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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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

79,386 documentos

NautilusTrader

This example shows how to run an options backtest from a catalog containing option instruments, quote ticks, and Greeks. It subscribes to periodic option-chain snapshots for a chosen series and selects a contract either at a specified strike or near a target…

OpçõesAvaliação de derivadosTestes históricosExecução
ProRealCode

This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…

FuturosIndicadores técnicosRutura de níveis
MQL5 code base

The document describes a lightweight chart utility that draws horizontal price levels and checks them at a configured interval. When price crosses one of the levels, it plays a sound alert. The levels are chart objects supplied by the user; the utility does…

Indicadores técnicosExecução
Hyperliquid docs

HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…

CriptoativosGestão do riscoExecução
BigQuant

This industry-selection approach adapts William O’Neil’s CAN SLIM framework by calculating relative strength at the sector level. The report proposes a high relative-strength reading as an early screening signal for industries that may lead the market during…

AçõesMomentumIndicadores técnicosMercados da China
BigQuant

This study develops an equity factor for company competitiveness across four dimensions: technology, products, internal controls, and capacity to sustain and improve existing advantages. It combines measurable indicators from these areas, then adjusts the…

AçõesInvestimento em fatoresConstrução de carteirasTestes históricos
BigQuant

This equity-factor study compares several ways to measure illiquidity and examines whether less liquid stocks earn higher subsequent returns. Its microstructure measures are quoted spread, effective spread, and price-impact lambda; it also tests Amihud’s…

AçõesInvestimento em fatoresMicroestrutura de mercadoEstatística
MQL5 code base

This simple expert-advisor concept uses an 8-period weighted moving average and a 28-period exponential moving average to generate directional trades. A cross of the weighted average above the exponential average opens a long position; a cross below opens a…

CâmbioIndicadores técnicosSeguimento de tendênciasGestão do risco
MQL5 code base

This MetaTrader-oriented description explains how to identify a broker’s gold symbol and calculate position size from the symbol’s actual trading specifications. Symbol detection scores candidate names, favors stronger gold matches and excludes other…

Matérias-primasDimensionamento de posiçõesGestão do riscoExecução
Kraken Learn

This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…

CriptoativosSeguimento de tendênciasMomentumRutura de níveis
Freqtrade

This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…

CriptoativosReversão à médiaIndicadores técnicosGestão do risco
SuperMind

This A-share screening recipe combines three conditions: daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and return on equity above 15% for five consecutive years. It is intended to pair a price-movement filter with a…

Mercados da ChinaAçõesInvestimento em fatoresGestão do risco
BigQuant

This article introduces trend following, mean reversion, arbitrage, and high-frequency trading, then argues that trend following is the most accessible of these approaches for individual A-share investors. It describes trend following as entering in the…

Mercados da ChinaAçõesSeguimento de tendênciasReversão à média
ProRealCode

The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…

Indicadores técnicosSeguimento de tendênciasVolatilidadeRutura de níveis
SuperMind

This note describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, a reversal-pattern measure above 0.5, and market capitalization between 1 billion and 10 billion yuan. The article…

Mercados da ChinaAçõesIndicadores técnicosReversão à média
MQL5 code base

The document describes a MetaTrader 4 implementation of MyRSI, an RSI variation associated with John Ehlers. It distinguishes this indicator from the platform’s built-in RSI by its output scale, which runs from minus one to one, and by the resulting values…

Indicadores técnicosMomentum
MQL5 code base

The document introduces a higher-timeframe version of the FineTuningMA_StDev indicator for MetaTrader 5. A timeframe input lets the user select the chart period from which the indicator operates, with a four-hour period shown as the default. The stated setup…

Indicadores técnicosVolatilidade
SuperMind

The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to…

AçõesMercados da ChinaIndicadores técnicosSeguimento de tendências
SuperMind

The document proposes a short-term stock screen combining three conditions: daily amplitude above 1, upward movement or divergence in moving averages, and appearance on the previous day’s 龙虎榜, a list of stocks with notable trading activity. It frames the…

Mercados da ChinaAçõesMomentumIndicadores técnicos
BigQuant

The document explains how to construct a DMA feature as the difference between a short-period and a long-period simple moving average. It identifies three inputs: the underlying price or feature, the short window, and the long window. Its worked example uses…

Indicadores técnicosEstatísticaAções
MQL5 code base

This document describes an Expert Advisor that opens a hedge for a losing position after a configurable loss threshold. Its proposed safeguards include limiting each original position to one hedge, separating hedge and primary trades with different magic…

CâmbioGestão do riscoDimensionamento de posiçõesExecução
Kraken Learn

The document explains how fiat-backed stablecoins aim to maintain a one-to-one value with currencies such as the U.S. dollar or euro, using fiat funds or cash-equivalent assets as reserves. It describes their roles as trading media, DeFi collateral,…

CriptoativosFinanças descentralizadas (DeFi)Gestão do riscoMercados à vista
ProRealCode

The Dynamic Time Oscillator combines Stochastic RSI readings from the current chart timeframe and a higher timeframe. For each, it calculates RSI, normalizes that value over a lookback range, and smooths the result into fast %K and slow %D lines. The…

Indicadores técnicosMomentumMultiactivos
SuperMind

This A-share screening rule requires turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and at least one session with a gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

AçõesMercados da ChinaIndicadores técnicosMomentum