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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

Cryptohopper blog

This overview introduces Solana as a blockchain platform designed for decentralized applications and describes its Proof of History and Proof of Stake components. Proof of History is presented as a way to timestamp events and establish an ordered record,…

KriptoaktīviTehniskie indikatoriDeFi
BigQuant

This tutorial explains how to combine daily stock-price observations with less frequent dividend records using an ASOF JOIN. The example pairs records by instrument and date, allowing each daily price row to be associated with a nearby dividend record even…

AkcijasĶīnas tirgiStatistikaPortfeļa veidošana
SuperMind

This stock-selection example filters Chinese equities by a turnover rate between 3% and 12%, a K indicator below 20, and a daily price change between -5% and 2.6%. The article presents the screen as a way to find stocks with potential, then suggests adding…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
MQL5 code base

This document describes a MetaTrader indicator that marks candle price changes once they exceed configured minimum thresholds. It reports changes in points and percentage, and lets users choose between comparing a candle’s close with its open or comparing…

Tehniskie indikatoriAkcijasValūtu tirgus
Stratmill research code

The document presents a fee-model design for a trading system, with fees calculated from an order’s execution details. Common fees distinguish maker orders, which add liquidity, from taker orders, which remove it. The fee amount can be proportional to…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
MQL5 code base

This note explains a modified Stochastic oscillator that adds a sensitivity setting to the usual parameters. The added threshold is intended to ignore price fluctuations smaller than a specified number of points, so the indicator does not react to every…

Tehniskie indikatoriStatistika
SuperMind

The document describes a daily screen for stocks in the metaverse industry. It selects names where the KDJ indicator has just crossed into a bullish configuration, ranks them by that day’s opening auction amount, and keeps the top five. The approach combines…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
Kraken Learn

This overview explains Cardano as a Layer 1 blockchain for smart contracts and decentralized applications. It describes the separation between a settlement layer for ADA transactions and a computation layer for smart contracts, alongside Ouroboros, a…

KriptoaktīviDeFiAtvasināto instrumentu cenu noteikšanaTūlītējo darījumu tirgi
SuperMind

This stock-screening idea combines a minimum intraday high-to-low price range with consistently high return on equity across five years and a limit on the stock’s gain at 9:25. The stated rationale is to seek profitable companies showing some price movement…

AkcijasFaktoru ieguldīšanaTehniskie indikatoriRiska pārvaldība
MQL5 code base

This document describes a read-only MetaTrader 5 script that records terminal, account-mode, symbol, and trading-environment settings. Traders and developers can use its structured report to compare a functioning setup with one where an Expert Advisor is…

Rīkojumu izpildeRiska pārvaldība
SuperMind

This document describes a Chinese stock screen focused on the metaverse sector. It looks for three concurrent bullish crossovers: MACD over its signal line, the 5-day moving average over the 10-day average, and the 5-day average over the 20-day average. It…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This document presents an equity selection rule that combines a positive MACD signal, a 20-day moving average above the 120-day moving average, and year-over-year parent-company net profit growth above 20% and up to 100%. Its example implementation scans…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This document describes a Chinese equity screening rule for beverage and alcohol import-export companies. It selects stocks with turnover between 3% and 12% and year-over-year parent-company net profit growth above 20% and up to 100%. The article also gives…

AkcijasĶīnas tirgiFaktoru ieguldīšanaRiska pārvaldība
BigQuant

This research summary examines how sell-side analyst reports may inform stock selection. It argues that report counts and recommendation strength alone provide limited differentiation, while target-price upside and changes in analyst views may be more…

AkcijasTirgus noskaņojumsUz notikumiem balstīta tirdzniecībaPortfeļa veidošana
SuperMind

This note outlines a daily stock screen combining a positive MACD reading, a share price below a stated ceiling, and a measure of trading activity based on the prior day’s turnover rate and the ratio of current auction volume to the previous day’s volume. It…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

This note describes a stock screen based on three chart conditions: amplitude above a threshold, a rising price base, and a rounded-bottom pattern. It presents the pattern as a way to find stocks whose lows are gradually moving higher, while filtering out…

AkcijasTehniskie indikatoriVēsturisko datu pārbaude
BigQuant

This article surveys six implementation choices that shape equity factor strategies: selecting proxy measures, constructing portfolios, combining factors, allocating among them, trading, and managing risk. It argues that one factor can be represented by…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaRīkojumu izpilde
SuperMind

This brief template note describes a stock-screening strategy that selects companies using natural-language queries. Its example combines a small-market-cap screen with recent net inflows from large investors, a prior period of contracting volume, and a…

AkcijasCenas impulssTehniskie indikatoriRiska pārvaldība
FMZ forum

This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldībaNākotnes līgumi
ProRealCode

This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…

Valūtu tirgusTehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss
ProRealCode

This indicator recreates Renko-style bricks with visible high-low wicks in ProRealTime, whose built-in Renko candlestick display does not show them. Because the platform cannot draw these candles directly on a non-time-dependent chart and its Renko bricks…

Tehniskie indikatori
MQL5 code base

This indicator description outlines a semaphore-style signal based on divergence between fast and slow Commodity Channel Index oscillators. It compares the oscillators at extreme points within the most recent five bars and requires a suitable candlestick…

Tehniskie indikatoriCenas impulssStatistika
BigQuant

This report reviews market conditions relevant to Chinese quantitative equity strategies in July 2022. It tracks the number of unstable factors as a proxy for how supportive conditions may be for strategy excess returns. The report says this count stayed…

AkcijasĶīnas tirgiFaktoru ieguldīšanaTirgus mikrostruktūra
Amberdata research

This conference recap describes several developments in digital asset markets: valuing tokens against underlying revenue and rights, crypto-native venues affecting traditional markets, software agents transacting autonomously, and institutions connecting…

KriptoaktīviNākotnes līgumiTirgus mikrostruktūraRīkojumu izpilde