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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

This indicator adapts Bollinger Bands using recursive smoothing based on the Laguerre-style equations described in the document. It estimates a central line from the median of each bar’s high and low, then builds upper and lower bands from a smoothed measure…

Tehniskie indikatoriSvārstīgums
SuperMind

The post describes a short horizon stock screen combining daily range, a “morning star” pattern, and a bounded opening price change. Its stated thresholds are amplitude above 1%, with opening change between −5% and 2.6%; the accompanying formula also limits…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
BigQuant

The article compares long and short training windows for an AI stock selection strategy and recommends evaluating each window against a fixed validation period. In its rolling experiments, extending the sample from 2005 to 2021 changed labels, factor…

AkcijasMašīnmācīšanāsVēsturisko datu pārbaudeStatistika
MQL5 code base

This document describes an expert advisor that uses an unusual filter involving the intersection of two moving averages. The user can set a price type for the current bar and choose a signal filter based on the fast average, the slow average, or that bar's…

Valūtu tirgusTehniskie indikatoriRīkojumu izpilde
SuperMind

This Chinese-language post sketches a stock selection approach that ranks shares by trading activity, using volume and turnover as proxies for capital strength, and also considers share price. It proposes selecting highly ranked stocks on these measures,…

AkcijasFaktoru ieguldīšanaStatistikaVēsturisko datu pārbaude
MQL5 code base

This document describes a MetaTrader expert advisor built around signals from Fractals and Stochastic indicators. Traders can choose to require both indicators or use either one on its own. The listed inputs also allow configuration of position volume, stop…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 code base

The document describes momentum deviation as a variation of standard deviation that applies the calculation to price momentum rather than to price itself. It says the method is designed to use minimal CPU resources and produces values similar to standard…

Tehniskie indikatoriSvārstīgumsStatistika
SuperMind

This Chinese-language post outlines an equity screening rule that ranks stocks by volume ratio and selects the top 100. It also proposes comparing rolling 7-day and 30-day moving averages, describing the filter as requiring the shorter average to be above…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

This note presents a Chinese stock screen using two short-term conditions: a daily increase in the share of positions held above 5% and an opening-auction return between -2% and 5%. It also limits the stated sample period to 2021. The document interprets the…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
BigQuant

This submission outlines an intraday stock-selection idea for a day when a market theme is breaking out. It proposes identifying a popular sector early, using large orders that hold at the daily price limit as a sign of a clear direction, then ranking…

AkcijasĶīnas tirgiRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This note describes a stock screen combining metaverse sector membership, a rounded price pattern, and a share price below 12 yuan. It suggests these filters as a way to identify lower-priced stocks in an emerging industry, and mentions RSI, MACD, and moving…

AkcijasTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese community post outlines an equity screen combining three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an appearance on the prior day’s public trading activity…

AkcijasĶīnas tirgiTirgus noskaņojumsRīkojumu izpilde
BigQuant

This Chinese post compiles a selection of 65 titles from a much larger collection of publicly released Springer books, focusing on data and machine learning. The bibliography spans foundations such as algebra, probability, statistics, optimization, and time…

MašīnmācīšanāsStatistikaAkcijas
SuperMind

This Chinese community post describes a daily stock screen requiring an amplitude reading above 1, a daily percentage change between -5% and -4%, and no limit-up session on the previous day. It presents the conditions as a way to identify volatile stocks…

AkcijasSvārstīgumsTehniskie indikatoriRiska pārvaldība
MQL5 code base

This indicator defines a trend reversal by comparing a bar’s close with the extremes of a preceding window. An upward reversal occurs when the current close exceeds the highs of the previous x minus one bars; a downward reversal occurs when it falls below…

Valūtu tirgusSekošana tendenceiCenas izrāviensTehniskie indikatori
SuperMind

This note outlines a stock screen for beverage and alcohol related companies. It combines turnover between 3% and 12% with an industry classification and measures of buying by large or extra-large orders during the opening auction. The stated rule uses an…

AkcijasĶīnas tirgiTirgus mikrostruktūraRiska pārvaldība
SuperMind

This note describes a Chinese equity screen combining turnover, order book depth, and institutional trading. It selects stocks with turnover between 3% and 12%, displayed best bid volume above best ask volume, and a positive institutional trading measure. A…

AkcijasTirgus mikrostruktūraĶīnas tirgiRiska pārvaldība
MQL5 code base

The indicator implements a moving average attributed to Buff Dormeier. It first calculates volume multiplied by closing price, then takes a simple moving average of that value and divides it by a simple moving average of volume over the same configurable…

Tehniskie indikatori
MQL5 code base

Rainbow Clouds is described as a collection of moving averages presented together as cloud indicators. The concept is to display multiple averages as a grouped visual overlay, rather than a single moving-average line. The text does not explain the averaging…

Tehniskie indikatoriSekošana tendencei
SuperMind

This brief installment in a multi-factor modeling series contrasts two ways of estimating factor information. It says that Barra-style models typically take factor exposures directly from fundamental or technical data, while academic approaches often…

Faktoru ieguldīšanaStatistika
MQL5 code base

The document describes a signal engine for detecting when price approaches a channel boundary and then reverses away from the extreme. It distinguishes this two-stage condition from treating mere proximity as an entry signal. A state machine applies…

Tehniskie indikatoriCenas izrāviensAtgriešanās pie vidējās vērtības
quant-trading

This notebook demonstrates a Monte Carlo approach to forecasting stock prices with geometric Brownian motion. It estimates drift and volatility from historical log returns, generates many simulated price paths, and splits the price series sequentially into…

AkcijasStatistikaRiska pārvaldībaVēsturisko datu pārbaude
SuperMind

This post outlines a Chinese equity screen using three activity and size filters: daily turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and prior-day opening-auction turnover above 0.26. It gives a technical…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
Kraken Learn

This overview introduces PayPal USD (PYUSD), a stablecoin launched in August 2023 for the PayPal payment system. It explains the general collateralization model: an issuer holds reserve assets intended to match the value of tokens in circulation. According…

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