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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
Quantpedia
Dokumentu skaits: 86
TqSdk
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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

ProRealCode

This indicator labels price bars using comparisons between each bar’s high and low and those of the preceding bar. It distinguishes inside bars, outside bars, bars making both a higher high and higher low, and bars making both a lower high and lower low. The…

Tehniskie indikatoriAkcijas
SuperMind

The document describes a Chinese equity screening rule combining three conditions: daily amplitude above a threshold, evidence of main-fund control on the previous day, and a close above the previous day’s low. It frames the combination as a way to find…

AkcijasTehniskie indikatoriĶīnas tirgi
BigQuant

This brief support note addresses a BigQuant workflow where a ranking strategy appears to backtest normally but produces no rebalance signals in simulated trading. It points to configuration and data-window checks: bind the code-list module’s end date to…

Vēsturisko datu pārbaudeAkcijas
SuperMind

This stock screen selects companies associated with the metaverse concept, then applies a price condition and a relative-volume band. It requires the close to exceed the previous session’s low and volume relative to its five-session average to be above 1.5…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese equity screen combines three conditions: at least five moving averages are described as converging, the tradable share float is no more than 5.5 billion shares, and the ten-day return is positive but below 35%. The article frames this…

AkcijasCenas impulssTehniskie indikatoriĶīnas tirgi
MQL5 code base

The document describes a small expert advisor that manages an already open position using a trailing stop distance supplied by the trader. If that requested distance is smaller than the platform’s allowed minimum stop distance, the advisor adjusts it to the…

Rīkojumu izpildeRiska pārvaldība
SuperMind

This stock screen combines turnover between 3% and 12% with seven consecutive sessions in which the closing price falls, then filters for a daily price change below 2.6% and above -5%. The article presents the rule as a way to find stocks after a sustained…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriĶīnas tirgi
NautilusTrader

The guide explains how NautilusTrader connects to Bybit for live market data and order execution across spot, linear and inverse contracts, and options. It describes product-specific symbol suffixes, instrument loading, and the differences among mainnet,…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūraTūlītējo darījumu tirgi
SuperMind

This stock screen combines three daily price conditions: amplitude greater than 1%, an opening price within 5% of the 10-day moving average, and a current low below the previous day's low. The document includes formula and Python examples for calculating…

AkcijasTehniskie indikatoriSvārstīgumsĶīnas tirgi
SuperMind

This equity screen targets stocks in the metaverse sector that recorded a limit-up move within the prior 25 days and whose opening price falls between 2% below and 5% above the reference close. The post describes selecting candidates before 10 a.m. for…

AkcijasĶīnas tirgiCenas impulssCenas izrāviens
SuperMind

This stock screen combines a daily turnover rate between 3% and 12%, a positive change in the KDJ K value, and an indicator intended to identify institutional accumulation. The document provides formula and Python examples, with the Python version also…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

The document explains the Crank–Nicolson implicit finite-difference scheme for solving the one-dimensional heat equation. It contrasts this approach with an explicit method that requires small time steps, describing Crank–Nicolson as averaging spatial…

Statistika
BigQuant

The document introduces a moving-average arrangement scoring model, or MASS, that assesses market direction and trend strength from the relative ordering of multiple moving averages. It aims to combine the smoothness of longer averages with the quicker…

AkcijasSekošana tendenceiCenas impulssTehniskie indikatori
SuperMind

The document proposes a stock screen combining three conditions: relatively large price amplitude, upward divergence in the day’s moving averages, and a limit-down price at the prior session’s 9:15 matching stage. The stated rationale is to find volatile…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
MQL5 code base

This document describes a MetaTrader 5 class for rebuilding closed trades from their opening and closing deals in account history. The history is selected over a time range and organized by close time; callers can then enumerate reconstructed trades or…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldībaRīkojumu izpilde
MQL5 code base

This short reference describes a higher-timeframe variant of the LeManChanel indicator for MetaTrader 5. The indicator exposes a timeframe input, with a four-hour period shown as the default, so users can select the chart period from which the indicator…

Tehniskie indikatori
MQL5 code base

The document describes a chart indicator that automatically positions two standard deviation channels. It offers a visual channel-based view of price behavior, but does not explain the calculation method, how the channels are anchored, or how a trader might…

Tehniskie indikatoriSvārstīgums
SuperMind

This Chinese A-share stock screen selects shares with a daily high-low range above a stated threshold, while excluding Beijing-listed stocks and specified board categories. The article also describes a refinement that keeps prices close to a 60-period moving…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
MQL5 code base

The document outlines a function for opening a trade in an MQL5 environment. It describes deriving an opening price and take-profit and stop-loss levels from symbol data and user parameters, then preparing a trade request with details such as instrument,…

Rīkojumu izpildeRiska pārvaldība
MQL5 code base

CronexCCI adapts the MACD concept by applying it to a time series of Commodity Channel Index (CCI) values instead of prices. It displays the resulting indicator as a colored cloud, offering a visual way to examine changes and relationships in the transformed…

Tehniskie indikatori
Qlib

This paper description presents a learnable scheduler for sequence-learning problems with related prediction tasks, such as forecasting returns at different future horizons. During training, the scheduler chooses an auxiliary task based on the current model…

MašīnmācīšanāsAkcijasĶīnas tirgiVēsturisko datu pārbaude
BigQuant

This forum post presents a workflow for combining predictions from three model outputs. It merges the datasets on instrument and date, preserves columns that are not already present, renames each model’s prediction column, and computes their arithmetic mean…

MašīnmācīšanāsPortfeļa veidošanaVēsturisko datu pārbaude
MQL5 code base

This short indicator description introduces round price levels as possible support or resistance. It gives EUR/USD examples at prices ending in two zeroes after the decimal point and describes an indicator that displays the two nearest such levels above the…

Valūtu tirgusTehniskie indikatori