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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

NautilusTrader

This reference describes a data record for venue-provided option sensitivities and implied volatility associated with one option instrument. It includes delta, gamma, vega, theta, and rho, along with optional mark, bid, and ask implied volatility, underlying…

OpcijasAtvasināto instrumentu cenu noteikšanaSvārstīgumsTirgus mikrostruktūra
SuperMind

The document describes a stock screen requiring turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and inclusion on the prior day’s Dragon and Tiger List, a record of stocks attracting notable market attention. The turnover…

AkcijasĶīnas tirgiTirgus mikrostruktūraCenas impulss
SuperMind

This stock selection approach screens for securities with an RSI below 65, a stated circulating market capitalization range of 5 to 10 billion yuan, and at least seven consecutive declining sessions. It combines a momentum oscillator, company size, and…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Amberdata research

The document explains how executed trades and resting orders provide different views of Bitcoin markets. Trade volume shows what has already happened, while order book depth aggregates buy and sell interest at unexecuted price levels. A depth chart gives a…

KriptoaktīviTirgus mikrostruktūraRīkojumu izpildeArbitrāža
MQL5 code base

The document explains the double exponential moving average as a way to reduce the lag of a conventional moving average. It describes constructing DEMA from an exponential moving average and a second exponential average applied to the first, then combining…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
MQL5 code base

The script described opens buy positions with stop-loss and take-profit levels set at fixed point distances from the current price. Its money-management input controls trade volume as a proportion of the account deposit, linking position size to the funds…

Pozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
SuperMind

This proposed equity screen combines three conditions: today's increase in holdings must exceed 5%, the company must have been listed before 2019, and its 2019 dividend payout ratio must exceed 25%. The article interprets the holdings increase as possible…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaRiska pārvaldība
SuperMind

This Chinese equity screen combines a daily amplitude filter with robotics-sector membership, a circulating market capitalization below 10 billion yuan, and at least two limit-up sessions during the previous 500 days. The rationale is to find smaller…

Ķīnas tirgiAkcijasCenas impulssRiska pārvaldība
MQL5 code base

The document introduces the ZeroLAG moving average as an attempt to reduce the delay associated with conventional moving averages. It says the indicator was described in a technical analysis journal in April 2000 and characterizes it as having substantially…

Tehniskie indikatoriSekošana tendencei
MQL5 code base

This indicator highlights candlesticks whose price changes exceed user-set thresholds, showing both percentage and broker-point values. It can measure change from the bar's open to close or from the previous close to the current close, and lets the user…

Tehniskie indikatoriStatistika
ProRealCode

This indicator note explains a WaveTrend oscillator port and describes two proposed crossover signals: a bearish signal when the oscillator crosses below its signal line while above the overbought band, and a bullish signal when it crosses above the signal…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijas
SuperMind

This note proposes placing stocks in a watchlist when their amplitude exceeds 1%, they had at least one limit-up event during the preceding 25 days, and prior-day turnover exceeds 60 million. The rationale is that a recent limit-up may indicate market…

AkcijasCenas izrāviensSvārstīgumsTehniskie indikatori
SuperMind

This note describes a daily stock screen that combines amplitude above 1, a change in a measure labeled institutional buying, and a positive return. Its final rules define amplitude using a platform-specific indicator, institutional activity through the…

AkcijasTehniskie indikatoriSvārstīgumsRiska pārvaldība
SuperMind

This Chinese stock-screening note proposes selecting shares with daily amplitude above 1%, prior-day turnover above 60 million, and five moving averages that coincide. It presents the screen as a way to find active stocks with relatively flat trends, then…

AkcijasTehniskie indikatoriSvārstīgumsĶīnas tirgi
MQL5 code base

This expert advisor places buy-stop and sell-stop orders at configurable distances from the current price, forming a grid that can trade in the direction of price breakouts. Settings include starting lot size, optional lot increases, grid start distance,…

Valūtu tirgusRežģa tirdzniecībaCenas izrāviensRiska pārvaldība
SuperMind

The article outlines an equity screen combining price amplitude above a stated threshold, rising lows as a sign of an improving base, and a ranking by stock or industry attention. It includes example formula logic and Python-like pseudocode, with the latter…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
BigQuant

This discussion explains how to calculate the number of consecutive days since a moving average golden cross using BigQuant’s DAI functions. The suggested approach counts consecutive observations for which the golden-cross condition is false, including the…

AkcijasTehniskie indikatori
MQL5 code base

This note describes a custom Williams Percent Range indicator for use with an expert advisor. Its purpose is to expose the plotted line color, line width, and two threshold levels as input settings, so the indicator display can match the EA’s trading rules…

Tehniskie indikatoriVēsturisko datu pārbaude
MQL5 code base

Pipsover 2 is described as an updated expert advisor that adds trailing-stop and break-even handling. Its stated sequence is to attempt to move a position to break-even first, then allow trailing-stop management. The break-even setting also serves as the…

Riska pārvaldībaRīkojumu izpildeTehniskie indikatori
SuperMind

This proposed equity screen selects companies with price amplitude above one percent, market capitalization within 10 billion, positive average net profit, and a current low below the previous session’s low. The article’s example code extends those…

AkcijasTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese stock-selection proposal combines three filters: price amplitude above one, a rounded chart pattern, and a nonempty name for outstanding convertible bonds. A referenced indicator formula expresses the amplitude and chart-shape conditions, while…

AkcijasTehniskie indikatoriRiska pārvaldība
MQL5 code base

The document describes a chart indicator called Precision Trend. It presents the tool as a trend indicator with some differences from other existing indicators, although it does not explain those differences or provide the calculation method. In the…

Tehniskie indikatoriSekošana tendencei
vn.py community

A user asks whether the Guotai Junan edition of the VeighNa trading platform supports immediate-or-cancel orders. The reply says that this edition does not provide IOC support. This is a concise platform capability detail that may matter when configuring…

Nākotnes līgumiRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This stock-selection method screens companies in the metaverse industry using three simultaneous bullish crossovers: MACD above its signal line, the 5-day moving average above the 10-day average, and the 5-day average above the 20-day average. It also…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi