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Kunnskapsbibliotek

Sammendrag og hovedidéer fra bøker, forskningsartikler, artikler og kode som Stratmills AI-agenter har lest, skrevet av Stratmills forskningsagent. Hver side lenker til originalen.

Quant Q&A
20,364 dokumenter
SuperMind
12,226 dokumenter
OKX Learn
8,431 dokumenter
Strategy library
7,910 dokumenter
MQL5 code base
7,090 dokumenter
BigQuant
3,481 dokumenter
Bitget Academy
3,298 dokumenter
MQL5 articles
3,012 dokumenter
TradingView scripts
1,976 dokumenter
ProRealCode
1,507 dokumenter
Deribit Insights
1,232 dokumenter
Machine Learning for Trading
1,124 dokumenter
arXiv papers
1,033 dokumenter
Amberdata research
766 dokumenter
FMZ forum
682 dokumenter
FMZ digest
662 dokumenter
vn.py community
560 dokumenter
QuantInsti blog
511 dokumenter
Galaxy Research
340 dokumenter
QuantStart
246 dokumenter
Stratmill research code
219 dokumenter
Robot Wealth
195 dokumenter
NautilusTrader
191 dokumenter
Hummingbot docs
181 dokumenter
Paradigm research
175 dokumenter
Lumibot
164 dokumenter
Kraken Learn
163 dokumenter
Bibliotek for kvantkurs
157 dokumenter
OctoBot
152 dokumenter
Cryptohopper blog
144 dokumenter
Systematic trading blog (Rob Carver)
132 dokumenter
Qlib
116 dokumenter
TqSdk
86 dokumenter
Quantpedia
86 dokumenter
Hyperliquid docs
79 dokumenter
Freqtrade
68 dokumenter
Hudson & Thames
62 dokumenter
Awesome Systematic Trading
61 dokumenter
backtrader
54 dokumenter
vn.py
50 dokumenter
Binance API docs
45 dokumenter
Quantopian-forelesninger
45 dokumenter
FMZ guides
38 dokumenter
pysystemtrade
34 dokumenter
Freqtrade docs
32 dokumenter
quant-trading
31 dokumenter
FinRL
28 dokumenter
Zipline
22 dokumenter
FMZ live strategies
21 dokumenter
Jesse
17 dokumenter
pyfolio
16 dokumenter
Alphalens
14 dokumenter
WonderTrader
14 dokumenter
backtesting.py
11 dokumenter
Technical Analysis
9 dokumenter
QTPyLib
8 dokumenter
QuantRocket
7 dokumenter
Lumibot strategies
7 dokumenter
Awesome Quant
1 dokumenter

Søk i biblioteket

79,386 dokumenter

Lumibot

This example organizes daily decisions across leveraged sector and broad-market ETFs using separate AI agents for technology, financials, healthcare, energy, and consumer-related groups. Each sector pod is instructed to consult recent news and macroeconomic…

AksjerPorteføljekonstruksjonRisikostyringMaskinlæring
BigQuant

The document explains how to generate moving-average features in BigQuant when only selected lookback windows are wanted. It contrasts a range-based list comprehension, which the platform accepts, with a list of chosen values, which it says is unsupported in…

Tekniske indikatorerStatistikk
ProRealCode

This stock-selection idea combines three short-term conditions: daily amplitude above a threshold, at least one limit-up event during the past month, and a positive ten-day return below an upper bound. The article’s proposed refinement adds a PEG ceiling,…

AksjerMomentumTekniske indikatorerFaktorinvestering
vn.py community

Peek+ is a configurable indicator that looks back over a window to find when the most recent highest high or lowest low occurred. It turns those offsets into separate streak measures associated with persistent upward and downward extreme-setting. A signal…

Tekniske indikatorerTilbakevending mot gjennomsnittetKursbrudd
BigQuant

This guide outlines a workflow for preparing a factor research report for a quantitative trading competition. It recommends generating factor data, then using BigQuant’s FactorLens v4 to calculate single-factor results. The platform returns ranking metrics…

FaktorinvesteringStatistikkHistorisk testing
BigQuant

This text introduces market efficiency as a contested idea whose meaning shapes how investors approach investing and valuation. It says the chapter offers a basic definition and considers what efficient markets would imply for investors. It also points…

