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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

BigQuant

This project explores combining strategies associated with different market styles. The author says market styles can persist over a period, so a strategy that fits a clearly expressed style may adapt better to prevailing conditions. They changed a provided…

Vairāku aktīvu tirdzniecībaPortfeļa veidošanaRīkojumu izpildeVēsturisko datu pārbaude
BigQuant

This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…

AkcijasUz notikumiem balstīta tirdzniecībaCenas impulssVēsturisko datu pārbaude
SuperMind

This post outlines a Chinese equity screen combining high intraday amplitude, a prior-session opening auction price at the limit down level, and positive net buying attributed to large traders during the current auction. It then adds an upward-sloping 60-day…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
BigQuant

The document describes a beginner’s question about passing results from earlier BigQuant modules into a backtest. The proposed strategy uses a fixed universe of ten stocks, ranks them daily by five-day return in ascending order, buys the five lowest-ranked…

AkcijasCenas impulssVēsturisko datu pārbaudePortfeļa veidošana
FMZ forum

This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…

Nākotnes līgumiTirgus mikrostruktūraCenas izrāviensRīkojumu izpilde
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Tehniskie indikatoriCenas impulssTirgus mikrostruktūraRiska pārvaldība
SuperMind

This post describes a daily stock screen for shares with turnover between 3% and 12%, greater displayed quantity at the best bid than at the best ask, and a 2021 listing year. It interprets the turnover band as a sign of trading activity and the…

AkcijasĶīnas tirgiTirgus mikrostruktūra
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…

AkcijasĶīnas tirgiCenas impulssUz notikumiem balstīta tirdzniecība
SuperMind

The proposed Chinese stock screen combines three filters: prior-bar price amplitude above 1%, a MACD signal above the zero line, and circulating market capitalization above 10 billion yuan. The stated rationale is to find shares with meaningful price…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This indicator presents pivot levels in a separate chart window and plots price position relative to those levels. The display is intended to make intraday movement around pivots easier to inspect than pivot lines drawn over the main price chart. It is a…

Tehniskie indikatori
MQL5 code base

This document describes an Expert Advisor that trades signals from the BinaryWave_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator reverses direction against the open position. The…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator plots historical average returns for each calendar month using monthly price data. After a user selects a start month and year, it groups each month’s open-to-close changes across the available history and averages them. It displays the twelve…

StatistikaTehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

This indicator draws a Fibonacci channel using a recent swing high and swing low. The swing depth is controlled by an input, with a default setting described as a preferred parameter. The channel includes internal retracement levels at 0.236, 0.382, 0.5,…

Tehniskie indikatori
MQL5 code base

The indicator marks round-number price levels nearest to the current price, drawing levels both above and below it. Its inputs let users set the rounding scale, the number of repeated level sets, and the colors, line styles, and widths used to distinguish…

Tehniskie indikatori
SuperMind

This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

The indicator described here separates volume into buyer and seller components and displays their relative pressure with overlaid histograms. This presentation is intended to make buying and selling activity visible alongside price data, though the document…

Tehniskie indikatoriTirgus mikrostruktūra
MQL5 code base

The document names two WaveTrend settings: Channel Length (n1), with a stated default of 10, and Average Length (n2), with a stated default of 21. It says the first adjusts sensitivity to price movements and the second smooths the WT1 line. The indicator is…

Tehniskie indikatoriSekošana tendenceiValūtu tirgus
SuperMind

This stock-selection note combines three filters: an average daily range above 1, a 2019 dividend payout ratio above 25%, and a same-day control measure above 21%. It presents the control measure as an indication of concentrated trading influence or…

AkcijasSvārstīgumsFaktoru ieguldīšanaĶīnas tirgi
SuperMind

This note outlines a Chinese A-share screening idea combining three price-based conditions: at least five moving averages converging, at least two limit-up sessions in the previous 500 days, and the 20-day moving average above the 120-day average. It…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

Tehniskie indikatoriStatistikaAtgriešanās pie vidējās vērtībasSekošana tendencei
MQL5 code base

This research reproduction describes factors based on the share of a Chinese stock’s trading volume occurring in the opening call auction and near the close. The opening-auction factor, OCVP, is smoothed with a simple moving average and an exponentially…

AkcijasĶīnas tirgiFaktoru ieguldīšanaAugstas frekvences tirdzniecība
MQL5 code base

This indicator overlays levels from six moving averages, each calculated on a selectable timeframe and displayed in the active chart window. The example defaults span short intraday intervals through daily data, allowing a trader to compare price with…

Tehniskie indikatoriVairāku aktīvu tirdzniecība
SuperMind

This Chinese stock-screening example combines three filters: reported position increases above 5%, a daily rise above 1%, and a positive return below 35% over the prior ten days. It presents the combination as a way to find mainland listed shares with recent…

AkcijasCenas impulssĶīnas tirgi
BigQuant

This Chinese-language research summary studies whether public equity fund stock exposure can inform market timing in the China A-share market. It uses a moving-average system to distinguish trending from range-bound regimes, analyzes how fund positioning…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaSekošana tendencei