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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

7,910 documentos

Strategy library

This open-source strategy describes a multi-indicator approach to long and short signals using Parabolic SAR, moving averages, Squeeze Momentum, and a volume histogram. Its stated logic combines a PSAR reversal with moving-average positioning, momentum color…

Indicadores técnicosMomentumSeguimento de tendênciasVolatilidade
Strategy library

This trend-following method combines the Ichimoku conversion line, base line, leading spans, and lagging span. It treats a conversion-line crossover as a directional signal, then requires price to be on the corresponding side of the cloud and the cloud…

Seguimento de tendênciasIndicadores técnicosGestão do riscoFuturos
Strategy library

This strategy pairs RSI threshold crossings with a filter based on the current close relative to recent closing-price extremes. A long signal requires RSI to cross back above the oversold threshold and the close to exceed a fraction of the highest close over…

MomentumReversão à médiaIndicadores técnicosGestão do risco
Strategy library

This strategy uses TEMA crossovers on two timeframes to set direction and time trades. A higher timeframe crossover establishes a bullish or bearish bias, while a lower timeframe crossover triggers entries and exits. The settings allow long-only, short-only,…

Seguimento de tendênciasIndicadores técnicosTestes históricosFuturos
Strategy library

The document introduces the z-score as a measure of how far a value lies from its mean in standard deviation units, then presents a BTCUSD strategy script intended for a five-minute chart. It smooths Heikin-Ashi-derived prices with an EMA, standardizes that…

CriptoativosIndicadores técnicosEstatísticaTestes históricos
Strategy library

This read-only Web3 scanner compares yield opportunities across Ethereum, Arbitrum, Base, and BNB Chain. It reports Aave V3 supply and borrowing rates, utilization, available liquidity, and collateral limits; estimates leveraged stablecoin lending returns;…

Finanças descentralizadas (DeFi)MultiactivosGestão do riscoMicroestrutura de mercado
Strategy library

This document explains a Keltner Channel breakout method. It builds a center line from a configurable moving average, then places upper and lower bands at a chosen multiple of a range measure. The center line can use an exponential or simple moving average;…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This note outlines a trend strategy that combines two exponential moving averages, MACD confirmation, and volatility-scaled exits. Its stated entry logic favors a long position when price is above the faster EMA, the faster EMA is above the slower EMA, and…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy uses the Smart Money Index (SMI), calculated from a smoothed combination of intraday price changes, to guide directional trades. The document describes rising SMI as a bullish indication and falling SMI as bearish, with entries following the…

FuturosSentimento de mercadoSeguimento de tendênciasIndicadores técnicos
Strategy library

The script builds a daily high-low range during a configured Asia session, then permits close-confirmed breakouts during a later trading window. A long entry requires a close crossing above the range high and, when enabled, above an exponential moving…

Matérias-primasRutura de níveisIndicadores técnicosGestão do risco
Strategy library

This BTC futures strategy uses a Fisher Yurik indicator derived from price extremes over a selected period. It opens a long position when the positive-side Fisher series rises from its prior value. The description presents a percentage-based profit target…

FuturosIndicadores técnicosSeguimento de tendênciasGestão do risco
Strategy library

This BTC futures strategy combines Keltner Channels, a volatility stop, and Waddah Attar Explosion (WAE) signals across timeframes. It enters long when price is above the upper Keltner band, above the volatility stop, and WAE indicates strong upward…

FuturosRutura de níveisSeguimento de tendênciasIndicadores técnicos
Strategy library

This Hummingbot controller adjusts a market-making reference price and quote spreads using candle data. It calculates MACD and its histogram, then combines a standardized MACD reading with the histogram’s sign to shift the reference price. The shift is…

Criação de mercadoVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This Bitcoin strategy combines RSI, MACD, and three simple moving averages to seek long entries. Its described setup requires RSI to move back into a specified range, a bullish MACD crossover, and the closing price to be below all three averages. It sets a…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

This example applies technical signals calculated from the S&P 500 index to a universe of Nasdaq 100 stocks. It constructs separate strategies from the index's TRIX, RSI, or rate of change, then assigns liquid stocks binary exposure when paired comparisons…

AçõesMercados dos EUAIndicadores técnicosMomentum
Strategy library

This Bitcoin trend-following approach uses a fast and a slow moving average to define direction: an upward crossover signals a long entry and a downward crossover signals a short entry. RSI acts as a directional filter, allowing long entries above 50 and…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines candlestick engulfing patterns with price crossings of a moving average. It tracks bullish and bearish engulfing formations, then uses the relative timing of price and moving average crossovers to confirm direction. The code supports…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco
Strategy library

This document describes a reversal strategy that combines Bollinger Bands with RSI. The written explanation looks for RSI to leave an extreme zone alongside a price move through a band, then uses the bands as changing exit levels. It explains the indicators…

Indicadores técnicosReversão à médiaGestão do riscoTestes históricos
Strategy library

This document describes a short-entry strategy based on a two-candle bearish Harami. The prior candle must be bullish and exceed a minimum body size; the following candle must be bearish, have a smaller body, and fit within the prior candle's real body. When…

CriptoativosFuturosIndicadores técnicosReversão à média
Strategy library

This short programming exercise demonstrates an RSI-based trading loop. It reads the latest market quote, account balances, and four-hour records, then calculates a 14-period RSI. When RSI is above 70 and the account holds the asset, it submits a sell order…

Indicadores técnicosReversão à médiaDimensionamento de posiçõesExecução
Strategy library

The narrative describes a long-only Bollinger Band trend strategy: enter when the close crosses above the upper band and exit when it falls below the lower band. It gives a default 20-period basis, a standard-deviation multiplier of 2, and several selectable…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This document presents a trend-following approach that compares fast and slow RSI readings on a higher timeframe, using lengths of 20 and 50. A cross of their difference above zero signals a long position; a cross below zero signals a short position. The…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

The document describes a long-only strategy that uses a 12-period RSI and several oversold thresholds for entries. It calls for buying when RSI falls below a threshold while the close is higher than the prior close, with stated buy levels at 20, 18, and 14.…

CriptoativosFuturosIndicadores técnicosGestão do risco
Strategy library

The Adaptive Price Zone strategy creates upper and lower bands around a smoothed close. It smooths both closing prices and the high-low range using double exponential moving averages, with a smoothing length derived from the square root of the selected…

Indicadores técnicosReversão à médiaVolatilidadeFuturos