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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
Quantpedia
Dokumentu skaits: 86
TqSdk
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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 stock screening idea ranks shares by a large-order net flow measure, from strongest to weakest, and combines that ranking with a rising 30-day moving average. The intended logic is to favor stocks showing both stronger measured fund inflows and an…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
BigQuant

This article explains how to measure whether active mutual fund managers adjust holdings in stocks with different downside market sensitivity ahead of market moves. It defines relative downside beta as the portfolio weighted downside beta minus conventional…

AkcijasRiska pārvaldībaPortfeļa veidošanaStatistika
MQL5 code base

StepMA 3D is described as a trend indicator that combines three moving averages with Average True Range calculations. The green line acts as a fast trend measure, while the red and blue lines represent the slower trend. The stated directional rule is…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

This indicator applies fixed rules to identify channels, wedges, and triangles from price swings. It builds a recursive zigzag at multiple scales, takes the latest five pivots at each scanned level, and fits two boundary lines through alternating pivot…

Tehniskie indikatoriCenas izrāviensStatistika
ProRealCode

The Braid Filter uses three moving averages to estimate market direction and whether a trend is strong enough to register. It measures the spread between the highest and lowest average, then compares that spread with a threshold set as a percentage of the…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
MQL5 code base

The document presents a custom chart indicator that measures the difference between each bar’s opening price and the preceding bar’s close. It converts that difference into points by dividing by the instrument’s point size, then places positive and negative…

Valūtu tirgusTehniskie indikatoriTirgus mikrostruktūra
TqSdk

The document explains how to enable TqSdk’s browser-based chart interface by setting the API’s web GUI option. It describes using an automatically assigned local address or supplying a fixed address, then illustrates a live setup that subscribes to a futures…

Nākotnes līgumiVēsturisko datu pārbaudeTehniskie indikatori
SuperMind

This Chinese-language post outlines a stock screen combining three signals: ranking stocks by relative volume, requiring the 20-day moving average to be above the 120-day moving average, and looking for a shortening negative MACD histogram on a 15-minute…

AkcijasTehniskie indikatoriCenas impulss
ProRealCode

The document describes a normalized version of Twiggs Money Flow intended to show where the current indicator reading sits within its recent distribution. It first calculates buying and selling pressure from the close relative to a true range built from the…

Tehniskie indikatoriStatistikaAkcijas
MQL5 code base

This brief note describes a variation on the Keltner Channel. A conventional channel places bands at an average true range distance above and below a simple moving average. The proposed variant replaces that center average with a Non Lag moving average,…

Tehniskie indikatoriSvārstīgumsValūtu tirgus
BigQuant

The document explains net income compound annual growth rate (CAGR) as an annualized measure of change between an initial and a later profit value. It distinguishes CAGR, which represents compounding across multiple periods, from a simple endpoint growth…

AkcijasĶīnas tirgiFaktoru ieguldīšanaVēsturisko datu pārbaude
MQL5 code base

This document describes an Expert Advisor that trades changes in the ColorJLaguerre oscillator. A signal is generated at bar close when the oscillator changes color in relation to its overbought and oversold levels. The strategy therefore uses an indicator’s…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

The Highest Lowest indicator marks local extremes: a bar is identified when its high exceeds highs on both sides, or when its low is below lows on both sides. It displays these signals with arrows. The description focuses on how the indicator evaluates price…

Tehniskie indikatoriTirgus mikrostruktūra
MQL5 code base

This note describes a variation on the Commodity Channel Index. Instead of calculating the indicator from the moving average of typical price, the variant uses the median line of a Step Channel. The channel line is described as reflecting the balance between…

Tehniskie indikatoriSvārstīgumsStatistika
SuperMind

This stock selection method combines a technical filter with an earnings growth screen. It selects main-board Chinese equities with a 14-period RSI below 65, a daily price rise above 1%, and year-over-year growth in net profit attributable to parent-company…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
vn.py community

This brief forum exchange addresses timezone errors when requesting data through RQData. The suggested fix is to attach VeighNa’s database timezone to the start datetime, so the requested time is timezone-aware. The original poster confirms that applying…

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BigQuant

This installment of a quantitative investing research review introduces two overseas studies relevant to stock selection. The first examines how interest rates affect stock pricing and is described as offering a new analytical framework and empirical testing…

AkcijasFaktoru ieguldīšanaStatistikaSvārstīgums
SuperMind

This note proposes screening Chinese equities associated with the metaverse for a rounded-base chart pattern and upward-diverging moving averages. Its final written rule specifies that the five-day moving average should diverge upward on the current day. The…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
SuperMind

This stock-screening idea combines daily price range, upward moving-average alignment, and a ranking based on net large-order volume. The post presents the range and moving-average conditions as technical filters, then uses the order-flow ranking to favor…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
vn.py community

This brief forum exchange addresses a VeighNa user who connected to SimNow but received a message that no data service was available. A reply points out that the contract-query success message had not appeared before the module was started, and advises…

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