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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
Binance API docs
45 documentos
Aulas Quantopian
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

7,910 documentos

Strategy library

This document describes a two-sided crypto futures system that holds long and short exposure and seeks to follow strong moves. It discusses adding to a position when price reverses, then clearing all positions when combined theoretical and floating profit…

CriptoativosFuturosSeguimento de tendênciasNegociação em grelha
Strategy library

This configurable strategy uses the midpoint of high and low EMA bands to define trend direction. A move above the middle band can trigger a long entry, while a move below it can trigger a short. Optional settings add a slower EMA direction filter or allow…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines price and trading-volume breakouts with a simple moving average (SMA) filter. It opens a long position when the close exceeds the prior price-window high, volume exceeds its prior window high, and price is above the SMA. A short entry…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This BTC futures strategy combines EMA direction, higher-timeframe price zones, volume confirmation, and ATR-based exit levels. In the stated long setup, the 9- and 15-period EMAs rise for three periods, price is above the demand zone, and the 20-period…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy uses a rolling highest-high and lowest-low channel to define breakout levels. A close above the prior channel high signals a long position, while a close below the prior channel low signals a short position; the default channel length is 20…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This brief describes an exchange-running market-making tool that reads the current price and places buy and sell orders to add visible order-book depth. It also mentions copying another market’s price action or using another trend as a reference. The…

CriptoativosCriação de mercadoMicroestrutura de mercadoExecução
Strategy library

This BTC futures strategy combines fast and slow exponential moving averages with MACD crossovers to identify directional changes. It takes a long position when both indicators cross upward and RSI is above the oversold threshold; it takes a short position…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This library provides helper routines for opening and reducing long or short cryptocurrency futures positions. The opening routine reads the existing position, submits orders with a configurable price offset, checks position changes, and cancels outstanding…

CriptoativosFuturosExecuçãoDimensionamento de posições
Strategy library

This QuantConnect example demonstrates scheduling callbacks with date rules and time rules. It shows one-time events, daily callbacks timed relative to a security’s market open or close, weekday schedules, recurring intervals, and a month-start event. The…

AçõesGestão do riscoExecução
Strategy library

D-Man Maker V2 configures a market-making controller that places maker-side dollar-cost-averaging orders at progressively wider price offsets. For buys, levels are set below the reference price; for sells, they are set above it. Configurable spreads and…

Criação de mercadoNegociação em grelhaExecuçãoGestão do risco
Strategy library

Volume Flow v3 separates volume on rising candles from volume on falling candles, then smooths each series with a selectable simple, exponential, or double exponential moving average. The difference between those averages indicates which side has had greater…

Indicadores técnicosFuturosCriptoativosRutura de níveis
Strategy library

This strategy compares 14-period RSI readings from 15-minute, hourly, and four-hour charts. The accompanying explanation describes using the shorter-period RSI relative to the two longer readings to assess alignment, with extreme readings around 30 and 70 as…

Indicadores técnicosMultiactivosFuturosReversão à média
Strategy library

This strategy combines moving-average direction, MACD momentum, and RSI strength to trigger trades only when all three signals align. It enters long when the faster EMA crosses above the slower EMA while MACD is above its signal line and RSI is above the…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
Strategy library

The strategy uses configurable fast, slow, and exit moving averages, each selectable from simple, exponential, weighted, or Hull types. A long entry requires price to cross above the fast average while price remains above the exit average and the fast…

FuturosSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This strategy for a gold futures contract combines candle structure, relative volume, a moving-average trend filter, and time-of-day restrictions. A long setup requires a bullish candle that encompasses the prior bar’s range, closes above the prior open, and…

FuturosMatérias-primasIndicadores técnicosMomentum
Strategy library

This technical strategy plots Parabolic SAR and builds an envelope around its EMA using a multiple of the SAR series’ standard deviation. A long signal occurs when SAR crosses above the lower deviation line, while a short signal occurs when SAR crosses below…

FuturosCriptoativosIndicadores técnicosVolatilidade
Strategy library

This example implements a simple long-only Bollinger Band strategy within a reusable trading framework. It buys when the latest close moves above the lower band after the prior close was below it, then sells when the close moves above the upper band after…

CriptoativosReversão à médiaIndicadores técnicosExecução
Strategy library

This strategy uses the CCT Bollinger Band Oscillator, calculated from a price series, and its EMA to generate reversal trades. It enters long when the oscillator crosses above its EMA by more than a specified margin, and short when it crosses below by more…

FuturosCriptoativosReversão à médiaIndicadores técnicos
Strategy library

This example builds a monthly rebalanced U.S. common-stock portfolio. Its pipeline screens for stocks in the middle portion of a 90-day average dollar-volume ranking and, when the fee limit is enabled, excludes names whose recorded borrow fee exceeds the…

AçõesDimensionamento de posiçõesExecuçãoMercados dos EUA
Strategy library

This script defines an inside day by checking whether the prior daily high and low both fall within the daily range from two days earlier. When that condition holds, it places stop entries at the prior day's high and low, subject to a selectable…

Rutura de níveisFuturosVolatilidadeDimensionamento de posições
Strategy library

This strategy combines a pivot-based SuperTrend with a double exponential moving average (DEMA) to form directional signals. The SuperTrend is built from pivot highs and lows, adjusted using average true range (ATR), and maintained as a trailing level. The…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

This system combines Bollinger Bands with the Chande Momentum Oscillator (CMO) to identify potential reversals from extreme price moves. It uses a 20-period moving average with bands two standard deviations away, alongside a 14-period CMO with stated…

CriptoativosFuturosReversão à médiaMomentum
Strategy library

This document describes a live dashboard for comparing funding rates across Binance, Huobi, OKEX, Gate, and Bybit. It gathers rates for symbols quoted in USDT, converts them to percentage values, associates rates with symbols, and displays each venue's rate…

CriptoativosFuturosFuturos perpétuosEstatística
Strategy library

This strategy combines RSI, MACD, and Stochastic signals to generate directional trades, then sets profit targets and stop losses as percentages of average entry price. Its stated long condition requires all three indicator crossover signals, while the short…

Indicadores técnicosMomentumGestão do riscoDimensionamento de posições