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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

SuperMind

This document presents an A-share stock screen using turnover between 3% and 12%, total market capitalization below 10 billion yuan, positive earnings, and tradable market capitalization between 5 billion and 10 billion yuan. The formula also orders…

AkcijasĶīnas tirgiFaktoru ieguldīšanaStatistika
SuperMind

This document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
MQL5 code base

This indicator uses confirmed swing highs and lows to form a weighted pivot center, then places an adaptive trail around it using Average True Range. The trail indicates bullish or bearish direction; a change in direction can produce a buy or sell marker and…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Cryptohopper blog

The guide explains what a crypto market ticker typically contains: last price, best bid and ask, rolling 24-hour change, high and low, volume, and a timestamp. It shows how these snapshots can support broad scans for top movers, unusual volume relative to a…

KriptoaktīviTūlītējo darījumu tirgiTirgus mikrostruktūraArbitrāža
SuperMind

This Chinese-language post outlines an equity screen that combines daily price range, five years of return on equity above 15%, and prior-day actual turnover between 3% and 28%. It presents the mix as a way to select shares with price movement, sustained…

AkcijasFaktoru ieguldīšanaTehniskie indikatoriĶīnas tirgi
ProRealCode

This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
Kraken Learn

This overview explains Ethereum’s Pectra hard fork through selected changes to execution and consensus layers. It highlights EIP-7702, which lets externally owned accounts temporarily use smart-contract functionality for a transaction, and describes…

KriptoaktīviTūlītējo darījumu tirgiTirgus mikrostruktūra
BigQuant

This monthly review evaluates equity factors using information coefficient (IC) relationships with subsequent prices and market- and industry-neutral long-short returns. It reports that growth and turnover factors were relatively consistent over the latest…

AkcijasĶīnas tirgiFaktoru ieguldīšanaStatistika
MQL5 code base

This document outlines an Expert Advisor designed to automate potential entries identified by candlestick formations. The user selects whether the EA should look for bullish or bearish setups and specifies trade volume. For bullish conditions, it lists…

Tehniskie indikatoriValūtu tirgusRīkojumu izpildePozīcijas apjoma noteikšana
MQL5 code base

This document describes an Expert Advisor that trades signals from the TimeZonePivotsOpenSystem indicator. A signal is generated when a bar closes after price breaks through the indicator’s channel, so entries are based on confirmed bar closes rather than…

Valūtu tirgusCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

Trend Envelopes is a trend-following overlay built from moving averages of highs and lows. The upper and lower bands form a range that responds to recent price extremes. A close beyond the prior band changes the regime; closes between the bands leave the…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldība
SuperMind

This stock screen combines a metaverse theme classification, positive net buying attributed to major participants during the auction, and a technical trend condition. The article’s explanation and final selection rule specify that the previous close should…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

The document describes a Chinese stock selection screen that combines a turnover-rate range, a listing-year condition, and the presence or absence of an outstanding convertible bond name. Its stated final rule selects stocks with turnover between 3% and 12%,…

AkcijasĶīnas tirgiRiska pārvaldībaVēsturisko datu pārbaude
vn.py community

This short forum exchange explains why a vn.py CTA strategy receives trade notifications through only one `on_trade` method when both the base template and the strategy define that callback. The strategy inherits from the template, and defining `on_trade`…

Rīkojumu izpilde
SuperMind

This post outlines an equity screen requiring a minimum daily high-low range, positive afternoon large-order net flow, and a positive daily MACD value. It treats the range as a sign of trading activity, the order-flow measure as an indication of capital…

AkcijasCenas impulssTehniskie indikatoriTirgus mikrostruktūra
SuperMind

The document describes a stock screening idea that combines a recent increase in buying activity, an outside-to-inside trading volume ratio above a threshold, and a shrinking green histogram on a 15-minute MACD display. The proposed interpretation is that…

AkcijasCenas impulssTehniskie indikatoriTirgus mikrostruktūra
BigQuant

The document presents volatility of volatility (VoV) as a proxy for uncertainty about an asset’s probability distribution, distinct from ordinary risk. It argues that investors tend to avoid stocks with greater ambiguity and may favor stocks whose prospects…

AkcijasSvārstīgumsFaktoru ieguldīšanaAugstas frekvences tirdzniecība
MQL5 code base

The NRatio_Signal indicator is described as a visual overlay in a separate, narrow chart window. A two-color line represents the current trend, while colored stars mark signals. Its calculations use values from the NRatio indicator on a fixed timeframe, so…

Tehniskie indikatoriCenas impulss
SuperMind

This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…

Ķīnas tirgiAkcijasTehniskie indikatoriSvārstīgums
SuperMind

This proposed stock selection method combines a minimum daily price range with two short-term flow conditions: large-order net inflow in the afternoon and positive net buying by major participants during the opening auction. It then selects the candidate…

Ķīnas tirgiAkcijasSvārstīgumsTirgus mikrostruktūra
SuperMind

This Chinese A-share stock screen combines a metaverse industry filter with two activity signals: a stock must have appeared on the market’s “Dragon-Tiger” list the previous day, and its count of institutional research visits over the past week must rank…

Ķīnas tirgiAkcijasTirgus noskaņojumsUz notikumiem balstīta tirdzniecība
MQL5 code base

This short note describes a moving-average-style indicator built with a linear regression algorithm. It identifies the indicator as a typical MA variant and says it was first implemented in MQL4, with an earlier Code Base publication date. The document also…

Tehniskie indikatoriStatistika
SuperMind

This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…

AkcijasĶīnas tirgiSvārstīgumsCenas impulss
SuperMind

This stock-selection recipe screens for shares with amplitude above 1 and a daily control measure above 21, then requires three technical indicators to show simultaneous golden crosses. The article describes amplitude and the control measure as proxies for…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss