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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
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SuperMind
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
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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
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Amberdata research
Dokumentu skaits: 766
FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
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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
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FMZ guides
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pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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WonderTrader
Dokumentu skaits: 14
Alphalens
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backtesting.py
Dokumentu skaits: 11
Technical Analysis
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QTPyLib
Dokumentu skaits: 8
Lumibot strategies
Dokumentu skaits: 7
QuantRocket
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

MQL5 code base

The Trend Strength Index describes trend direction and linear consistency by calculating the Pearson correlation between closing prices and bar indices over a chosen lookback. The coefficient ranges from -1 to 1: values near 1 indicate a strong upward linear…

Tehniskie indikatoriStatistikaSekošana tendencei
SuperMind

This stock selection screen uses three market-activity filters: amplitude of at least 1%, turnover above 2% and no more than 9%, and relative volume above 1.5 but below 6. The intended effect is to identify stocks with meaningful price movement and elevated,…

AkcijasTehniskie indikatoriTirgus mikrostruktūraSvārstīgums
SuperMind

This stock screen combines a price-amplitude threshold, a low K-line reading described as an oversold condition, and MACD above its zero line. The stated rationale is to find active stocks that may be oversold while retaining an indicator associated with an…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

This stock selection proposal combines a daily price-amplitude threshold, return on equity above 15% for five consecutive years, and a reversal or engulfing-style price factor. It presents the combination as a way to pair active price movement with a record…

AkcijasTehniskie indikatoriFaktoru ieguldīšanaRiska pārvaldība
Stratmill research code

The example outlines a limit-order market-making loop. It computes a midpoint from the best bid and ask, adjusts a reservation price using a forecast and an inventory-related risk term, then places bid and ask quotes around that price. It rounds quotes to…

Tirgus veidošanaAugstas frekvences tirdzniecībaRīkojumu izpildeTirgus mikrostruktūra
MQL5 code base

This document explains a MetaTrader indicator for monitoring three price conditions: a rise above a chosen level, a fall below a chosen level, or a touch at an exact level. It maps those conditions to separate chart lines and offers popup, email, and mobile…

Rīkojumu izpildeValūtu tirgusTehniskie indikatori
SuperMind

This document describes a Chinese stock screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and bullish technical crossovers. It specifies turnover from 3% to 12%, profit growth above 20% and at most 100%,…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…

Režģa tirdzniecībaRiska pārvaldībaRīkojumu izpilde
Amberdata research

This market commentary connects Federal Reserve expectations and stablecoin policy news with volatility in crypto and crypto-linked equities. It focuses on Circle’s post-IPO shares, noting a sharp rise in implied volatility and short-dated call skew, then…

KriptoaktīviOpcijasSvārstīgumsAkcijas
BigQuant

This Chinese-language commentary argues that a severe equity-market decline could affect people who do not own stocks through several channels. It describes a potential feedback loop in which investor withdrawals and forced selling reduce market liquidity,…

AkcijasĶīnas tirgiRiska pārvaldība
MQL5 code base

This document describes a custom MACD indicator that plots the MACD line in a separate window and marks detected divergences both there and on the price chart. Unlike the standard MACD display described in the document, it uses a simple line rather than a…

Tehniskie indikatori
MQL5 code base

This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…

Valūtu tirgusRiska pārvaldībaRīkojumu izpildePozīcijas apjoma noteikšana
MQL5 code base

NxBars is described as a semaphore-style indicator that displays a prediction signal on a bar separated from the current bar. An input parameter sets the number of bars used for analysis and therefore controls that distance. The document identifies the…

Tehniskie indikatoriStatistika
SuperMind

This Chinese-language post describes a stock screen combining a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and three consecutive daily declines in closing price. It presents the rules as a way to identify stocks in a…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss
MQL5 code base

The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…

Tehniskie indikatoriStatistikaSvārstīgumsRiska pārvaldība
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…

Cenas izrāviensSvārstīgumsRiska pārvaldībaRīkojumu izpilde
SuperMind

This stock selection method combines three filters: capital flow strength ranked from high to low, a weekly five-period moving average crossing above the ten-period average, and the daily 20-day average staying above the 120-day average. The moving average…

AkcijasĶīnas tirgiSekošana tendenceiTehniskie indikatori
BigQuant

This review summarizes research comparing highly rated ESG stocks with other stocks in US and developed international markets. It examines individual securities and randomly formed portfolios using MSCI ESG classifications and a Fama-French five-factor model…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaRiska pārvaldība
SuperMind

The post describes a stock screen requiring MACD above zero, a positive price-to-earnings ratio, and positive institutional direction. It treats the MACD filter as an upward-trend signal, positive earnings valuation as a basic financial condition, and the…

AkcijasTehniskie indikatoriCenas impulssStatistika
SuperMind

This post proposes a short-term A-share screening rule that combines MACD above zero, upward-diverging moving averages, and a volume-based condition. The volume condition multiplies the prior day’s turnover rate by the ratio of today’s auction volume to the…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This document outlines a technical A-share screen using RSI below a threshold, an external-to-internal trading volume ratio above a threshold, and a positive weekly MACD histogram. The accompanying explanation interprets the RSI condition as avoiding an…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

Valūtu tirgusSekošana tendenceiCenas izrāviensPārnese
SuperMind

This document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori