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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
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

Amberdata research

The article surveys possible uses of artificial intelligence in crypto trading and decentralized finance. It discusses robo-advisory, automated bots, strategy development and backtesting, risk assessment, arbitrage monitoring, sentiment analysis, predictive…

KriptoaktīviMašīnmācīšanāsVēsturisko datu pārbaudeArbitrāža
ProRealCode

The document describes a moving median indicator for price data and explains the underlying Torben search algorithm. For each window, the routine finds its minimum and maximum, tests a midpoint, and counts values below, above, or equal to that candidate. It…

Tehniskie indikatoriStatistika
SuperMind

This document explains a moving median indicator based on Torben Mogensen’s selection method. A median is the central value in an ordered set and is less affected by outliers than common averages. The described method searches between the minimum and maximum…

Tehniskie indikatoriStatistika
SuperMind

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…

AkcijasĶīnas tirgiTirgus noskaņojumsTirgus mikrostruktūra
MQL5 code base

The document introduces i-sig, a semaphore-style trading indicator that analyzes the most recent five bars. It identifies the indicator’s authorship and notes that it was originally written in MQL4 and published in 2007. The document does not explain how the…

Tehniskie indikatori
MQL5 code base

This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…

Tehniskie indikatoriSvārstīgums
Stratmill research code

This code implements a collection of cross-sectional and time-series equity alpha factors, mainly using close, open, high, low, volume, returns, and VWAP data. The factors combine operations such as rolling ranks, correlations, moving averages, extrema, and…

AkcijasFaktoru ieguldīšanaTehniskie indikatoriStatistika
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
MQL5 code base

This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…

Tehniskie indikatoriAkcijas
MQL5 code base

This document describes a version of the Relative Vigor Index (RVI) that can calculate its indicator on a selected timeframe independently of the chart’s timeframe. It presents the result visually as a cloud, allowing the trader to view the higher- or…

Tehniskie indikatori
BigQuant

A brief forum exchange addresses a user whose stock strategy appears not to run. The response suggests two checks: use English names for features, and print the daily buy and sell candidate lists to see whether any stocks meet the strategy’s conditions. The…

AkcijasRīkojumu izpilde
BigQuant

This research summary proposes combining price-to-book ratio (PB) with return on equity (ROE) to find companies with stronger fundamentals and lower valuations in China’s A-share market. It treats ROE and other operating measures as indicators of value…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaPortfeļa veidošana
MQL5 code base

The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…

Riska pārvaldībaPozīcijas apjoma noteikšana
vn.py community

A trader asks where an individual can access tick-by-tick trades that include buyer or seller initiation, intending to calculate aggressive buying and selling volume at each price for an order-imbalance strategy. The reply says that ready-made aggressor-side…

Tirgus mikrostruktūraRīkojumu izpildeStatistika
ProRealCode

This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…

Tehniskie indikatoriSekošana tendenceiStatistika
SuperMind

This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
BigQuant

This market-monitoring report summarizes Chinese trading conditions for July 13, 2022. It reviews broad index and sector performance, then gauges equity sentiment using limit-up and limit-down counts, next-day returns for stocks that had hit either limit,…

AkcijasNākotnes līgumiTirgus noskaņojumsTirgus mikrostruktūra
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This note describes a Chinese equity screen combining a metaverse industry classification, a stock code beginning with 60, and an opening price near the 10-day moving average. Its indicator example expresses the condition through crossings between the open,…

AkcijasTehniskie indikatoriĶīnas tirgi
MQL5 code base

This brief description presents a histogram version of the classical Relative Vigor Index (RVI). Color changes identify when the oscillator enters overbought or oversold areas, while a colored cloud between the oscillator and its signal line highlights their…

Tehniskie indikatoriAkcijas
SuperMind

This post proposes screening Chinese A-share stocks with three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and turnover between 3% and 12%. It supplies example indicator formulas and a Python-style workflow that retrieves market…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus mikrostruktūra
MQL5 code base

This document describes a chart overlay intended to make price history easier to inspect. Vertical lines mark hourly boundaries, with distinct colors for the starts of weeks, days, and months. Horizontal lines mark psychological round-number price levels and…

Tehniskie indikatoriStatistika
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss