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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
Quantpedia
Dokumentu skaits: 86
TqSdk
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

NautilusTrader

This example shows how to run an options backtest from a catalog containing option instruments, quote ticks, and Greeks. It subscribes to periodic option-chain snapshots for a chosen series and selects a contract either at a specified strike or near a target…

OpcijasAtvasināto instrumentu cenu noteikšanaVēsturisko datu pārbaudeRīkojumu izpilde
ProRealCode

This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…

Nākotnes līgumiTehniskie indikatoriCenas izrāviens
MQL5 code base

The document describes a lightweight chart utility that draws horizontal price levels and checks them at a configured interval. When price crosses one of the levels, it plays a sound alert. The levels are chart objects supplied by the user; the utility does…

Tehniskie indikatoriRīkojumu izpilde
Hyperliquid docs

HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…

KriptoaktīviRiska pārvaldībaRīkojumu izpilde
BigQuant

This industry-selection approach adapts William O’Neil’s CAN SLIM framework by calculating relative strength at the sector level. The report proposes a high relative-strength reading as an early screening signal for industries that may lead the market during…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
BigQuant

This study develops an equity factor for company competitiveness across four dimensions: technology, products, internal controls, and capacity to sustain and improve existing advantages. It combines measurable indicators from these areas, then adjusts the…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaVēsturisko datu pārbaude
BigQuant

This equity-factor study compares several ways to measure illiquidity and examines whether less liquid stocks earn higher subsequent returns. Its microstructure measures are quoted spread, effective spread, and price-impact lambda; it also tests Amihud’s…

AkcijasFaktoru ieguldīšanaTirgus mikrostruktūraStatistika
MQL5 code base

This simple expert-advisor concept uses an 8-period weighted moving average and a 28-period exponential moving average to generate directional trades. A cross of the weighted average above the exponential average opens a long position; a cross below opens a…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiRiska pārvaldība
MQL5 code base

This MetaTrader-oriented description explains how to identify a broker’s gold symbol and calculate position size from the symbol’s actual trading specifications. Symbol detection scores candidate names, favors stronger gold matches and excludes other…

IzejvielasPozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
Kraken Learn

This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…

KriptoaktīviSekošana tendenceiCenas impulssCenas izrāviens
Freqtrade

This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
SuperMind

This A-share screening recipe combines three conditions: daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and return on equity above 15% for five consecutive years. It is intended to pair a price-movement filter with a…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaRiska pārvaldība
BigQuant

This article introduces trend following, mean reversion, arbitrage, and high-frequency trading, then argues that trend following is the most accessible of these approaches for individual A-share investors. It describes trend following as entering in the…

Ķīnas tirgiAkcijasSekošana tendenceiAtgriešanās pie vidējās vērtības
ProRealCode

The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsCenas izrāviens
SuperMind

This note describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, a reversal-pattern measure above 0.5, and market capitalization between 1 billion and 10 billion yuan. The article…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
MQL5 code base

The document describes a MetaTrader 4 implementation of MyRSI, an RSI variation associated with John Ehlers. It distinguishes this indicator from the platform’s built-in RSI by its output scale, which runs from minus one to one, and by the resulting values…

Tehniskie indikatoriCenas impulss
MQL5 code base

The document introduces a higher-timeframe version of the FineTuningMA_StDev indicator for MetaTrader 5. A timeframe input lets the user select the chart period from which the indicator operates, with a four-hour period shown as the default. The stated setup…

Tehniskie indikatoriSvārstīgums
SuperMind

The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to…

AkcijasĶīnas tirgiTehniskie indikatoriSekošana tendencei
SuperMind

The document proposes a short-term stock screen combining three conditions: daily amplitude above 1, upward movement or divergence in moving averages, and appearance on the previous day’s 龙虎榜, a list of stocks with notable trading activity. It frames the…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
BigQuant

The document explains how to construct a DMA feature as the difference between a short-period and a long-period simple moving average. It identifies three inputs: the underlying price or feature, the short window, and the long window. Its worked example uses…

Tehniskie indikatoriStatistikaAkcijas
MQL5 code base

This document describes an Expert Advisor that opens a hedge for a losing position after a configurable loss threshold. Its proposed safeguards include limiting each original position to one hedge, separating hedge and primary trades with different magic…

Valūtu tirgusRiska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
Kraken Learn

The document explains how fiat-backed stablecoins aim to maintain a one-to-one value with currencies such as the U.S. dollar or euro, using fiat funds or cash-equivalent assets as reserves. It describes their roles as trading media, DeFi collateral,…

KriptoaktīviDeFiRiska pārvaldībaTūlītējo darījumu tirgi
ProRealCode

The Dynamic Time Oscillator combines Stochastic RSI readings from the current chart timeframe and a higher timeframe. For each, it calculates RSI, normalizes that value over a lookback range, and smooths the result into fast %K and slow %D lines. The…

Tehniskie indikatoriCenas impulssVairāku aktīvu tirdzniecība
SuperMind

This A-share screening rule requires turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and at least one session with a gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss