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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
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SuperMind
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
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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
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
Dokumentu skaits: 14
WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

MQL5 code base

This indicator adapts XOSMA for use on a fixed timeframe that may differ from the chart’s timeframe. It allows separate choices of averaging methods for the histogram and signal line, including standard moving averages and adaptive or nonlinear smoothing…

Tehniskie indikatoriCenas impulss
BigQuant

This Chinese-language research summary explains how to estimate consensus net profit from analyst forecasts and turn that estimate into equity-selection signals. It proposes weighting forecasts by report recency and by each analyst’s prior adjusted forecast…

AkcijasFaktoru ieguldīšanaStatistikaVēsturisko datu pārbaude
MQL5 code base

This note describes a helper function for stopping an Expert Advisor’s timer routine from running on weekends. It is intended for systems that keep the trading terminal open when markets are closed, where repeated timer events could otherwise trigger…

Rīkojumu izpildeRiska pārvaldība
ProRealCode

This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…

Tehniskie indikatoriCenas izrāviensSvārstīgumsRiska pārvaldība
SuperMind

This Chinese equity screen looks for companies with market capitalization below 10 billion yuan and nonnegative net profit attributable to parent-company shareholders for 2021. The article presents the size limit as a way to focus on smaller firms that may…

AkcijasFaktoru ieguldīšanaĶīnas tirgi
SuperMind

This Chinese equity screen selects companies associated with the metaverse theme when prior-day actual turnover is between 3% and 28% and both weekly MACD lines, DIFF and DEA, are above zero. The article treats the turnover range as a sign of market…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This Chinese equity screening rule combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 9:25 price gain below 6%. The article describes RSI as a gauge of overbought or oversold conditions, auction turnover as a measure of trading…

AkcijasTehniskie indikatoriĶīnas tirgi
MQL5 code base

The document defines trading volume as the amount of an asset traded over a period and average volume as total traded amount divided by the length of that period. It explains that volume is commonly expressed as shares per trading day for individual stocks,…

StatistikaTirgus mikrostruktūraRīkojumu izpildeTehniskie indikatori
SuperMind

The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, positive 10-day gains below 35%, and a rising 30-day moving average. It presents the conditions as a way to combine trading activity with short-term…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
BigQuant

This literature digest summarizes two research topics. The first examines whether approval of new IPOs affects existing Chinese stocks. Treating the IPO approval system as a natural experiment, the summarized study reports negative price effects on existing…

Ķīnas tirgiAkcijasUz notikumiem balstīta tirdzniecībaFaktoru ieguldīšana
SuperMind

The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…

AkcijasĶīnas tirgiSvārstīgumsCenas impulss
SuperMind

These reading notes explain how futures can offset exposure to changes in commodity prices, exchange rates, or other market variables. A short hedge suits a party that benefits when an asset price rises and loses when it falls, such as a producer planning a…

Nākotnes līgumiRiska pārvaldībaIzejvielasValūtu tirgus
MQL5 code base

This brief description introduces an oscillator formed from the ratio of two moving averages calculated with the linear regression method. The indicator compares a faster or slower regression-based average with another, offering a derived measure of their…

Tehniskie indikatoriStatistika
ProRealCode

The document explains Murrey Math levels as a set of price zones derived from the high-low range over a lookback period. It describes the outer 0/8 and 8/8 levels as major support and resistance, the 4/8 midpoint as a key pivot, and the 3/8 and 5/8 levels as…

Tehniskie indikatori
SuperMind

This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…

AkcijasCenas impulssSvārstīgumsTehniskie indikatori
MQL5 code base

Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…

Tehniskie indikatoriValūtu tirgusAkcijasRiska pārvaldība
MQL5 code base

NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
MQL5 code base

FloatPivot is described as a chart indicator that offers an alternative to the Bollinger Bands channel. Its distinctive presentation is a colored inner area within the channel, intended to make the indicator’s regions easier to distinguish visually. The…

Tehniskie indikatoriSvārstīgums
vn.py community

This short forum exchange describes a backtesting issue in VeighNa: several built-in strategies reportedly generated many trades that closed at a price of zero when using data from the Wind Python API configured through VN Station. A respondent suggests that…

Vēsturisko datu pārbaudeRīkojumu izpilde
BigQuant

This weekly research summary compares fundamental and price-related equity factors across Chinese index constituent universes. It reports that valuation, profitability, and financial-quality factors were relatively strong during the week, while growth was…

AkcijasFaktoru ieguldīšanaStatistikaĶīnas tirgi
SuperMind

This note outlines a Chinese equity screen that combines membership in the metaverse theme with positive net buying by large traders during the auction and a relatively low shareholding concentration measure. It presents these as three filters for…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
SuperMind

This note describes a Chinese equity screening rule combining daily price amplitude, turnover, and the direction of the 30-day moving average. It selects stocks with amplitude of at least 1%, turnover above 2% and below 9%, and a 30-day average close that…

AkcijasTehniskie indikatoriRiska pārvaldība
MQL5 code base

This document describes an XMA Ichimoku indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small dot on the moving average; the dot…

Tehniskie indikatoriStatistikaSekošana tendencei
FMZ forum

The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendencei