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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
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
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 stock-selection approach narrows its universe to metaverse-related companies, then applies a positive institutional-flow condition and a threshold for the ratio of external to internal trading volume. The article’s prose gives a ratio threshold…

AkcijasĶīnas tirgiTirgus noskaņojumsTirgus mikrostruktūra
MQL5 code base

ZoneUS30 is an Expert Advisor for the US30 index that opens short positions when its internal conditions detect an upward price extension that may be followed by a correction. The approach combines counter-trend mean reversion with the possibility of…

Atgriešanās pie vidējās vērtībasPārneseRiska pārvaldībaPozīcijas apjoma noteikšana
SuperMind

This Chinese equity screen combines current turnover, year-over-year net profit growth attributable to parent-company shareholders, and the previous day’s turnover. It selects stocks with turnover from 3% through 12%, profit growth above 20% and no more than…

AkcijasĶīnas tirgiCenas impulssFaktoru ieguldīšana
MQL5 code base

The indicator presents CandlesticksBW color signals from ten timeframes as separate lines, allowing a trader to compare trend readings across multiple horizons in one display. Each line represents one instance of the underlying indicator, and its colors…

Tehniskie indikatori
SuperMind

The document presents a Chinese equity screening idea focused on metaverse-related stocks. Its initial criteria combine a volume ratio between 1.5 and 6 with a stated prior-year return threshold. The post then proposes adding a market-cap floor, a forecast…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
ProRealCode

The document describes a MACD variant that replaces its fast, slow, and signal moving averages with Arnaud Legoux Moving Averages (ALMA). It calculates weighted averages using a Gaussian-shaped weighting scheme, then subtracts the slow average from the fast…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
MQL5 code base

This document outlines an Expert Advisor that trades when the KWAN_NRP indicator changes its direction, represented by a color change. The signal is evaluated when a bar closes, making the bar close the decision point for detecting a change and generating a…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This document describes a Chinese stock screen that selects shares with turnover between 3% and 12%, a listing year of 2021, and a MACD value below zero two trading days earlier. It presents the conditions as a way to combine a liquidity filter with a…

AkcijasĶīnas tirgiTehniskie indikatori
BigQuant

This BigQuant forum entry addresses an error caused by referencing a locally created stock list as though it were an attribute of the backtest context. Its central correction is to use the variable where it was defined, without the context prefix, unless the…

AkcijasĶīnas tirgiTehniskie indikatoriVēsturisko datu pārbaude
Amberdata research

This weekly market commentary reviews Bitcoin and Ether options positioning before a US inflation release in February 2023. It connects macro uncertainty and recent spot declines to implied volatility, realized volatility, term structure, and risk reversals.…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
SuperMind

This document describes a Chinese stock screen that combines an intraday price range filter with a 15-minute MACD histogram condition, limited to 2021. The accompanying examples implement the filters in indicator and Python workflows. The intended use is to…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
SuperMind

This stock screen selects companies with strong money-flow readings, share prices below 12 yuan, market capitalization under 10 billion yuan, and no reported losses. The proposed ranking orders candidates from strongest to weakest by money-flow intensity.…

AkcijasĶīnas tirgiCenas impulssFaktoru ieguldīšana
Hyperliquid docs

This document explains the conditions for enabling a token as a spot quote asset on Hyperliquid. Requirements include specified token precision, no deployer fee share, a USD peg mechanism, and liquidity thresholds across the quote token’s USDC and HYPE…

KriptoaktīviTūlītējo darījumu tirgiTirgus mikrostruktūraRiska pārvaldība
BigQuant

This study outlines an experiment applying a Transformer model to short-horizon stock selection in China’s A-share market. Its target is each stock’s return over the next five trading days, using daily market data from 2015 through 2021. The inputs begin…

AkcijasĶīnas tirgiMašīnmācīšanāsFaktoru ieguldīšana
Amberdata research

This recap reviews Bitcoin and Ether options and volatility conditions in early April 2023. It tracks realized volatility, term structure, put and call skew, options flow, and dealer gamma positioning as a compact framework for reading the derivatives…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
BigQuant

This Chinese-language excerpt summarizes a report about automatically generating trading strategies from time-series data. It frames conventional factor research, factor combinations, and rule combinations as labor-intensive manual work, then proposes using…

StatistikaFaktoru ieguldīšanaRiska pārvaldība
MQL5 code base

This indicator description is based on a method attributed to Markos Katsanos and a 2018 magazine article. It describes average penetration bars and adds configurable choices for how penetration is measured: the original method uses closing prices, while…

Tehniskie indikatoriSekošana tendenceiAkcijas
SuperMind

This A-share stock screen combines three technical conditions: a 14-period RSI below 65, MACD above its zero line, and a rising 30-day moving average. The stated rationale is to find stocks with moderate momentum and an upward price trend. The article also…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
BigQuant

This document summarizes a research paper on factor timing, connecting it to market timing and factor investing. Its theoretical starting point is that an optimal portfolio corresponds to the stochastic discount factor (SDF). Under a conditional factor model…

Faktoru ieguldīšanaPortfeļa veidošanaStatistika
MQL5 code base

This document describes an indicator for detecting harmonic chart patterns. These patterns use five price turning points and constraints on their relative proportions, which can be difficult to assess consistently by eye. The tool uses a ZigZag indicator to…

Tehniskie indikatoriTirgus mikrostruktūraRiska pārvaldība
SuperMind

This post describes a stock-selection rule focused on the metaverse sector. It screens for positive returns and prior-day auction turnover above a stated threshold, then proposes adding a positive return over the preceding six months. The rationale is that…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This post outlines an A-share stock screen combining a metaverse-sector classification, positive recent returns, and positive auction turnover. It proposes an additional six-month positive-return filter, and later suggests valuation and trend conditions such…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori