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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
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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
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Binance API docs
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FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
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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 proposes screening Chinese stocks by price range, a K-line condition described as being below 20, and descending money strength. It characterizes money strength as a way to infer buying and selling pressure from price direction and trading…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
ProRealCode

This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…

Tehniskie indikatoriCenas impulssStatistika
MQL5 code base

This document introduces the Blau Tick Volume Indicator, an indicator associated with William Blau’s book on momentum, direction, and divergence. It describes the indicator as a color histogram for displaying tick-volume information, giving traders a visual…

Tehniskie indikatoriCenas impulssTirgus mikrostruktūra
SuperMind

This document describes a Chinese stock watchlist screen combining daily price range, a recent limit-up event, and a signal labeled as prior-day main-force control. Its rationale is that larger price swings and recent limit-ups may indicate attention and…

Ķīnas tirgiAkcijasCenas impulssSvārstīgums
SuperMind

This research summary examines whether company managers adjust reported earnings to meet individual analyst forecasts, beyond the incentive to meet consensus estimates. It describes a study using the change in effective tax rate from the third to fourth…

AkcijasStatistikaUz notikumiem balstīta tirdzniecībaĶīnas tirgi
SuperMind

This post describes a stock selection rule combining three conditions: daily price amplitude above 1, actual turnover on the previous day between 3% and 28%, and weekly MACD above zero. It presents the combination as a way to screen for stocks with…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
SuperMind

This stock screen selects names whose daily high-low range exceeds one percent of the low, that recorded at least one limit-up day in the preceding 25 sessions, and that have a nonempty outstanding convertible-bond name field. The resulting names enter a…

AkcijasĶīnas tirgiSvārstīgumsUz notikumiem balstīta tirdzniecība
ProRealCode

Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…

Tehniskie indikatoriSekošana tendenceiValūtu tirgusStatistika
MQL5 code base

MAVA-XonaX describes a moving-average crossover approach for EURUSD on a four-hour chart. It uses four six-period moving averages calculated from bar open, close, high, and low prices. A cross of the close-based average above the open-based average is…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiRiska pārvaldība
SuperMind

This note proposes screening Chinese stocks listed in 2021 for daily turnover between 3% and 12%, then keeping those whose opening price is within five percent of the 10-day moving average. The approach combines a trading-activity range, an IPO-year cohort,…

AkcijasTehniskie indikatoriĶīnas tirgiVēsturisko datu pārbaude
SuperMind

This note outlines a Chinese equity screen using three conditions: positive but moderate returns over the prior ten days, appearance on the previous day’s exchange trading-activity list, and descending ranking by a measure called fund strength. The intended…

AkcijasCenas impulssTirgus mikrostruktūraĶīnas tirgi
SuperMind

This note describes a Chinese equity screen that starts with stocks in the metaverse theme, filters for prices above the 250-day moving average, then ranks candidates by the day’s auction amount. It proposes selecting the top five and also mentions ordering…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This stock screen combines three conditions: daily amplitude above 1%, observations dated in 2021, and a ten-day price gain greater than zero but below 35%. The document interprets the amplitude condition as selecting more volatile stocks and the gain band…

AkcijasCenas impulssSvārstīgumsTehniskie indikatori
MQL5 code base

This description outlines a pending-order breakout approach implemented by an Expert Advisor. It scans a configurable lookback range, set to 80 bars in the described version, and places a Buy Stop at the highest price and a Sell Stop at the lowest price. The…

Cenas izrāviensRīkojumu izpildeTehniskie indikatoriRiska pārvaldība
SuperMind

This Chinese equity screening rule combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and seven consecutive sessions in which the close is no higher than the open. It is intended to find stocks with recent signs of…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
BigQuant

The study defines an earnings surprise by comparing reported results from forecasts, flash reports, or periodic filings with analyst consensus net profit estimates from the day before the announcement. For nonannual reports, it estimates full-period…

AkcijasUz notikumiem balstīta tirdzniecībaStatistikaVēsturisko datu pārbaude
BigQuant

This brief literature note introduces a VaR-augmented Black-Litterman approach for constructing an absolute-return fund-of-funds portfolio with market-risk controls. The described formulation incorporates value-at-risk alongside practical trading…

Vairāku aktīvu tirdzniecībaPortfeļa veidošanaRiska pārvaldībaStatistika
SuperMind

This stock-selection note proposes screening mainland Chinese equities in the metaverse theme by current-day auction amount, taking the top five, then excluding stocks that closed at the daily limit the previous day. It provides platform formula expressions…

AkcijasĶīnas tirgiCenas impulssRīkojumu izpilde
BigQuant

This research review examines whether mutual-fund outflows provide a clean measure of nonfundamental pressure on stock prices. It decomposes the MFFlow measure into components tied to the inverse of returns, the inverse of turnover, and relative fund selling…

AkcijasStatistikaTirgus mikrostruktūraRiska pārvaldība
SuperMind

This short strategy note describes a daily pre-open screen for mainland Chinese equities. It selects stocks with MACD above its zero line, a share price below 12 yuan, and excludes STAR Market stocks. The article explains the conditions and gives example…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The selection rule ranks stocks by volume ratio from highest to lowest, after filtering for yesterday’s turnover above 8% and a 10-day gain greater than 0% but less than 35%. The stated rationale is to find shares with strong trading activity, high turnover,…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
MQL5 code base

CandleStop Cloud is described as a chart indicator that displays trailing stop levels alongside a channel whose background color changes. It also presents the latest indicator values as price labels, allowing a trader to see the stop levels directly on the…

Tehniskie indikatoriRiska pārvaldībaSekošana tendencei
SuperMind

This stock-selection rule filters for shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose auction-period main-force net buying is positive. The document frames positive net buying as a sign of incoming funds and suggests that…

AkcijasĶīnas tirgiCenas impulssTirgus noskaņojums
BigQuant

The document explains that exchange-traded funds cannot be processed with the platform’s basic feature extraction module. The reported run shows the extractor failing to find a close-price field for the selected instruments, producing no feature rows and…

AkcijasĶīnas tirgi