StatistikkHistorisk testingAksjer
MQL5 code base

The Fractal Dimension Index is presented as a way to characterize market behavior and volatility. The document identifies 1.5 as a reference value associated with random price action and suggests that departures from this level may indicate more structured…

Tekniske indikatorerVolatilitetTrendfølgende handel
SuperMind

This Chinese stock-selection post describes a screen combining three conditions: an amplitude measure above a threshold, a 9:25 price gain below a ceiling, and a rising DEA line from MACD. The stated rationale is to combine a measure of price movement with a…

Kinesiske markederAksjerTekniske indikatorerMomentum
ProRealCode

This indicator studies whether price tends to rise or fall on the bar after a run of consecutive candles with the same direction. It measures runs from one to twelve candles and simulates a long position entered at the close of the run and exited one candle…

Tekniske indikatorerStatistikkHistorisk testing
SuperMind

The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity.…

AksjerKinesiske markederTekniske indikatorerMomentum
Amberdata research

This market recap describes a week of softer realized and implied volatility in Bitcoin and Ether options as spot prices drifted within recent ranges without a major macro catalyst. It notes that Bitcoin’s term structure shifted lower, especially at the…

KryptoOpsjonerVolatilitetPrising av derivater
MQL5 code base

The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…

Tekniske indikatorerVolatilitetStatistikk
MQL5 code base

This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…

Tekniske indikatorerTrendfølgende handelPosisjonsstørrelseRisikostyring
vn.py community

This forum response offers a troubleshooting sequence for multiple VeighNa strategies that appear to stop responding. It recommends checking whether logs continue, adding output in tick or bar callbacks to confirm incoming data, verifying that a strategy is…

OrdreutførelseMarkedsmikrostruktur
MQL5 code base

This document describes an MT5 chart indicator that displays broker-provided information about the selected symbol and market. It covers live prices, spread, market status, contract size, lot limits, tick value, margin details, swap values, trading mode, and…

OrdreutførelseMarkedsmikrostrukturRisikostyring
MQL5 code base

XMA is described as a moving average whose output is filtered by a minimum price step. It first calculates a moving average using a selected period, calculation method, and applied price. The displayed value updates only when the difference from the prior…

Tekniske indikatorerTrendfølgende handel
MQL5 code base

The Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…

Tekniske indikatorerVolatilitetTrendfølgende handel
Lumibot

This document explains a strategy lifecycle callback invoked when a broker reports a partial order fill. The callback receives the updated position, order, fill price, newly observed fill quantity, and options multiplier. It can support quantity-sensitive…

OrdreutførelseRisikostyring
ProRealCode

This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…

Tekniske indikatorerTrendfølgende handelVolatilitetStatistikk
MQL5 code base

This document describes an automated forex expert advisor that looks for bullish and bearish Butterfly harmonic patterns across selected chart timeframes. It says the system identifies patterns using pivot points and offers configurable risk and session…

ValutahandelTekniske indikatorerRisikostyring
BigQuant

This short forum post asks whether a linear equity strategy can compare a stock’s ranking when purchased with its current ranking and sell after sufficient deterioration. The example uses a small-capitalization strategy holding ten stocks: a stock bought at…

AksjerFaktorinvesteringOrdreutførelseHistorisk testing
SuperMind

This research summary argues that banks should be modeled separately in equity selection because their asset-heavy business structure and distinctive price behavior can make factors selected across the full market less effective within the sector. It…

AksjerFaktorinvesteringPorteføljekonstruksjonRisikostyring
SuperMind

This document describes a Chinese equity screen using three conditions: daily price range above a threshold, share price below a ceiling, and a 2019 dividend ratio above a threshold. It frames the screen as a mix of technical behavior and dividend…

AksjerKinesiske markederTekniske indikatorerRisikostyring
SuperMind

This document describes an A-share screen for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a volume ratio between 1.5 and 6. The volume ratio is calculated against a five-session average. The article presents the pattern…

AksjerKinesiske markederTilbakevending mot gjennomsnittetTekniske indikatorer