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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
Quantpedia
86 documentos
TqSdk
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 equity screen combines price amplitude above 1, company scale above 200 million yuan, and a dividend ratio above 25% for 2019. The article presents these conditions as a way to identify larger companies with substantial price movement and a high…

AçõesMercados da ChinaVolatilidadeInvestimento em fatores
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1, current volume above 10,000 lots, a higher opening price, and a gain below 6% at 9:25. The article frames amplitude and volume as signs of trading activity and treats the capped early…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This Chinese equity screening rule combines a short-term trend filter with an opening-auction activity measure. It selects stocks whose 20-day moving average is above the 120-day average, then ranks funding strength using yesterday’s turnover rate relative…

AçõesMercados da ChinaSeguimento de tendênciasMomentum
SuperMind

The proposed screen selects stocks whose 20-day moving average is above the 120-day moving average, then requires prior-day trading value above 60 million yuan. The moving-average relationship is used as a medium-term trend filter, while the trading-value…

Mercados da ChinaAçõesSeguimento de tendênciasIndicadores técnicos
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, no reported past losses, and institutional net buying above a stated 5% threshold. The intended idea is to combine a small-company profile and a basic profitability…

Mercados da ChinaAçõesInvestimento em fatoresSentimento de mercado
SuperMind

This screen combines three conditions: daily amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It sorts selected stocks by trading value in descending order. The stated rationale is to identify shares with…

Mercados da ChinaAçõesVolatilidadeMomentum
SuperMind

This stock screen ranks candidates by turnover ratio, selecting the top 100, then filters for positive returns over ten days below 35%. The document also describes a listing-date condition, though its stated threshold of a listing date on or after the…

Mercados da ChinaAçõesMomentumIndicadores técnicos
SuperMind

This note describes a Chinese stock screen requiring at least five moving averages to cluster near one another, a tradable market capitalization above 10 billion yuan, and a positive 10-day return below 35%. It names the 5-, 10-, 20-, 30-, and 60-day…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This note proposes ranking stocks from strongest to weakest by a capital-flow-strength measure, then selecting the top N. Its original screening description excludes Beijing-listed A-shares, while its later suggested refinement says to include them to…

Mercados da ChinaAçõesSentimento de mercadoEstatística
SuperMind

This note outlines an A-share screening rule requiring the 20-day moving average to be above the 120-day average, MACD to be above zero, and RSI to be below 65. The moving-average relationship is intended to represent an established price trend, the MACD…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This note describes a Chinese A-share stock screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s trading leaderboard, and a current low below the previous day’s low. The leaderboard condition is used as a proxy for market…

Mercados da ChinaAçõesIndicadores técnicosGestão do risco
SuperMind

This Chinese equity selection concept combines three elements: ranking stocks by capital or trading strength, considering company characteristics, and looking for a shortening MACD histogram below zero on a 15-minute chart. The note associates higher volume…

AçõesIndicadores técnicosMomentumGestão do risco
SuperMind

This Chinese equity screen selects stocks priced below 12 yuan, with a positive return over the previous 10 days that remains below 35%, and a measure of price movement above 1%. The note presents the conditions as a way to combine recent upward movement, a…

AçõesMomentumIndicadores técnicosGestão do risco
SuperMind

This Chinese equity screen combines a stated turnover range of 3% to 12% with a reversal, or “recovery,” pattern, while excluding stocks that hit the upper price limit the previous day. The note also includes formula conditions involving price movement,…

AçõesReversão à médiaIndicadores técnicosGestão do risco
SuperMind

This note proposes a Chinese equity screening idea based on five moving averages: 20, 30, 60, 90, and 120 days. It treats convergence of the averages as a possible buy signal, reasoning that it may reflect agreement about short- and medium-term direction. It…

AçõesIndicadores técnicosSeguimento de tendências
SuperMind

This stock screen combines a price ceiling, a 20-day moving average above the 120-day average, and a capital-strength ranking based on the volume ratio. The post describes selecting from the top 100 stocks by that measure. It interprets the moving-average…

AçõesIndicadores técnicosMomentumGestão do risco
SuperMind

This proposed stock screen combines three conditions: at least five moving averages overlap, the company meets a chosen ownership-type criterion, and the stock has hit its daily price limit more than twice within ten days. The post interprets moving-average…

AçõesIndicadores técnicosMomentumRutura de níveis
SuperMind

This stock selection rule ranks candidates by capital strength, retains the five stocks with the greatest auction turnover for the day, and requires the price gain at 9:25 to remain below the stated ceiling. The accompanying explanation treats capital…

AçõesMomentumMicroestrutura de mercadoIndicadores técnicos
SuperMind

This Chinese-language stock screener combines three signals: a shortening green MACD histogram on a 15-minute chart, net buying by large orders during the afternoon, and a daily increase in holdings above the stated threshold. The explanation interprets…

AçõesIndicadores técnicosMomentumGestão do risco
SuperMind

This Chinese stock screening proposal combines three signals: an opening price gain below 6% at 9:25, a high volume ratio, and a high ranking for prior-day net inflows attributed to large market participants. The article describes ranking stocks by volume…

Mercados da ChinaAçõesMomentumIndicadores técnicos
SuperMind

This document presents a historical stock selection rule for Chinese equities: select stocks in 2021 whose 20-day moving average is above the 120-day moving average and whose daily range exceeds 1% of the previous close. The moving average comparison serves…

Mercados da ChinaAçõesIndicadores técnicosSeguimento de tendências
SuperMind

This document describes a Chinese stock screening rule built around trading activity and share supply. Its initial description specifies turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and a volume ratio above 1.5 but…

Mercados da ChinaAçõesIndicadores técnicosGestão do risco
SuperMind

This short-term stock screen combines turnover, opening price, and recent price direction. It selects shares with turnover from 3% to 12%, an opening price within five percent of the 10-day moving average, and three consecutive declining closes. The…

AçõesIndicadores técnicosReversão à médiaGestão do risco