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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

The system opens an initial position at a fixed lot size when the DeMarker indicator permits entry. If a position is already open and price moves a specified distance from the most recent entry, another position may be added when the indicator again allows…

Valūtu tirgusRežģa tirdzniecībaTehniskie indikatoriPozīcijas apjoma noteikšana
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…

Ķīnas tirgiAkcijasCenas impulssTirgus mikrostruktūra
SuperMind

This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…

Augstas frekvences tirdzniecībaTirgus veidošanaRīkojumu izpildeTirgus mikrostruktūra
BigQuant

This research summary examines whether extreme investor sentiment can help identify short-term industry allocation opportunities. It argues that industry valuation comparisons are difficult because sectors differ in profitability and asset intensity,…

AkcijasTirgus noskaņojumsTehniskie indikatoriStatistika
SuperMind

This post describes a stock selection screen that combines RSI below 65, seven consecutive sessions with the close below the open, and declining fund-flow strength. It frames the conditions as a mix of technical signals and investor activity, then offers…

AkcijasTehniskie indikatoriStatistikaVēsturisko datu pārbaude
SuperMind

The article introduces mutually exclusive events as outcomes that cannot happen at the same time, then applies the idea to investment choices constrained by a limited budget. It contrasts positions that cannot be held together under its example budget with…

StatistikaPortfeļa veidošanaTehniskie indikatoriAkcijas
SuperMind

This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

XDeMarker_Histogram_Vol is described as an indicator that marks the direction of movement in histogram bars with colored icons placed on the bars. Its stated function is visual: it helps users see whether the histogram is moving in one direction or the…

Tehniskie indikatoriAkcijas
MQL5 code base

This brief description outlines an MQL5 indicator approach for showing higher-timeframe logic on a lower-timeframe chart. It highlights synchronizing higher-timeframe data within a lower-timeframe execution loop and using new-bar detection to trigger…

Tehniskie indikatoriRīkojumu izpilde
SuperMind

The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…

AkcijasĶīnas tirgiTirgus noskaņojumsCenas impulss
SuperMind

This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This stock screen selects main-board companies identified with the robotics theme, with float market capitalization below the stated threshold and turnover between 3% and 12%. It then ranks eligible stocks by the day’s auction trading value and selects five.…

AkcijasĶīnas tirgiTirgus mikrostruktūra
BigQuant

This report studies whether one industry’s past returns can help predict another industry’s future returns. It argues that information may spread gradually across related industries because investors cannot immediately assess every impact of a new shock. The…

Ķīnas tirgiAkcijasMašīnmācīšanāsStatistika
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
MQL5 code base

The Congestion Index is presented as a way to characterize whether a market is trending or moving sideways. Its stated construction compares the market’s percentage change over a selected lookback period with the extreme price range over that period. The…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtības
MQL5 code base

The document describes a manual trading tool with buttons to open and close positions and settings for stop losses, take profits, trailing exits, and trade size. It outlines both per-trade controls and a basket-level protocol that can close all positions…

Rīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšana
ProRealCode

The document presents a ProRealTime indicator that estimates price rate of change using weighted moving averages across the current timeframe and two higher timeframe proxies. Each rate line adds a scaled difference between a current weighted average and its…

Tehniskie indikatoriCenas impulssStatistika
QuantRocket

This tutorial explains how to define a reusable universe of securities for historical data collection and strategy research. It starts by querying a securities master database into a table, where each instrument has a unique security identifier. If the…

AkcijasASV tirgiPortfeļa veidošana
SuperMind

The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
MQL5 code base

This short description introduces an MQL5 library for calculating Optimal f, a position-sizing method based on Ralph Vince’s work on money management. The author explains that the library was pursued as an alternative to the Kelly Criterion, which they…

Pozīcijas apjoma noteikšanaRiska pārvaldībaStatistika
SuperMind

This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
Stratmill research code

This document is a historical price table for a broad set of country and regional exchange-traded funds. It lists dates alongside one price series for each ETF, with examples spanning markets such as Japan, Brazil, Germany, India, and the United Kingdom. The…

AkcijasVairāku aktīvu tirdzniecībaStatistika