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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 describes a short-term Chinese A-share screen for stocks classified in the metaverse theme. It selects candidates using a price-change condition tied to the 9:25 opening period and a prior-session turnover range. The article also gives example…

AkcijasĶīnas tirgiTehniskie indikatori
MQL5 code base

The document introduces volume-weighted average price as an intraday benchmark for comparing a stock’s current trading level with its volume-weighted average for the day. It notes that institutional traders and algorithms use VWAP to assess execution or…

Tehniskie indikatoriRīkojumu izpildeTirgus mikrostruktūra
SuperMind

This Chinese stock screen combines a daily price range threshold, a fixed closing price, and a measure described as the proportion of trading attributed to dominant participants. The article explains that the range condition is intended to select more…

AkcijasĶīnas tirgiTehniskie indikatoriRiska pārvaldība
MQL5 code base

Spectr is described as an indicator that measures the oscillation spectrum of a financial asset and normalizes it using a simple moving average. This gives a brief conceptual description of how the indicator relates price movement to a moving average, but…

Tehniskie indikatoriStatistika
SuperMind

This Chinese equity screen selects stocks associated with the robotics theme, with circulating market value below 10 billion yuan, turnover between 3% and 12%, and an appearance on the previous day's stock leaderboard. The article also gives formula-style…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
ProRealCode

The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…

Tehniskie indikatoriCenas izrāviensSekošana tendencei
SuperMind

This Chinese stock screen combines a metaverse industry classification with a relative-volume band and a sequence of declining closes. The stated selection conditions require volume ratio above 1.5 and below 6, alongside seven consecutive down days. The…

Ķīnas tirgiAkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtības
ProRealCode

This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
SuperMind

This Chinese-language post describes a mainland Chinese stock screen combining turnover rate, the ratio of outside to inside trading volume, and the current day’s price gain, then restricting candidates to main board stocks. It frames turnover as a liquidity…

AkcijasĶīnas tirgiTirgus noskaņojumsTehniskie indikatori
ProRealCode

This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
MQL5 code base

This note introduces fractal dimension as a way to describe how price patterns retain similar roughness across chart timeframes. It explains the concept through covering a pattern with objects of different sizes: the relationship between the number and scale…

Tehniskie indikatoriStatistikaSekošana tendencei
MQL5 code base

The document presents a trading-platform routine that limits a requested order size using a configured percentage of the account’s free margin. When the requested lots exceed the calculated cap, the routine reduces them and adjusts the result to the broker’s…

Riska pārvaldībaPozīcijas apjoma noteikšana
SuperMind

The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
BigQuant

This report studies whether changes in leading companies’ expected earnings can help select industries for rotation. Its premise is that revisions to a sector leader’s expected fundamentals may influence subsequent returns across related stocks. The analysis…

AkcijasFaktoru ieguldīšanaCenas impulssPortfeļa veidošana
SuperMind

This post describes a simple equity screen combining three conditions: a large daily trading range, moderate realized turnover on the prior day, and a current low below the previous session’s low. The proposed interpretation is that it identifies actively…

AkcijasTehniskie indikatoriSvārstīgumsĶīnas tirgi
BigQuant

This report examines whether selecting stocks within industries can improve factor comparisons by reducing structural differences between sectors. It groups stocks using a detailed industry classification, removes recent listings and very small firms whose…

AkcijasFaktoru ieguldīšanaVēsturisko datu pārbaudePortfeļa veidošana
SuperMind

This note proposes screening Chinese stocks associated with the metaverse theme, with circulating market capitalization above 10 billion yuan, and aggregate large- and extra-large-order buying during the opening auction above 7 million yuan. Its rationale is…

AkcijasĶīnas tirgiTirgus mikrostruktūraUz notikumiem balstīta tirdzniecība
SuperMind

This note describes a Chinese equity screen requiring turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and exclusion of STAR Market stocks. The accompanying example…

AkcijasĶīnas tirgiFaktoru ieguldīšanaStatistika
SuperMind

This note outlines an A-share screening approach that ranks stocks by volume ratio, then selects those with net-volume readings above 0.05 for at least three consecutive days and a 9:25 a.m. price change below 6%. It presents the conditions as a way to…

AkcijasĶīnas tirgiTirgus mikrostruktūraTehniskie indikatori
MQL5 code base

This document describes a Murrey Math level indicator variant that displays its levels as labels and allows their symbol and size to be changed through input parameters. The symbol value determines which character is used to represent the levels, while the…

Tehniskie indikatoriValūtu tirgus
backtrader

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

Vairāku aktīvu tirdzniecībaRīkojumu izpildePozīcijas apjoma noteikšanaVēsturisko datu pārbaude
vn.py community

This forum exchange concerns a VeighNa strategy that logged minute bars during a SimNow session but produced no logs or apparent activity the next morning, even though the interface still showed a CTP connection. A participant recommends adding internal…

Nākotnes līgumiRīkojumu izpildeĶīnas tirgi
SuperMind

This document describes an equity screening rule that combines price range, large-order net volume, and the opening price change. It selects stocks whose amplitude exceeds 1, whose large-order net volume measure stays above 0.05 for at least three…

AkcijasTehniskie indikatoriVēsturisko datu pārbaudeĶīnas tirgi
SuperMind

This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss