Saltar para o conteúdo

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 machine-learning example predicts whether each crypto futures asset’s next closing price will rise or not, then uses those binary predictions as portfolio weights. It builds candidate features from futures data, including a weighted moving-average trend…

CriptoativosFuturosAprendizagem automáticaEstatística
Strategy library

This approach combines a price reversal rule based on recent closes and the stochastic oscillator with a Triple Exponential Moving Average (TEMA) direction filter. The reversal component produces a bullish or bearish state from a two-step change in closing…

CriptoativosFuturosIndicadores técnicosSeguimento de tendências
Strategy library

This strategy looks for disagreement between price pivots and RSI pivots. A regular bullish divergence pairs a lower price low with a higher RSI low, while a regular bearish divergence pairs a higher price high with a lower RSI high. The described entry…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This strategy combines a fast and slow EMA crossover with a higher-timeframe EMA filter. It describes long entries when the fast EMA crosses above the slow EMA while above the reference EMA, or crosses above the reference EMA itself; short signals use the…

FuturosCriptoativosSeguimento de tendênciasIndicadores técnicos
Strategy library

The described method seeks aligned directional signals from a bundle of indicators: a fast/slow moving-average crossover, MACD, RSI, stochastic, and price relative to VWAP. A long signal requires bullish readings across those measures, while a short signal…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

This strategy combines several technical measures on 15-minute price data to produce long and short signals. A 10-period and 30-period simple moving average crossover sets direction; MACD, RSI relative to 50, price relative to a volume-weighted average, and…

Indicadores técnicosMomentumGestão do riscoTestes históricos
Strategy library

The document describes a short-term crossover strategy using an 8-period EMA and a 34-period EMA for directional signals, with a 200-period simple moving average as a trend filter. It specifies ATR-based exits using a 14-period ATR: a stop at 1.5 times ATR…

FuturosMomentumSeguimento de tendênciasIndicadores técnicos
Strategy library

This script defines momentum as the difference between the current close and the close 12 bars earlier, then measures whether that momentum itself is rising or falling. It places a stop entry one minimum tick above the bar’s high when both measures are…

MomentumIndicadores técnicosGestão do risco
Strategy library

This tutorial template uses a Ridge Classifier to predict whether a stock's next closing price will be higher or lower than its current close. Its main example loads Amazon data from the Nasdaq-100 universe, uses log closing prices as features, and reserves…

Aprendizagem automáticaAçõesEstatísticaTestes históricos
Strategy library

This strategy pairs Bollinger Bands with a reversal candle pattern. It looks for a candle whose body is less than half the preceding candle's body, with the two candles changing direction, after the preceding close has moved outside a band. A smaller bullish…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

This trend strategy combines MACD crossovers with a set of 14 bands. Each band is built from a price linear regression line plus or minus a multiple of price standard deviation over a different lookback. The overview describes selecting the most distant…

Indicadores técnicosSeguimento de tendênciasRutura de níveisVolatilidade
Strategy library

This indicator combines Bollinger Bands with a smoothed Stochastic RSI to flag potential reversals. A bullish signal follows a close below the lower band when the next close returns above it and both Stochastic RSI lines are below the lower threshold. A…

Indicadores técnicosReversão à médiaFuturosCriptoativos
Strategy library

PresentTrend is a trend-following method that builds a trailing level from average true range and a custom indicator using either RSI or MFI. The indicator’s value is compared with its value two bars earlier to generate long and short signals; a direction…

FuturosSeguimento de tendênciasIndicadores técnicosVolatilidade
Strategy library

This document describes an execution utility for opening, closing, or reversing positions in two perpetual futures contracts. When opening, it calculates each leg's quantity from a shared per-asset value and the current ticker price, with a contract-value…

FuturosFuturos perpétuosArbitragemExecução
Strategy library

This cryptocurrency strategy uses a 50-period EMA and a 100-period SMA to set direction: an upward crossover opens a long position, while a downward crossover opens a short. RSI provides exit conditions, closing longs above the stated overbought level and…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This BTC perpetual futures strategy combines an EMA crossover with RSI and ADX filters. It enters long when price crosses above the EMA while RSI is above 50 and ADX exceeds a threshold; short entries use the inverse crossover and RSI condition. ATR sets…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This scalping strategy uses higher-timeframe trend filters to constrain entries on a lower timeframe. It compares the current price with exponential moving averages calculated on hourly, four-hour, and daily intervals; longs require price above all three…

FuturosCriptoativosIndicadores técnicosMomentum
Strategy library

This strategy combines three exponential moving averages with Supertrend direction. It uses the 5-, 10-, and 20-period averages to identify bullish or bearish alignment: the faster averages must sit on the corresponding side of the 20-period average, with…

Indicadores técnicosSeguimento de tendênciasFuturosTestes históricos
Strategy library

This strategy combines MACD conditions with a 200-period simple moving average to filter directional trades. The described long setup requires positive MACD momentum and histogram readings, the fast average above the slow average, and price above the…

Indicadores técnicosSeguimento de tendênciasMomentumFuturos
Strategy library

This strategy places a sequence of buy and sell levels across a price range. The range can be set manually or estimated from recent closing prices using highs and lows, or an average with a deviation. Grid spacing follows from the range and the selected…

Negociação em grelhaReversão à médiaFuturosDimensionamento de posições
Strategy library

This BTC/USDT futures strategy uses the TTM Squeeze framework to identify periods when Bollinger Bands contract inside Keltner Channels. It enters a long position after three consecutive squeeze bars and exits when price crosses below a 21-period simple…

CriptoativosFuturosRutura de níveisVolatilidade
Strategy library

The strategy derives speed, acceleration, jerk, and jounce from a Hull Moving Average. It opens long positions when acceleration, jerk, and jounce are all positive, and shorts when all three are negative. Positions may close on a signal in the opposite…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This one-hour Bitcoin strategy takes short positions when Stochastic RSI forms a reversal signal: K was recently overbought, crosses back below the threshold, and sits below D. It also requires price below a higher-timeframe EMA, a low reading from its VIX…

CriptoativosIndicadores técnicosGestão do riscoSeguimento de tendências
Strategy library

This source describes a bar-based moving-average strategy that compares closing prices with a simple moving average and checks the latest price’s distance from that average. An upward-cross signal is intended to open long positions when both the bar close…

AçõesIndicadores técnicosDimensionamento de posiçõesExecução