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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

vn.py community

A VeighNa forum user asks how to keep a displayed value C synchronized with inputs A and B. C is initially calculated as the difference between A and B, but editing either input leaves C at its previous value. The user also wants C to remain editable like…

Akcijas
BigQuant

This Chinese equities strategy looks for stocks with a bullish moving-average stack: the five-day average exceeds the ten-day, then the twenty-day, forty-day, and one-hundred-twenty-day averages. It adds a pullback condition: the day’s low must fall below…

Ķīnas tirgiAkcijasSekošana tendenceiTehniskie indikatori
MQL5 code base

This expert advisor uses an unconventional MACD approach: it calculates the area of the indicator above and below its zero line over a user-selected number of bars. A reverse-signal option determines whether the resulting signal opens a buy or sell position.…

Tehniskie indikatoriCenas impulssPozīcijas apjoma noteikšanaRiska pārvaldība
MQL5 code base

This document describes a trading expert advisor that uses the iVIDyA indicator to generate signals. It checks for a signal only when a new bar begins, then opens a position with specified stop-loss and take-profit levels. It does not use a trailing stop and…

Tehniskie indikatoriRiska pārvaldība
OctoBot

This release note describes changes in OctoBot 1.0.2. ChatGPT strategy profiles can now be backtested for some settings using prompts precomputed from historical exchange-pair data downloaded by the service. The ChatGPT profile also shifts from daily trading…

KriptoaktīviVēsturisko datu pārbaudeRīkojumu izpildeMašīnmācīšanās
MQL5 code base

The document explains the USDX as a measure of the U.S. dollar against a six-currency basket: the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. It describes the index as a weighted geometric calculation and gives the basket…

Valūtu tirgusVairāku aktīvu tirdzniecībaStatistika
SuperMind

This stock-selection method screens for companies listed in 2021, with turnover between 3% and 12%, and a price shape described as rounded over the previous 20 days. The article frames turnover and listing year as basic filters, then adds a recent…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and a dividend ratio above 25% based on 2019 data. The article presents these filters as a way to combine a technical indicator, order-book…

AkcijasTehniskie indikatoriTirgus noskaņojumsRiska pārvaldība
SuperMind

This post describes a Chinese-equity screening rule that combines membership in the metaverse theme with positive net buying attributed to major participants during the opening auction. It further limits candidates to Shenzhen main-board stocks using…

AkcijasĶīnas tirgiCenas impulssFaktoru ieguldīšana
FMZ forum

The document explains Value at Risk (VaR) as a loss threshold for a portfolio over a specified period at a chosen confidence level. It outlines common uses, including setting risk limits for individual strategies and portfolios, comparing risk across…

Riska pārvaldībaStatistikaPortfeļa veidošana
SuperMind

This article outlines a Chinese stock selection screen using daily price range, market capitalization, profitability, and MACD. The initial rules look for stocks whose high-to-low range exceeds 1%, whose market value is below 10 billion yuan, whose net…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This Chinese-language article describes a mainland China stock screen combining technical and fundamental filters. It selects main-board shares with RSI below 65, a daily gain above 1%, market capitalization below 10 billion yuan, and positive net profit.…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Amberdata research

This podcast recap discusses institutional participation in crypto, the launch of U.S. spot Bitcoin ETFs, the more modest reception of Ethereum ETFs, and regulatory barriers to further products. It describes how financial advisers and smaller offices can…

KriptoaktīviTūlītējo darījumu tirgiASV tirgiDeFi
MQL5 code base

The Prevailing Trend oscillator represents bullish and bearish market components with separate lines labeled Up and Down. It estimates the Up line as a moving average of bullish candlesticks over a selected period, and the Down line as a moving average of…

Tehniskie indikatoriSekošana tendencei
SuperMind

This Chinese equity screening proposal combines trading activity with a past-event filter. It ranks stocks by volume ratio and selects the top 100, treating a higher ratio as a sign of stronger investor attention or fund activity. It also requires stocks to…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
pysystemtrade

This code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…

SvārstīgumsTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
ProRealCode

This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…

Tehniskie indikatoriCenas impulssSekošana tendenceiNākotnes līgumi
SuperMind

This stock selection rule combines four daily conditions: price range relative to the close, at least two limit-up moves within a rolling 500-day window, current volume above 10,000 lots, and an opening price above the prior close. The document describes…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
MQL5 code base

The document explains an extended Moving Slope Rate of Change indicator. The basic MSROC estimates price slope from a least-squares line rather than using the direct price change of conventional rate of change. The text says this smoothing reduces false…

Tehniskie indikatoriSekošana tendenceiStatistika
SuperMind

This post describes a stock screen combining daily price amplitude above 1, positive institutional money flow, and a 10-day return greater than zero but below 35%. Its example indicator logic aggregates positive net institutional flow across five periods,…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
vn.py community

This forum post reports a VeighNa CTA backtest that reaches the historical-data loading stage but loads zero records. The script then completes initialization and replay with no trades, before result calculation fails because the daily results table lacks a…

Nākotnes līgumiVēsturisko datu pārbaude
MQL5 code base

The document describes an indicator intended to estimate a slower-changing reference value for the market than the observed price or a moving average. Its direction is linked to the relationship between price and the indicator: it rises when price is above…

Tehniskie indikatoriStatistika
Amberdata research

Gamma exposure (GEX) describes how an option’s delta changes as the underlying asset moves. The document explains why this matters in crypto options: as delta shifts, market makers may adjust their hedges, creating flows that can affect volatility and…

KriptoaktīviOpcijasAtvasināto instrumentu cenu noteikšanaRiska pārvaldība