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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

MQL5 code base

This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…

Tehniskie indikatoriStatistikaSekošana tendenceiAtgriešanās pie vidējās vērtības
SuperMind

This stock-screening proposal selects equities whose 5-, 10-, 20-, 30-, and 60-day moving averages converge, with turnover above 2% and below 9%, and a dividend payout ratio above 25% for 2019. The author interprets clustered short- and medium-term averages…

AkcijasTehniskie indikatoriFaktoru ieguldīšana
FMZ forum

This introductory programming note describes several Python mistakes that can make code behave unexpectedly or become harder to maintain. It recommends checking which Python version a program targets, favoring clear code over compressed one-liners, and…

StatistikaRīkojumu izpilde
vn.py community

This short forum exchange discusses how to handle large orders when building options strategies with the elite_optionstrategy module. A response explains that the module does not provide detailed control over placing and canceling orders. Instead, it…

OpcijasRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This overview organizes common machine learning methods in two ways: by their form or function, and by how they learn from data. It surveys regression, instance-based methods, regularization, decision trees, Bayesian methods, clustering, association rules,…

MašīnmācīšanāsStatistika
Cryptohopper blog

The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
MQL5 code base

The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…

Valūtu tirgusTehniskie indikatoriPortfeļa veidošana
vn.py community

This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…

Ķīnas tirgiAkcijasAugstas frekvences tirdzniecībaSvārstīgums
MQL5 code base

This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…

Valūtu tirgusTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
SuperMind

The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
BigQuant

A trader reports that a stock-selection strategy using TA-Lib indicators produces different results each time it is run. The response points to an SQL query in one module that lacks an explicit sort order as the likely cause. When rows arrive in an…

Vēsturisko datu pārbaudeStatistika
MQL5 code base

Paromon is a chart indicator that marks the start of each trading day and displays that day’s high and low prices. Its purpose is to make the daily range visible on a price chart, which can help traders orient intraday price action around the session’s…

Tehniskie indikatori
MQL5 code base

The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…

Tehniskie indikatoriSekošana tendenceiCenas izrāviens
SuperMind

The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, displayed first-level bid volume greater than ask volume, and reported holder concentration below 20%. The candidates are then ranked by price change,…

AkcijasĶīnas tirgiTirgus mikrostruktūraVēsturisko datu pārbaude
ProRealCode

The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…

Tehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaudeSekošana tendencei
SuperMind

The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…

Riska pārvaldībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaudeAkcijas
BigQuant

This article proposes a compact framework for reviewing the equity market by sector rather than inspecting every stock individually. To gauge sector persistence, it counts stocks moving from an initial limit-up session to a second consecutive limit-up…

AkcijasCenas impulssRiska pārvaldībaĶīnas tirgi
quant-trading

The document outlines a mean-reversion strategy for two assets selected for cointegration. It uses the Engle–Granger two-step approach: regress one price series on the other, test whether the residuals are stationary, then fit an error-correction model and…

Pāru tirdzniecībaAtgriešanās pie vidējās vērtībasStatistikaVēsturisko datu pārbaude
MQL5 code base

The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…

Valūtu tirgusTehniskie indikatoriVairāku aktīvu tirdzniecība
BigQuant

This research summary describes a study of retail investor attention and asymmetric volatility in China’s A-share market. The authors use the balance of positive, negative, and neutral posts on online stock message boards to construct a proxy for asymmetry…

AkcijasĶīnas tirgiTirgus noskaņojumsSvārstīgums
BigQuant

This user post describes rolling model training for stock forecasts using two approaches. The StockRanker example updates the model annually, fitting on one year of data and predicting over the following year. The XGBoost example instead constructs monthly…

AkcijasMašīnmācīšanāsVēsturisko datu pārbaude
BigQuant

This Chinese equity research excerpt analyzes the beer industry’s shift from pursuing output scale toward improving profitability through premium products. It separates the outlook into volume and price per ton: production depends on the number of operating…

AkcijasĶīnas tirgiFaktoru ieguldīšana
Amberdata research

The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…

KriptoaktīviDeFiTirgus veidošanaRiska pārvaldība