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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

FMZ forum

The essay argues that a strategy’s statistical edge depends on applying its rules consistently. It distinguishes knowledge of a method’s behavior and risks from knowledge of one’s own ability to follow it under pressure. A hypothetical stock entry missed…

Riska pārvaldībaStatistikaRīkojumu izpilde
Stratmill research code

This script builds a universe of Binance futures contracts using 24-hour ticker data and exchange metadata. It joins weighted average price and quote volume with contract onboarding date, price tick size, and order quantity constraints. It then excludes…

KriptoaktīviNākotnes līgumiTirgus mikrostruktūra
SuperMind

The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
MQL5 code base

This brief note describes a three-line MACD indicator that adds a smoothing curve to the conventional MACD display. It comments that intersections between the black and red lines may be useful even while the chart is moving sideways, and that the indicator…

Tehniskie indikatoriCenas impulss
MQL5 code base

The document describes a smooth-step indicator as a way to map values into a normalized range from zero to one. It places the function among sigmoidal or clamping transforms and relates its behavior to the stochastic oscillator: the indicator produces a…

Tehniskie indikatoriStatistika
SuperMind

This note presents a Chinese stock screen for companies classified in the metaverse theme, with positive net buying attributed to major participants during the auction and a share price below 12. The rationale is to combine a thematic category, an…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This note describes a technical screen for Chinese stocks combining RSI below 65, seven consecutive sessions in which the close is below the open, and a rising DEA, the smoothed signal line of MACD. It interprets the RSI threshold as avoiding an overbought…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This document describes a MetaTrader indicator that identifies candles with relatively small real bodies compared with their full high-to-low ranges. By default, a candle qualifies when its body is less than half of the total range. The indicator marks…

Tehniskie indikatoriTirgus mikrostruktūra
BigQuant

This report summary presents a method for setting equity allocations across a retirement investment horizon when the investor has a specified terminal wealth goal. It works backward from that goal, optimizing allocations while controlling risk. Two objective…

Vairāku aktīvu tirdzniecībaPortfeļa veidošanaRiska pārvaldībaVēsturisko datu pārbaude
SuperMind

This note describes a Chinese A-share screening idea that looks for stocks whose opening price is near the 10-day moving average and whose several moving averages cluster together. It frames convergence among short and intermediate averages, such as the 5-,…

AkcijasTehniskie indikatoriĶīnas tirgi
FMZ forum

This glossary introduces twelve finance concepts spanning central-bank policy, corporate transactions, securities, valuation, and financial risk. It explains rediscounting and open-market operations as channels through which central banks influence liquidity…

Fiksēta ienākuma instrumentiAkcijasOpcijasRiska pārvaldība
Alphalens

This notebook demonstrates an Alphalens workflow for evaluating a daily stock factor based on the gap between the prior close and current open. It defines an example universe of large-cap equities with sector labels, calculates the gap, and aligns the factor…

AkcijasFaktoru ieguldīšanaVēsturisko datu pārbaudeStatistika
vn.py

This guide explains how to enable a trading gateway in VeighNa Station or load one from a startup script, connect through VeighNa Trader, and view account, position, order, trade, and contract information. Gateway settings can be edited in the application or…

Nākotnes līgumiOpcijasAkcijasRīkojumu izpilde
SuperMind

This Chinese equity screen selects stocks with turnover between three and twelve percent, at least one limit-up event in the preceding twenty-five days, and a 2019 dividend ratio above twenty-five percent. The article includes indicator logic and sample…

Ķīnas tirgiAkcijasCenas impulssFaktoru ieguldīšana
MQL5 code base

This document describes a MetaTrader expert advisor built around signals from the Candels High Open indicator. The generated advisor can place market and pending orders and uses a Parabolic SAR based trailing stop. It requires both the signal module and the…

Valūtu tirgusTehniskie indikatoriRīkojumu izpildeVēsturisko datu pārbaude
SuperMind

This Chinese equity screen combines four filters: daily amplitude above one, exclusion of ST-designated stocks, selection before 10 a.m., and a recent five-session closing high. It also requires the current close to exceed the prior five-, ten-, and…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
Amberdata research

This digital-asset market snapshot examines a broad selloff across Bitcoin, Ether, and altcoins through price changes, volatility, trading volume, open interest, funding, ETF and stablecoin flows, order-book depth, spreads, and DeFi liquidations. Its central…

KriptoaktīviTirgus mikrostruktūraSvārstīgumsRiska pārvaldība
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, codes beginning with 60, and a newly formed KDJ golden cross, where the K line moves above the D line after being below it. The stated rationale combines a turnover filter…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This note introduces the Wave Period Oscillator (WPO), drawing on an article about time-cycle oscillators. It describes the indicator as a short-term measure of buying and selling periods within price cycles. When the oscillator crosses above zero, the…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
SuperMind

This Chinese stock-screening note describes a rules-based approach that combines price movement, Bollinger Bands, company size, and profitability. It looks for stocks with above-average daily range, a close between the Bollinger middle and upper bands,…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
SuperMind

This stock-screening idea combines a daily price-range filter with a weekly moving-average condition. It seeks shares whose high-to-low range exceeds one percent, whose weekly five-period average crosses above the ten-period average, and whose moving…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This Chinese stock screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and large-order net flow above 0.05 for at least three consecutive days. The article interprets persistent positive flow as a…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This Chinese equities screen narrows its universe to stocks classified in the metaverse sector, then looks for positive returns and high ranking by large-order net amount. The article presents the flow ranking as a way to identify potential buying interest.…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This A-share stock screen combines daily price movement, relative trading activity, listing age, and the opening price. It selects stocks whose intraday high-to-low range is at least 1% of the low, whose volume is between 1.5 and 6 times its five-day…

AkcijasĶīnas tirgiTehniskie indikatoriStatistika