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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
WonderTrader
14 documentos
Alphalens
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 polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…

MultiactivosFuturosMercados à vistaArbitragem
Strategy library

This simple long-only strategy aims to buy a short-term price dip and capture a possible rebound. It subtracts a multiple of 20-bar ATR from the low, smooths that adjusted series with a simple moving average, and enters when the market low crosses below the…

Reversão à médiaIndicadores técnicosGestão do riscoTestes históricos
Strategy library

This short-term system looks for breakout conditions in a one-minute MACD histogram, using Bollinger Bands around the histogram as trigger levels. Long entries require the histogram to fall below its lower band, an RSI reading above the stated threshold, and…

CriptoativosFuturosRutura de níveisIndicadores técnicos
Strategy library

This strategy uses Keltner Channel levels to place opposing stop entries on five-minute bars. When flat, it submits a buy stop at the upper band and a sell stop at the lower band as an OCO-style pair; when one side fills, it cancels the opposing order.…

Indicadores técnicosRutura de níveisSeguimento de tendênciasGestão do risco
Strategy library

This TradingView paper strategy describes a long-only Turtle-style approach for daily Bitcoin prices on Bitstamp. It enters when the close rises above the previous 20 days’ high, provided price is above a 50-day simple moving average. An initial stop is set…

CriptoativosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This QuantConnect example demonstrates how a custom buying power model can change order sizing and buying-power checks in a backtest. It applies the model to hourly SPY data, rounds the maximum order quantity down to a multiple of 100 shares, and then…

AçõesTestes históricosDimensionamento de posiçõesGestão do risco
Strategy library

This strategy uses fast and slow zero-lag least-squares moving averages (ZLSMA) to describe market direction, then uses MACD behavior to time entries. The accompanying explanation proposes taking trades when the moving-average trend and a MACD crossover…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines the Stochastic Momentum Index (SMI) and the Relative Strength Index (RSI) to generate long and short signals. An oversold SMI or low RSI can support a long entry, while the corresponding overbought conditions support a short. In…

CriptoativosFuturosIndicadores técnicosTestes históricos
Strategy library

This strategy draws on Elder Ray's bull and bear power concept, measuring the day's high and low relative to an exponential moving average used as a value reference. The article describes using these differences to represent buying and selling pressure, then…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

This trend-following approach pairs a short-period EMA with a longer-period EMA and checks the crossover against RSI momentum. An upward crossover generates a long signal only when RSI exceeds a configurable level; a downward crossover generates a short…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This combined strategy requires agreement between a stochastic-based reversal signal and a two-period exponential moving average signal. The reversal component evaluates recent closing-price sequences alongside fast and slow stochastic values relative to a…

CriptoativosFuturosReversão à médiaSeguimento de tendências
Strategy library

This strategy uses a moving-average center line and standard-deviation bands to identify price breakouts. The basis can use several moving-average types, while the band width is set by a standard-deviation multiplier. A close crossing above the upper band…

CriptoativosFuturosRutura de níveisVolatilidade
Strategy library

This strategy uses Average True Range to form adaptive long and short stop lines around the midpoint of each bar. A direction state changes when price crosses the prior opposing stop, providing trend-reversal signals. After entry, the described trailing…

CriptoativosFuturosSeguimento de tendênciasVolatilidade
Strategy library

This document describes a crossover approach using a linear regression line, a moving average of that line, and an exponential moving average of price. The stated method treats an EMA crossing the averaged regression line as an entry or exit signal, and…

Indicadores técnicosSeguimento de tendênciasEstatísticaGestão do risco
Strategy library

This strategy combines prior-day price levels with moving average signals. It treats a move beyond the previous day's high or low as a breakout, then uses a fast 10-period and slow 30-period moving average crossover to confirm direction. The described…

CriptoativosFuturosRutura de níveisSeguimento de tendências
Strategy library

This strategy applies the Fisher Transform to normalized midpoint prices over a lookback window. It smooths the normalized value, constrains it near its allowable bounds, then transforms it; the direction of change in the resulting indicator determines…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy measures momentum as the difference between the current close and the close 18 periods earlier, then measures the one-period change in that momentum. Positive values for both measures indicate a long bias; negative values for both indicate a…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy combines MACD crossover signals with a 200-day simple moving average as a broad trend filter. It describes buying when the MACD line is above its signal line, remains below zero, and price is above the moving average. It describes short entries…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy uses On-Balance Volume to identify an upward trend, then builds a long position through repeated entries. A signal occurs when OBV, centered by its moving average, crosses above zero while the fast EMA is above the slow EMA. The source allows…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This trend-following strategy applies a Fisher Transform to the midpoint of each bar, normalized over a configurable lookback using recent highs and lows. The calculation is smoothed and bounded before transformation. It opens a long position when the…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This educational moving-average strategy uses separate EMA crossover settings for entries and exits. It opens a long position after the entry crossover persists for a configured observation period, sizing the purchase as a fraction of available cash. While…

CriptoativosMercados à vistaSeguimento de tendênciasIndicadores técnicos
Strategy library

This strategy combines Bollinger Bands and Keltner Channels to identify volatility compression and subsequent breakouts. The visible script configures both indicators with 20-period lengths, uses standard deviation for the Bollinger Bands and ATR for the…

Rutura de níveisVolatilidadeIndicadores técnicosGestão do risco
Strategy library

This market-making bot adjusts its orders according to the relative value of its coin inventory and cash balance. It values inventory using prices offset from the best ask and bid by a configured percentage spread. When coin value is high relative to cash,…

Criação de mercadoExecuçãoMicroestrutura de mercadoCriptoativos
Strategy library

This Bitcoin futures strategy uses 9-period and 21-period exponential moving averages to signal trend changes. It enters long when the shorter average crosses above the longer one and short on the reverse crossover. The stop is placed at the recent…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos