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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

79,386 documentos

vn.py community

This short forum exchange addresses how to detect an invalid order price before submitting an order through VeighNa. The response says the framework does not generally filter prices in advance, although its graphical interface prevents users from entering…

ExecuçãoFuturos
Hummingbot docs

This recap describes Hummingbot Miner’s first year, during which token issuers used rewards to attract decentralized market makers. It reports campaign participation, reward payouts, filled trading volume, and activity across Binance and a new KuCoin launch.…

CriptoativosCriação de mercadoMicroestrutura de mercadoExecução
SuperMind

The proposed screen selects main-board stocks with circulating market value between 5 billion and 10 billion yuan, turnover between 3% and 12%, and a stated daily maximum decline between 4% and 5%. The article presents the filters as a way to find stocks…

Mercados da ChinaAçõesIndicadores técnicosGestão do risco
MQL5 code base

This Expert Advisor trades when the ColorZeroLagTriX indicator cloud changes color. It forms a signal at bar close when the oscillator crosses its signal line, making the method dependent on a confirmed closing-bar crossover rather than an intrabar move. The…

CâmbioIndicadores técnicosTestes históricos
MQL5 code base

The indicator compares three moving averages whose configured periods must increase from the first average to the second and then the third. It colors the display green when all three averages are ordered from highest to lowest, and red when they are ordered…

Indicadores técnicosSeguimento de tendências
SuperMind

This stock-selection post describes a screen using three short-term conditions: a positive ten-day return below 35%, daily amplitude above 1%, and a stated concentration measure below 20%. It frames these filters as a way to identify stocks with recent gains…

Mercados da ChinaAçõesIndicadores técnicosGestão do risco
SuperMind

This community post proposes a Chinese stock screen within the metaverse industry. It filters for prior-session actual turnover between 3% and 28%, an opening-auction price move ranked among the strongest in the market, and combined net buying by very large…

Mercados da ChinaAçõesMicroestrutura de mercadoExecução
BigQuant

This weekly Chinese equity research note reviews long-short screens built from high-frequency and technical factors. The listed signals include return skewness, downside volatility share, opening-period buying interest and large-order flows, reversal,…

Mercados da ChinaAçõesNegociação de alta frequênciaInvestimento em fatores
MQL5 code base

The Aroon Up and Down indicator tracks how recently a chart has made local highs and lows, using a configurable lookback period. Its lines can be used to identify when prices rise from a recent low or decline from a recent high, with line crossings presented…

CâmbioIndicadores técnicos
BigQuant

This article reviews global equity factor performance in the third quarter of 2021 and compares defensive factor positioning. It reports that momentum and low residual volatility led the pure factor results, while liquidity lagged. Regional index outcomes…

AçõesInvestimento em fatoresMomentumVolatilidade
SuperMind

This article reviews global equity factor performance in the third quarter of 2021 and compares defensive factor positioning. It reports that momentum and low residual volatility led the pure factor results, while liquidity lagged. Regional index outcomes…

AçõesInvestimento em fatoresMomentumVolatilidade
SuperMind

This Chinese-language article describes an equity screen for Shenzhen main-board stocks associated with the metaverse theme. It selects stocks with a positive return, positive price-to-earnings and price-to-book ratios, and upper bounds on both valuation…

AçõesMercados da ChinaInvestimento em fatores
MQL5 code base

This chart indicator adapts the stochastic volatility concept to highlight periods when volatility is unusually low. It marks candidate bars with red lines in a separate indicator window and red candles on the price chart. The author suggests these periods…

VolatilidadeIndicadores técnicos
SuperMind

This document outlines a stock-selection screen that ranks securities by capital strength and requires weekly MACD to be above zero, alongside a year-based filter referring to 2021. It explains capital strength through trading volume and value, and describes…

Mercados da ChinaAçõesMomentumIndicadores técnicos
SuperMind

This document presents a Chinese equity screen for Shenzhen Main Board stocks, combining turnover from 3% to 12%, circulating market capitalization from 5 billion to 10 billion, price-to-earnings ratio from 0 to 29.01, and price-to-book ratio from 0 to 3.11.…

Mercados da ChinaAçõesInvestimento em fatoresEstatística
SuperMind

This document proposes screening stocks whose codes begin with 60, keeping those with turnover between 3% and 12%, then ranking them by a measure described as capital strength. The commentary presents the ranking as a way to identify actively financed market…

Mercados da ChinaAçõesExecução
SuperMind

This document describes a Chinese stock screen using amplitude above 1, a stated K-line value below 20, and prior-day actual turnover between 3% and 28%. It presents these conditions as a way to find stocks with notable price movement and moderate trading…

Mercados da ChinaAçõesIndicadores técnicosAprendizagem automática
ProRealCode

This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…

Indicadores técnicosMomentumOpçõesSeguimento de tendências
SuperMind

The post proposes screening Chinese equities for elevated daily range, at least one daily gain of 10% or more during the past 25 trading days, and a pre-open price change below 6%. It then extends the screen with company and industry comparisons, including…

AçõesMercados da ChinaMomentumVolatilidade
SuperMind

This Chinese A-share screening idea combines three technical conditions: at least five moving averages are described as converging, the KDJ indicator has just formed a bullish crossover, and the 20-day moving average is above the 120-day average. The post…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This stock screen combines a metaverse-concept filter with a simple price condition: the current close must be above the previous session’s low. It also excludes Beijing-listed A shares. The document gives corresponding indicator logic and a Python example,…

AçõesMercados da ChinaIndicadores técnicosDimensionamento de posições
SuperMind

This Chinese-language post proposes screening stocks using turnover, displayed best-level bid and ask volume, and large-order net inflow. Its final selection rule requires turnover between 3% and 15%, bid volume greater than ask volume, and large-order net…

AçõesMicroestrutura de mercadoIndicadores técnicosEstatística
MQL5 code base

The Trend Risk indicator estimates a smoothed price and a smoothed high-low range, then uses a deviation multiplier to form upper and lower channel boundaries. A close above the upper boundary or below the lower boundary places the boundary value in a signal…

Indicadores técnicosSeguimento de tendênciasRutura de níveisGestão do risco