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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
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

SuperMind

This Chinese equity screen combines a turnover rate between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and displayed buy volume greater than sell volume. The article presents the filters as a way to find actively traded stocks with…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
MQL5 code base

The third-generation XMA is presented as a moving-average variant designed to reduce lag as the averaging period increases. The method is attributed to Dr. Manfred Dürschner, and this implementation uses a parameter value of lambda equal to 2; the source…

Tehniskie indikatoriStatistika
SuperMind

This short-term stock-selection proposal combines three conditions: MACD above zero, upward separation of the day’s moving averages, and an opening auction return between -2% and 5%. The indicators are intended to capture positive price momentum and…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This stock-selection idea filters for daily price amplitude of at least 1%, turnover above 2% and no more than 9%, and a closing price between the middle and upper Bollinger Bands. The post presents these conditions as a way to find actively traded, volatile…

Ķīnas tirgiAkcijasTehniskie indikatoriSvārstīgums
SuperMind

This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
MQL5 code base

ColorXATR is a chart indicator that smooths the Average True Range and displays the result as price-chart points. Its color is intended to distinguish strengthening trends from weakening ones: red indicates strengthening and yellow indicates weakening. Users…

Tehniskie indikatoriSvārstīgums
FMZ forum

This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…

KriptoaktīviArbitrāžaSekošana tendenceiRežģa tirdzniecība
BigQuant

This tutorial surveys support vector machines, k-nearest neighbors, naive Bayes, and the perceptron as lightweight classifiers for relatively small datasets and feature sets. It explains SVM’s maximum-margin boundary, the role of support vectors, soft…

MašīnmācīšanāsStatistika
SuperMind

This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Hyperliquid docs

This documentation explains that Hyperliquid index perpetual contracts use a calculated index as the underlying reference instead of a spot asset price. Validators periodically publish index values to the chain, and the median of their reports substitutes…

KriptoaktīviPerpetuālie nākotnes līgumiAtvasināto instrumentu cenu noteikšanaTirgus mikrostruktūra
SuperMind

This Supermind community post proposes selecting equities with RSI below 65, free-float market capitalization between 5 billion and 10 billion yuan, and a “main uptrend start” condition. It defines the latter through a price position within the recent…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term…

AkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This note presents a Chinese equity screen using four conditions: amplitude above 1, current volume above 10,000 lots, a higher open, and the 20-day moving average above the 120-day moving average. It interprets amplitude as a measure of price activity,…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
NautilusTrader

This reference explains how to model an exchange-defined crypto futures spread as one tradable instrument. It lists required metadata such as the underlying asset, quote and settlement currencies, venue symbol, strategy type, activation and expiration times,…

KriptoaktīviNākotnes līgumiAtvasināto instrumentu cenu noteikšanaTirgus mikrostruktūra
MQL5 code base

This short note describes an elementary trailing-stop function for managing orders. It explains that the function can identify which orders it should manage by checking the financial instrument and, optionally, the order comment and magic number. These…

Rīkojumu izpildeRiska pārvaldība
SuperMind

This note describes a basic Chinese equity screen that selects stocks with daily amplitude above 1, prior-day turnover above 60 million, and price above its five-day moving average. It frames the filters as a combination of price activity, trading liquidity,…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

The document describes a MetaTrader 4 indicator that displays Supertrend direction across selected chart timeframes. Colored lines show bullish or bearish conditions, while arrows mark potential buy and sell signals. Its stated purpose is to help traders…

Tehniskie indikatoriSekošana tendenceiValūtu tirgusIzejvielas
Qlib

This configuration specifies a Qlib workflow for training the HIST model on Alpha360 features for CSI 300 stocks and evaluating its signals in a portfolio backtest. The data handler normalizes features, fills missing feature values, drops rows without…

Ķīnas tirgiAkcijasMašīnmācīšanāsVēsturisko datu pārbaude
SuperMind

This post describes a stock screen pairing a minimum daily trading range with return on equity above a threshold for five consecutive years and at least one large one-day gain during a recent trading window. The intended combination seeks companies with…

AkcijasĶīnas tirgiFaktoru ieguldīšanaCenas impulss
SuperMind

This proposed A-share screen combines a market-cap ceiling, positive net profit, an RSI threshold, and positive afternoon large-order net inflows. The intended rationale is to pair a basic profitability constraint with a price indicator and a measure of…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
SuperMind

This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
BigQuant

This April 2020 market note combines valuation, trading activity, sentiment, sector flows, and style factor monitoring to assess Chinese equities. It describes subdued market turnover and relatively low overall valuations, while agriculture-related stocks…

AkcijasĶīnas tirgiFaktoru ieguldīšanaCenas impulss
SuperMind

This Chinese equity screening idea combines RSI below 65, first-level bid volume greater than first-level ask volume, and a rounded price pattern described as an arc. The article interprets the RSI threshold as identifying a potentially oversold condition,…

AkcijasTehniskie indikatoriTirgus noskaņojumsĶīnas tirgi
BigQuant

This forum question concerns adding a moving-average exit condition to an AI stock-selection backtest. The proposed logic waits until a minimum holding period has passed, then examines positions in reverse StockRanker prediction order and sells eligible…

AkcijasTehniskie indikatoriVēsturisko datu pārbaudeRīkojumu izpilde