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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

The indicator displays the direction or trade signal produced by a separate METRO stochastic signal indicator, calculated on a selected timeframe. A round symbol denotes continuation of the current trend at the chosen bar, while a directional arrow marks a…

Tehniskie indikatoriCenas impulss
ProRealCode

This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldība
SuperMind

This note describes a Chinese stock screen that combines price and volume conditions. It seeks shares with amplitude above 1, a rising price bottom, current trading volume above 10,000 lots, and an opening price more than 3 percent above the previous close.…

AkcijasTehniskie indikatoriCenas izrāviensTirgus mikrostruktūra
SuperMind

This note outlines a Chinese equity screen for companies associated with the metaverse theme. It looks for a limit-up session within the preceding 25 trading days and a current control ratio above 21 percent. The stated rationale is to combine a recent…

AkcijasCenas izrāviensTehniskie indikatoriTirgus noskaņojums
BigQuant

This research review examines momentum in Chinese equities and compares several ways to measure it. It reports that simple one-year returns, with a recent period excluded, did not predict returns reliably across the full A-share market in the tested sample.…

AkcijasCenas impulssFaktoru ieguldīšanaStatistika
SuperMind

This note describes a short-term Chinese stock screen combining price movement with recent momentum. It selects shares with an amplitude above 1, a positive but limited ten-day gain, and three consecutive limit-up sessions on the previous day. The…

AkcijasCenas impulssCenas izrāviensTehniskie indikatori
BigQuant

This research summary examines the difference between monthly stock and industry behavior in Chinese equities: individual stocks are described as showing reversal, while industry indices show momentum. It proposes an industry-momentum factor based on the…

AkcijasĶīnas tirgiCenas impulssAtgriešanās pie vidējās vērtības
OctoBot

This product guide describes a strategy-design workflow for OctoBot. It separates strategy review from creation: the viewer presents performance metrics and trade details for analyzing and comparing runs, while the creator walks users through market…

KriptoaktīviVēsturisko datu pārbaudeRiska pārvaldība
SuperMind

This post outlines an A-share stock screen using daily amplitude, opening-auction price and order-flow signals, and recent returns. Its stated criteria include amplitude above 1, a positive but less than 35% ten-day gain, and a threshold for large or…

AkcijasĶīnas tirgiCenas impulssTirgus mikrostruktūra
MQL5 code base

This brief indicator description explains a chart overlay that plots straight price channels from three timeframes on a single chart. It also draws each channel’s upper and lower boundaries, using line widths to distinguish the timeframes. A related version…

Tehniskie indikatoriVairāku aktīvu tirdzniecība
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range threshold, company scale above a stated minimum, and the 20-day moving average above the 120-day moving average. It frames the moving-average relationship as a trend filter…

AkcijasSekošana tendenceiTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese-language post outlines a stock screen combining a large daily trading range, at least one strong single-day gain within a recent 25-session window, and a specified share-price level. It also sketches formula and Python implementations, though…

AkcijasCenas impulssSvārstīgumsTehniskie indikatori
MQL5 code base

This indicator adapts the RSI calculation by first comparing the close with a configurable moving average of a selected price series. Positive and negative differences are separated into gain and loss inputs, then each side is smoothed with a configurable…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijas
SuperMind

This stock-screening proposal combines a metaverse industry filter with a rounded-price-shape setup and a rise in trading volume. Its reference conditions include turnover within a specified band, price and moving-average relationships over recent periods, a…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
backtrader

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

AkcijasCenas izrāviensVēsturisko datu pārbaudeRīkojumu izpilde
SuperMind

This stock-selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and positive Chaikin Money Flow over 14 periods. The proposed interpretation is that recent weakness may leave room for a rebound while positive money flow…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss
FMZ forum

This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…

Cenas izrāviensSvārstīgumsTehniskie indikatoriNākotnes līgumi
ProRealCode

The Bollinger Bandit combines moving-average bands with a directional filter. It considers long entries when price is below the upper band and the close is higher than it was 30 days earlier; short entries use the corresponding lower-band condition and a…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
SuperMind

This post proposes an A-share stock screen that combines three conditions: daily amplitude above one, the opening price near the 10-day moving average, and a positive institutional-flow measure. Its examples define “near” as within five percent of the…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This post describes an A-share screening rule that combines daily price movement, trading range, and a measure of large-order net flow. The stated criteria are an amplitude above one, a share price of 18.5 yuan, and a product of price change and very large…

AkcijasĶīnas tirgiTehniskie indikatori
BigQuant

This event description focuses on why quantitative strategy results in backtests can differ from live trading performance, a concern it identifies specifically for Chinese A-share strategies. It presents the topic as a practical challenge for traders and…

AkcijasVēsturisko datu pārbaudeStatistika
BigQuant

This article recommends a three-part process for improving trading discipline: record each trade’s rationale, timing, size, planned risk and reward, and emotional state; review those records regularly for rule violations and emotional decisions; then analyze…

Riska pārvaldībaPozīcijas apjoma noteikšanaStatistika
FMZ forum

The document introduces stationarity as a time series property in which statistical characteristics remain stable over time, then contrasts it with nonstationary series whose means can drift. It explains that a stationary series may tend to return toward its…

StatistikaAtgriešanās pie vidējās vērtībasPāru tirdzniecība