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Biblioteca de conhecimento

Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.

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

Pesquisar na biblioteca

12,226 documentos

SuperMind

This Chinese stock screen selects companies associated with the metaverse theme whose previous-day price is above the 250-day moving average and whose closing prices have declined for seven consecutive sessions. The stated rationale is to combine a themed…

Mercados da ChinaAçõesReversão à médiaIndicadores técnicos
SuperMind

The document proposes screening stocks using three conditions: daily amplitude above 1%, RSI below 65, and a 2019 dividend payout ratio above 25%. It combines a price-range measure and a momentum oscillator with a historical fundamental filter. The ratio is…

AçõesIndicadores técnicosInvestimento em fatoresGestão do risco
SuperMind

The document outlines a Chinese A-share stock screen based on daily price amplitude, a closing price of 18.5 yuan, and association with the metaverse concept. It presents amplitude above one percent as a way to select more volatile shares, uses the fixed…

AçõesMercados da ChinaVolatilidadeIndicadores técnicos
SuperMind

The document describes a stock selection rule combining three filters: daily high-low range exceeding 1% of the previous close, a stock code beginning with 60, and a listing age above a stated threshold. It presents the first two filters as ways to find more…

AçõesVolatilidadeIndicadores técnicosGestão do risco
SuperMind

This article describes an A-share stock screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and weekly MACD above zero. It presents the combination as a way to screen for liquidity and technical strength, then gives…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This document outlines a short-term stock selection screen for Shenzhen Main Board shares. It combines a daily amplitude threshold above one with a condition described as main-force control on the prior day, then filters for price-to-earnings ratios from…

AçõesMercados da ChinaIndicadores técnicosInvestimento em fatores
SuperMind

This proposed short-term stock screen combines intraday amplitude above 1%, current volume above 10,000 lots, a higher open, and IPO status in 2021. It is framed as a way to focus on active shares and market attention. The document includes a…

Mercados da ChinaAçõesMomentumMicroestrutura de mercado
SuperMind

This screen selects main-board stocks using three conditions: intraday amplitude above 1%, a stated 2019 dividend ratio above 25%, and a daily gain above 1%. The reference formulas express amplitude as the high-low range relative to the open and calculate…

Mercados da ChinaAçõesVolatilidadeMomentum
SuperMind

This stock-selection screen targets main-board shares outside the STAR Market. It combines turnover between 3% and 12%, a daily gain above 1% relative to comparable stocks, and a ratio of 2021 to 2018 revenue greater than 1.1. The accompanying indicator and…

Mercados da ChinaAçõesMomentumEstatística
SuperMind

The document outlines an equity selection rule combining amplitude above one, a rising bottom pattern, and a reversal or engulfing-style signal. It describes the first two conditions as ways to characterize price movement and the reversal condition as a…

AçõesIndicadores técnicosRutura de níveisGestão do risco
SuperMind

The document describes a short-term stock screen combining three conditions: amplitude above one, MACD above the zero line, and today’s low below yesterday’s low. It interprets amplitude as a sign of volatility, positive MACD as a favorable signal, and the…

AçõesIndicadores técnicosMomentumVolatilidade
SuperMind

This stock screen combines a turnover band, an upward-moving DEA signal, and persistent positive large-order net flow. It targets A-share stocks with turnover between 3% and 12%, a rising DEA indicator, and large-order net amount above 0.05 for at least…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This stock-screening rule selects shares whose daily high-low range exceeds one percent, whose KDJ indicator has just formed a bullish crossover, and whose K value is below 20. The post interprets the range condition as evidence of substantial volatility,…

AçõesIndicadores técnicosMomentumReversão à média
SuperMind

This document describes a Chinese equity screen requiring a sizable trading range, at least one daily gain of 10% or more during the recent 25-session window, and exclusion of Beijing-listed A shares. The idea combines a volatility condition with evidence of…

AçõesMercados da ChinaMomentumVolatilidade
SuperMind

This document outlines a Chinese equity screen for metaverse-related stocks. It selects shares with a previous-day actual turnover rate within a stated range and positive afternoon net buying by large orders. The proposed interpretation is that…

AçõesMercados da ChinaMicroestrutura de mercadoExecução
SuperMind

This document proposes a Chinese stock screen using three conditions: intraday amplitude above a threshold, a daily decline within a narrow band, and a previous day 9:15 opening match at the limit-down price. The rationale is that a sharp prior decline may…

AçõesMercados da ChinaReversão à médiaVolatilidade
SuperMind

This document describes a Chinese equity screen for metaverse-related stocks. It combines a close above the previous session’s low with specified price-to-earnings and price-to-book ranges, and limits the universe to Shenzhen main-board stocks. The…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

The strategy sorts U.S. stocks by price-to-book ratio to form a value portfolio. Within a universe limited in the implementation to the largest 3,000 stocks by market capitalization, it buys the lowest price-to-book quintile and shorts the highest. The…

AçõesInvestimento em fatoresConstrução de carteirasMercados dos EUA
SuperMind

The document outlines a stock-selection screen that ranks companies by money-flow strength, requires a dividend payout ratio above 25% in 2019, and selects stocks whose 30-day moving average is rising. It interprets stronger money flow as investor attention,…

Mercados da ChinaAçõesMomentumSeguimento de tendências
SuperMind

The document proposes a Chinese equity screen combining price amplitude above one, a shrinking negative MACD histogram on 15-minute bars, and a nonempty name for an outstanding convertible bond. It interprets the amplitude as a volatility filter and the…

Mercados da ChinaAçõesIndicadores técnicosVolatilidade
SuperMind

The document presents a Chinese stock screen using turnover, circulating share capital, and a historical dividend payout ratio. Its initial criteria specify turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and a 2019 payout ratio…

AçõesMercados da ChinaInvestimento em fatoresGestão do risco
SuperMind

This post describes a daily stock screen using three conditions: MACD above zero, share price below 12 yuan, and a bounded price change. The explanatory text gives the change range as -5% to 2.6%, although the headline abbreviates the condition as a gain…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This Chinese-language post outlines a daily A-share screening rule focused on the metaverse sector. It selects stocks whose indicated gain by 9:25 is below 6%, ranks eligible names by the current day's auction amount, and keeps the top five. The post…

Mercados da ChinaAçõesMomentumOrientadas por eventos
SuperMind

This 2020 investment analysis argues that Hong Kong equities looked attractive after the Hang Seng Index’s price-to-book ratio fell below one during the pandemic selloff. It compares prior episodes of the index falling below or nearing book value and reports…

AçõesMercados da ChinaInvestimento em fatoresConstrução de carteiras