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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
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
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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
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
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QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

vn.py community

This short forum exchange clarifies how VeighNa’s live market recording module stores data. The recording interval determines how often data is written; the feature records incoming real-time bars or ticks to a database rather than downloading historical…

Tirgus mikrostruktūraNākotnes līgumi
FMZ guides

This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…

KriptoaktīviDeFiBlokķēdes datiRīkojumu izpilde
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

Tirgus mikrostruktūraRīkojumu izpildeTehniskie indikatori
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
Stratmill research code

This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…

Nākotnes līgumiTirgus veidošanaVēsturisko datu pārbaudeTirgus mikrostruktūra
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

AkcijasTehniskie indikatoriCenas impulss
MQL5 code base

The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…

StatistikaArbitrāža
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

AkcijasCenas impulssCenas izrāviensTehniskie indikatori
BigQuant

The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…

Tehniskie indikatoriAkcijas
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

AkcijasCenas impulssTehniskie indikatoriRiska pārvaldība
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

AkcijasSvārstīgumsTehniskie indikatoriRiska pārvaldība
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

AkcijasAtgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatori
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijas
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

AkcijasUz notikumiem balstīta tirdzniecībaTirgus noskaņojumsStatistika
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

Tehniskie indikatoriSvārstīgums