tehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This article proposes screening Chinese equities using three kinds of signals: RSI below 65, the product of price change and the net ratio of very large order flow above 1, and year-over-year growth in net profit attributable to parent-company shareholders…

AkcijasĶīnas tirgiTehniskie indikatoriFaktoru ieguldīšana