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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

MQL5 code base

This tool description explains an expert advisor that monitors the combined net profit of a user-selected basket of currency pairs. It closes positions across the monitored pairs when the basket reaches a specified profit target; settings also include a…

Valūtu tirgusRiska pārvaldībaRīkojumu izpildePozīcijas apjoma noteikšana
SuperMind

This post outlines a Chinese equity screening approach combining three signals: high relative trading volume, rising short- and medium-term moving averages, and at least two limit-up sessions during the prior 500 days. It describes ranking by volume ratio,…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range above 1%, a positive 10-day return below 35%, and positive reported returns. It frames the range threshold as a way to select for active price movement, while the bounded…

AkcijasCenas impulssSvārstīgumsTehniskie indikatori
MQL5 code base

The document explains an intraday volatility indicator that identifies times of day with greater or lesser price activity. It scans chart bars and uses each bar’s high minus low as its activity measure, highlighting higher-activity periods in blue and…

SvārstīgumsTehniskie indikatoriRīkojumu izpilde
SuperMind

This post describes a China equity screening idea based on price compression and a Bollinger Band location. It selects stocks whose 5, 10, 20, 60, and 120 day moving averages are described as overlapping, whose close lies between the Bollinger middle and…

AkcijasTehniskie indikatoriĶīnas tirgiVēsturisko datu pārbaude
BigQuant

The document describes a framework for deciding whether a candidate multifactor strategy adds value alongside a portfolio of smart beta exposures. It models each advanced beta as a combination of exposures to a small set of investable “elementary” factors,…

Faktoru ieguldīšanaPortfeļa veidošanaRiska pārvaldībaAkcijas
MQL5 code base

Smart Trend Score is described as a MetaTrader 5 indicator that combines weighted moving averages, trend direction, market structure, ADX, ATR, and price action into a score. After a candle closes, it displays a buy, sell, or no-signal status, a confidence…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Freqtrade

This Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
SuperMind

The post proposes a Chinese equity screen for beverage and alcohol import-export companies, selecting stocks with turnover between 3% and 12% and shareholder equity above 200 million. It gives example platform formulas and Python references, including…

AkcijasĶīnas tirgiFaktoru ieguldīšanaVēsturisko datu pārbaude
vn.py community

This Chinese-language forum exchange explains how to track execution information for a spread-trading algorithm. A participant asks how to obtain a spread’s opening average price and its fill prices and quantities. The reply recommends receiving algorithm…

Rīkojumu izpildeTirgus mikrostruktūraPāru tirdzniecībaRiska pārvaldība
ProRealCode

This indicator combines the distance between ADX and ADXR with the relative change in ATR to describe trend development and volatility together. The author argues that ADX alone can miss changes in volatility, while ATR alone is expressed in absolute price…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsStatistika
ProRealCode

The document describes KRev, an indicator intended to estimate the currency risk per unit of a position if price reaches the third Kase Dev Stop. Traders can use that estimate to compare markets or time frames with a fixed per-unit risk limit. The…

Tehniskie indikatoriSvārstīgumsRiska pārvaldībaPozīcijas apjoma noteikšana
BigQuant

This study examines how stock volatility relates to reversal and other factor returns in China’s A-share market, controlling for market capitalization and industry effects. It reports that stocks with weaker past returns tended to outperform later across…

AkcijasĶīnas tirgiAtgriešanās pie vidējās vērtībasCenas impulss
SuperMind

This stock-screening proposal selects shares using three conditions: price amplitude above a threshold, multiple moving-average crossovers occurring together, and a minimum float market capitalization. The rationale is to combine recent price movement, a…

AkcijasTehniskie indikatoriCenas impulssCenas izrāviens
BigQuant

The article reviews research linking firms’ incentives to manage investor expectations with earnings announcement premiums and seasonal stock returns. It builds an ex ante expectation management incentive score from analyst coverage and institutional…

AkcijasUz notikumiem balstīta tirdzniecībaCenas impulssFaktoru ieguldīšana
MQL5 code base

The volume oscillator compares short and long exponential moving averages of trading volume. It expresses their difference as a percentage of the long-period average, with positive readings indicating that recent volume is above its longer-term baseline and…

Tehniskie indikatoriSekošana tendenceiCenas impulss
MQL5 code base

This description presents a MetaTrader expert advisor that generates trading signals by comparing the close price of the current bar with the close on a configurable comparison bar. Signals are checked when a new bar appears, while trailing-stop management…

Cenas impulssTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
SuperMind

This Chinese equity screening proposal combines a 14-period RSI threshold below 65, a three-session candle pattern, and exclusion of stocks on the STAR Market. It frames the filters as a way to identify stocks based on price behavior while avoiding a market…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This short introduction proposes hidden Markov models (HMMs) as a machine-learning technique for market analysis and timing. It says the article will explain the model, discuss similarities between HMMs and stock markets, and develop a multi-factor…

AkcijasMašīnmācīšanāsStatistika
SuperMind

This document outlines a Chinese equity screening approach focused on metaverse-related stocks. Its stated filters include a volume ratio between 1.5 and 6 and a circulating share count no greater than 5.5 billion. A later proposed version adds forecast…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
MQL5 code base

The document describes a MetaTrader 5 script that calculates pivot levels for symbols in the Market Watch using a selected timeframe, with weekly and monthly levels highlighted as intended use cases. It writes the results to an HTML file in the platform’s…

Valūtu tirgusTehniskie indikatoriRīkojumu izpilde
SuperMind

This proposed A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and at most 100%, plus a daily price change between -5% and 2.6%. It presents the filters as a mix of technical, fundamental, and market…

Ķīnas tirgiAkcijasTehniskie indikatoriFaktoru ieguldīšana
Binance API docs

The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
MQL5 code base

The indicator draws horizontal support and resistance levels from the minimum and maximum over a selected set of recent bars. Users can choose the chart timeframe, the first bar included in the analysis, and how many bars to examine. Separate controls set…

Tehniskie indikatoriCenas izrāviens