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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

MQL5 code base

ResSup is a chart indicator that plots two lines derived from local price extremes. Its described trading rule is to buy when price crosses above the upper line and sell when price falls through the lower line. The lookback period controls how many bars are…

Tehniskie indikatoriCenas izrāviensCenas impulssVēsturisko datu pārbaude
SuperMind

This post proposes a short-term stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow indicator, and a threshold for the share of positions increased that day. It frames the criteria as a way to focus on a…

Ķīnas tirgiAkcijasTirgus noskaņojumsTehniskie indikatori
BigQuant

The report describes a stock-selection strategy that predicts the future usefulness of seven style factors and adjusts their portfolio weights over time. It uses historical factor information coefficients (ICs), macroeconomic variables, and market variables…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaMašīnmācīšanās
MQL5 code base

This document describes a Forex expert advisor that compares the strength of eight major currencies, identifies stronger and weaker currencies, and trades major currency pairs using moving averages. It outlines three ways the strength measure can be…

Valūtu tirgusCenas impulssTehniskie indikatoriRiska pārvaldība
SuperMind

This note describes a short-term Chinese equity screen using a price-range threshold, current trading volume above a minimum, a higher open, and a volume ratio between specified bounds. It explains the volume ratio as current volume relative to a ten-period…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note presents a Chinese stock screen based on a daily range greater than a threshold, a rising price bottom, and ranking by net large-order flow. The accompanying formulas express these conditions as an amplitude test, a comparison of recent lows, and a…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
SuperMind

This note describes a Chinese equity screening rule combining MACD above its zero line, positive price change multiplied by very large order net flow, and an opening gain below a threshold. Its proposed refinement raises the opening-gain ceiling. The…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
SuperMind

This proposed A-share screen targets stocks in the metaverse theme with yesterday’s turnover above 8%, a high ranking in large-order net flow, and a high market-cap ranking. The final rule specifies the top 20% on both net-order flow and total…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This A-share stock screen looks for daily amplitude above 1%, tradable shares no greater than 5.5 billion, and no limit-up on the previous day. The article frames these conditions as a way to identify actively moving, smaller-float stocks that have not just…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
SuperMind

This A-share selection rule combines turnover between 3% and 12%, an external-to-internal trade ratio above 1.3, and at least one limit-up within the previous 25 days. The document describes the combination as a way to focus on actively traded stocks with…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
SuperMind

This A-share stock screen selects stocks with daily amplitude above 1%, at least one limit-up in the prior 25 days, and a negative MACD DIF value from two days earlier. The document provides both indicator-formula and Python examples, with the latter…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
BigQuant

This Chinese-language support exchange addresses a quantitative research notebook that restarts automatically after two features are added and feature extraction begins. The user reports that the visible CPU and memory figures have not reached their…

MašīnmācīšanāsRiska pārvaldībaStatistika
MQL5 code base

The indicator measures the relative strength of a selected currency from the closing prices of seven currency pairs that contain it. Its zero line represents the average over a configurable period, and a colored histogram is intended to make the reading…

Valūtu tirgusTehniskie indikatoriCenas impulss
MQL5 code base

The indicator presents the direction or signal produced by OzymandiasSign at a selected bar, using chart symbols to distinguish continuing trends from changes that may indicate a trade. A right-facing arrow marks continuation, while a diagonal arrow…

Valūtu tirgusTehniskie indikatoriSekošana tendencei
ProRealCode

This indicator converts RSI behavior into eight normalized features, including level, slope, acceleration, percentile, volatility, fast-versus-slow spread, and regime. It stores sampled feature vectors alongside forward price outcomes grouped into ATR-scaled…

MašīnmācīšanāsTehniskie indikatoriCenas impulssSekošana tendencei
ProRealCode

This document proposes an hourly strategy using Supertrend, an exponential moving average, the middle of the Bollinger Bands, and an ATR-based volatility filter. In the code, long entries require price below the Supertrend line and above the EMA; short…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiSvārstīgums
SuperMind

The document describes a Chinese equity screening idea combining price amplitude, ranking by net large-order flow, and a positive price-to-earnings ratio. It presents amplitude as a way to focus on more active stocks, large-order flow as an indicator of…

AkcijasĶīnas tirgiTehniskie indikatoriFaktoru ieguldīšana
ProRealCode

This document presents a variant of the Coppock curve that lets the user choose a moving-average smoothing method. The indicator adds two rates of change calculated from closing prices, then smooths their sum and plots the result alongside a zero reference…

Tehniskie indikatoriCenas impulss
MQL5 code base

This indicator uses the Money Flow Index (MFI) to flag possible price reversals. Its premise is that price may turn after the MFI’s rate of change slows and reverses, particularly when the fast MFI is in an overbought or oversold area. The indicator can mark…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
MQL5 code base

The document explains a trailing stop as a stop-loss level that follows the market at a chosen distance, aiming to retain gains as a position moves favorably. It outlines operational rules: activate only once the position is profitable or at break-even,…

Riska pārvaldībaRīkojumu izpildePozīcijas apjoma noteikšana
SuperMind

The document describes a Chinese equity screen that combines a daily high–low range threshold, return on equity above 15% for each of five years, and afternoon large-order net inflows. It frames the range condition as a way to select more active shares, the…

AkcijasFaktoru ieguldīšanaTirgus noskaņojumsRiska pārvaldība
SuperMind

The document describes a Chinese stock screen combining price range, large-order net volume ranking, and a daily maximum decline bounded between 4% and 5%. The rationale is to identify stocks under short-term pressure that might rebound, with a ranking based…

AkcijasĶīnas tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori
SuperMind

The document outlines a Chinese equity screening idea that ranks stocks by trading activity, excludes stocks whose indicated 9:25 price gain is 6% or more, and requires revenue in 2021 to exceed revenue in 2018 by a stated ratio. It explains these filters as…

AkcijasĶīnas tirgiCenas impulssFaktoru ieguldīšana
BigQuant

This article collects learning materials for applying machine learning to algorithmic trading, grouped into books, blogs, research papers, videos, and podcasts. The topics span neural networks, structured data, regression, clustering, nearest-neighbor…

MašīnmācīšanāsAkcijasVēsturisko datu pārbaudeStatistika