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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
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
Dokumentu skaits: 164
Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 79,386

SuperMind

This note describes a screen for metaverse-related equities using two signals: prior-day actual turnover between 3% and 28%, and large-order net volume above 0.05 for at least three consecutive days. The article interprets the turnover band as evidence of…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Amberdata research

This note proposes screening equities for intraday amplitude above 1, prior-day actual turnover between 3% and 28%, and positive net large-order flow during the afternoon. The combined filters aim to find shares showing both price movement and trading…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
SuperMind

This recap of an Amberdata and Blockworks webinar discusses institutional participation in Bitcoin markets, with attention to derivatives, market structure, and the possible effects of a spot exchange-traded fund. It frames Bitcoin's 2023 performance and…

KriptoaktīviOpcijasNākotnes līgumiSvārstīgums
SuperMind

This note describes a short-term screen for metaverse-related equities. It selects stocks that had at least one limit-up session during the prior 25 days and whose current opening price is near the 10-day moving average. The stated rationale is that recent…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
Awesome Systematic Trading

The document describes a U.S. equity strategy based on balance-sheet accruals, the noncash component of reported earnings. It estimates accruals from annual changes in current assets, cash, current liabilities, short-term debt, income taxes payable, and…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaVēsturisko datu pārbaude
SuperMind

This article presents a technical screen for stocks associated with the metaverse theme. It looks for an opening price around the 10-day moving average and requires the current close to exceed the previous session’s low. The proposed logic combines sector…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
BigQuant

This BigQuant user question concerns a feature expression that calculates how many days have elapsed since a limit-up event within a recent window. The example marks sessions where return exceeds a threshold and the close equals the high, then uses a rolling…

AkcijasĶīnas tirgiTehniskie indikatori
SuperMind

This article describes a Chinese A-share screen for stocks in the metaverse concept group. It selects names whose reported 9:25 price change is below 6% and whose previous session did not close at the daily upper price limit. The rationale is to focus on the…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
MQL5 code base

This document describes a date-based function for classifying a timestamp as summer or winter time. It assumes the European daylight-saving calendar described in the text: summer time begins on the last Sunday in March and ends on the last Sunday in October.…

Valūtu tirgusRīkojumu izpilde
MQL5 code base

This brief indicator description explains how StepMA_3D_v3 visualizes the relationship between three trend speeds. It colors the area between the medium and slow trends, then changes the fast trend line’s color according to its position. The display is…

Tehniskie indikatoriSekošana tendencei
SuperMind

This Chinese stock-selection post describes a short-term momentum screen for A-shares. It combines turnover between 3% and 12%, an opening price within about 5% of the ten-day moving average, and a recent three-session limit-up streak. The stated rationale…

AkcijasCenas impulssCenas izrāviensTehniskie indikatori
MQL5 code base

This Expert Advisor uses changes in the direction of a moving average associated with the Balance of Power Histogram to generate trading signals when a bar closes. The document frames the strategy around a directional shift in the indicator rather than a…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
SuperMind

This proposed stock screen combines an amplitude threshold, a shortening negative MACD histogram on a 15-minute chart, and a stock-code prefix. The stated rationale is to find volatile shares whose downside momentum may be easing, then focus the search on a…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

Ease of Movement Value (EMV), developed by Richard W. Arms Jr., is a technical indicator intended to describe how easily price moves. It relates the change in the midpoint of the current high-low range to trading volume adjusted by the current range. Larger…

Tehniskie indikatori
SuperMind

This post outlines a Chinese equity screen that ranks stocks by capital strength and requires more than two limit-up sessions in the recent ten-day window, alongside at least two limit-up sessions over a 500-day lookback. Its proposed final version adds a…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This post describes a Chinese stock selection screen based on turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and a current control indicator above 21. It also gives a formula-style expression and a Python example that…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
vn.py community

The post questions whether the minimum option price checks used before implied volatility calculations are correct in the Black–Scholes and Black–76 models. It observes that the two implementations use the same expressions, even though Black–76 uses a…

OpcijasAtvasināto instrumentu cenu noteikšanaStatistika
ProRealCode

This indicator description explains a Relative Strength Index tool that marks overbought and oversold states, then uses those states to define price channels and identify swing pivots. Users can adjust the RSI period and threshold levels, with shorter…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssRiska pārvaldība
SuperMind

This Chinese equity-screening note combines four conditions: price amplitude above 1%, current trading volume above 10,000 lots, a higher opening price, and circulating market capitalization above 10 billion yuan. It frames the screen as a way to find…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese stock-screening note proposes ranking shares by capital-flow strength, considering company type, and requiring more than two limit-up sessions within the previous ten days. The discussion interprets repeated limit ups as evidence of strong…

AkcijasĶīnas tirgiCenas impulssCenas izrāviens
SuperMind

This Chinese stock-selection note describes a screen combining three conditions: a price range above 1%, net buying by large orders in the afternoon, and a 2019 dividend payout ratio above 25%. It presents the conditions as a mix of trading activity and a…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

The screening rule selects stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose best-level bid volume exceeds best-level ask volume. The document presents the bid-versus-ask comparison as a way to incorporate liquidity…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
MQL5 code base

TrendChannel is a technical indicator that draws two trend lines based on the closest price extremes. The description identifies the indicator’s author and notes that an earlier version was implemented in MQL4 and published in a code library. Its stated…

Tehniskie indikatoriAkcijas
BigQuant

This report introduces a quantitative research approach that combines behavioral finance with trading indicators. It centers on George Soros’s theory of reflexivity and the author’s use of volume measures, with the stated aim of developing an indicator…

AkcijasTehniskie indikatoriStatistika