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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

Kraken Learn

The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…

KriptoaktīviTehniskie indikatoriSekošana tendenceiCenas impulss
MQL5 code base

The document describes an expert advisor that uses moving averages to determine buy and sell signals, with ADX and RSI also included. It provides a high-level outline of the indicators but does not explain their settings, how they are combined, or the exact…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
SuperMind

This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…

AkcijasĶīnas tirgiCenas impulssCenas izrāviens
MQL5 code base

This document describes an Expert Advisor that trades when the Candles_Smoothed indicator changes color at a bar’s close. A transition in either direction, from pink to blue or from blue to pink, generates a trading signal. The strategy therefore treats…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
BigQuant

The document summarizes research that builds a German FEARS sentiment index from Google search activity and links it to individual investors’ trades and stock returns. The index is constructed from searches for German terms related to expectations and…

Tirgus noskaņojumsAkcijasStatistikaĶīnas tirgi
Stratmill research code

The document presents a framework for trading a mean-reverting portfolio, often formed by holding one asset and shorting another. It models portfolio value with an Ornstein–Uhlenbeck process, estimates the long-run mean, reversion speed, and volatility by…

Atgriešanās pie vidējās vērtībasPāru tirdzniecībaStatistikaRiska pārvaldība
MQL5 code base

The document describes a Super Smoother that operates on a selected price series. Its stated use is as a preprocessing filter before other indicators calculate their values, potentially smoothing the input those indicators receive. The only configurable…

Tehniskie indikatori
MQL5 code base

DayBulls is a version of the Bulls Power indicator whose calculation period is set automatically based on the number of bars in the current day. The description presents it for chart timeframes from one minute through one day and recommends it as an aid to…

Tehniskie indikatoriCenas impulssAkcijas
MQL5 code base

The Dynamic Momentum Index is a variable-period form of the relative strength index. With the document’s default settings, its lookback ranges from 3 to 30 bars. The period shortens as price volatility rises, making the measure more responsive to short-term…

Tehniskie indikatoriCenas impulssSvārstīgums
SuperMind

This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

Three Bigger Time Frame ATR displays the Average True Range from three selected higher timeframes on the current chart. The indicator lets the user set the ATR calculation period and choose each of the three source timeframes, making it possible to compare…

Tehniskie indikatoriSvārstīgums
BigQuant

A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…

Nākotnes līgumiKriptoaktīviRiska pārvaldībaRīkojumu izpilde
BigQuant

This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…

AkcijasĶīnas tirgiAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
SuperMind

This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This proposed Chinese equity screen combines a daily price move with company size and profitability. It selects stocks with amplitude above 1, a daily decline between 4% and 5%, market capitalization at or below 10 billion yuan, and no losses. The document…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
MQL5 code base

The indicator displays three RSI readings from different timeframes together on the currently viewed chart. Its configurable inputs include the RSI calculation period, overbought and oversold levels, three source timeframes, and visual presentation options.…

Tehniskie indikatoriCenas impulss
ProRealCode

The document defines a price-based oscillator labeled Kurtosis and presents it as a market sentiment indicator that reflects price direction. Its calculation first takes a short exponential moving average of closing prices, computes the change between…

Tehniskie indikatoriStatistikaTirgus noskaņojums
SuperMind

This survey outlines a broad set of systematic approaches across equities, currencies, futures, options, and fixed income. It describes cross-sectional signals such as price and earnings momentum, book-to-price value, volatility, and combinations of factors;…

Vairāku aktīvu tirdzniecībaFaktoru ieguldīšanaTehniskie indikatoriArbitrāža
SuperMind

The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…

AkcijasĶīnas tirgiTehniskie indikatoriSekošana tendencei
BigQuant

This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…

AkcijasAtgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatori
ProRealCode

This Chinese-language research summary explains how short-lived signals derived from stock price and volume data can complement slower fundamental alpha in a monthly index-enhancement portfolio. It outlines a structured risk model based on Barra USE4, with…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaPortfeļa veidošana
SuperMind

This stock screen selects companies classified in the metaverse sector whose prior-day actual turnover is between 3% and 28%. It also requires the closing price to fall between the 20-period Bollinger middle band and upper band. The article describes the…

Ķīnas tirgiAkcijasTehniskie indikatoriSvārstīgums
SuperMind

This stock selection rule screens Chinese equities in the metaverse industry, limiting candidates to those with a circulating share count no greater than 5.5 billion and a high rank for large-order net flow. The accompanying Python example retrieves stock…

Ķīnas tirgiAkcijasTirgus noskaņojumsFaktoru ieguldīšana