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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

BigQuant

The article examines why sector-themed equity funds attract investors and which industries may suit them, then develops two portfolio design approaches. It links investor demand to the visibility of past winners on financial technology fund platforms and…

AçõesMercados da ChinaInvestimento em fatoresConstrução de carteiras
SuperMind

This document describes a China A-share screening rule for companies classified in the metaverse industry. It combines a circulating share or float-size ceiling of 5.5 billion shares with a volume ratio above 1.5 and below 6. The volume ratio is described as…

Mercados da ChinaAçõesIndicadores técnicos
SuperMind

This proposed short-term stock screen combines three conditions: price amplitude above a threshold, a rounded price pattern relative to recent prices, and a measure formed by multiplying price change by net volume from very large orders. The accompanying…

AçõesMercados da ChinaIndicadores técnicosMicroestrutura de mercado
SuperMind

This proposed equity screen selects stocks based on an amplitude threshold, current trading volume above a stated level, a higher opening price, and a company-type condition. The accompanying analysis describes the screen as using price movement and volume…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

This document describes a channel indicator for identifying potential countertrend entries. It calculates the highest and lowest prices over a configurable lookback range, uses their midpoint as the channel center, and plots a simple moving average of…

Reversão à médiaIndicadores técnicosEstatística
SuperMind

This stock-selection rule combines valuation filters with short-term technical signals. It screens Shenzhen main-board shares for positive price-to-earnings and price-to-book ratios below stated upper bounds, RSI below 65, and a shrinking negative MACD…

AçõesMercados da ChinaIndicadores técnicosReversão à média
Amberdata research

This webinar recap reviews digital-asset market indicators around Q2 2024, covering Bitcoin exchange-traded fund flows, spot trading, DeFi lending, blockchain transfers, and tokenized real-world assets. It reports that Bitcoin ETF flows cooled in Q2, with…

CriptoativosMercados à vistaFinanças descentralizadas (DeFi)Dados on-chain
BigQuant

This brief platform discussion concerns an error encountered while plotting intraday minute bars for a futures strategy. The response identifies a data-availability issue: fields such as adjustment factors and suffixed close-price columns are not present in…

FuturosIndicadores técnicos
MQL5 code base

This indicator places two moving averages, labeled fast and slow, in the main chart window and uses a colored histogram to show the gap between a selected pair of values. The histogram can represent price versus the fast average, price versus the slow…

Indicadores técnicosSeguimento de tendências
SuperMind

This stock-selection idea combines three filters: daily range relative to an average true range measure, a large single-day gain within the recent 25 trading days, and a weekly moving-average crossover intended to identify a longer-term uptrend. The…

Mercados da ChinaAçõesMomentumSeguimento de tendências
ProRealCode

This indicator tracks breakouts beyond recent lows and highs over configurable lookback periods. Each new bearish breakout resets a counter for bars elapsed since that low event; each bullish breakout resets a separate counter since the high event. A buy…

Indicadores técnicosRutura de níveisMomentum
MQL5 code base

This document describes a semaphore signal indicator built around the XCCX_StDev oscillator. Its configurable mode selects among five signal rules: oscillator levels alone, deviation thresholds alone, both conditions together, or the combined conditions…

Indicadores técnicosVolatilidadeSeguimento de tendências
SuperMind

This post describes an equity screen requiring MACD to be above its zero line, a two-day high condition, market capitalization below a stated ceiling, and positive net profits over five years. It discusses the rationale for combining a momentum-style…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

The post outlines a Chinese equity screening rule that combines metaverse-sector membership, positive institutional flow, and a condition based on rolling 20-period lows and closes. It describes the price condition as a way to find comparatively low prices,…

AçõesMercados da ChinaIndicadores técnicosSentimento de mercado
vn.py community

This forum exchange addresses a question about changing historical EMA readings and repeated signals in a VeighNa CTA strategy using ArrayManager. The answer explains EMA as a recursive indicator: each new bar updates the current value using the latest price…

Indicadores técnicosEstatísticaFuturos
MQL5 code base

The document describes two versions of an expert advisor that open opposing positions and manage their volumes in opposite sequences. One starts with the minimum lot and increases the size of later positions; the other starts at the maximum and reduces later…

CâmbioDimensionamento de posiçõesGestão do risco
MQL5 code base

This MQL5 Expert Advisor uses a strict confirmation chain across five indicators: a moving average, MACD, Stochastic, OsMA, and Awesome Oscillator. A positive signal is accepted only when every indicator confirms it; failure at any stage discards the signal.…

CâmbioIndicadores técnicosTestes históricos
SuperMind

This Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…

AçõesIndicadores técnicosReversão à médiaMercados da China
SuperMind

This Chinese equity screening idea combines reported net profit growth, an estimate of current buying interest, and a history of limit-up moves. Its stated criteria require buying activity above 5%, year-over-year net profit growth above 20% and no more than…

AçõesInvestimento em fatoresMomentumMercados da China
SuperMind

This note describes a Chinese stock selection screen combining daily price range, a history of limit-up moves, and a rising 30-day moving average. It selects shares whose high-to-low range exceeds 1% of the previous close, that recorded at least two…

AçõesIndicadores técnicosMomentumMercados da China
SuperMind

The document describes a stock screen requiring price amplitude above 1%, turnover greater than 2% and below 9%, and a 2019 dividend payout ratio above 25%. It presents amplitude and turnover as measures of market activity and uses the historical payout…

AçõesMercados da ChinaInvestimento em fatoresGestão do risco
ProRealCode

The Damiani Volameter is presented as a filter for identifying whether market conditions are trending or ranging. It compares a volatility meter with a threshold: the document says a green line above the black line indicates a trend, while the reverse…

Indicadores técnicosVolatilidadeSeguimento de tendênciasReversão à média
BigQuant

This market review describes a year of changing styles in Chinese equities: cyclical and growth themes led during the recovery, followed by a shift toward value later in the year. It argues that a high earnings base and flattening growth expectations could…

AçõesMercados da ChinaInvestimento em fatoresAprendizagem automática
SuperMind

This proposed Chinese mainland equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain above 1%, and turnover between 3% and 12%. The accompanying examples show how to calculate RSI and daily returns, filter for listed shares…

AçõesMercados da ChinaIndicadores técnicosReversão à média