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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

MQL5 code base

ATRR is described as an indicator that compares two Average True Range values calculated over different lookback periods. Its two inputs set the periods for the first and second ATR calculations. The intended use is to view the relative behavior of…

Indicadores técnicosVolatilidadeEstatística
Hummingbot docs

These release notes describe updates to Hummingbot, an open-source crypto trading platform. Trading-relevant changes include market-order support on selected exchange connectors, new exchange and blockchain integrations, and example scripts for equal-weight…

CriptoativosArbitragemConstrução de carteirasExecução
SuperMind

This note describes a Chinese equity screen combining a minimum daily high–low range, consistently strong return on equity, and a ranking based on net large-order activity. The intended rationale is to find companies with a track record of profitability and…

AçõesMercados da ChinaInvestimento em fatoresVolatilidade
MQL5 code base

The indicator marks bullish gaps with upward arrows and bearish gaps with downward arrows. Traders can set a minimum gap size in points so smaller gaps are ignored. An optional history check can identify gaps that later close, displaying a cross for closed…

Indicadores técnicosAçõesExecução
SuperMind

This post outlines a China-focused equity screen for companies classified in the metaverse sector. It requires a positive close-to-close return and an opening price near the 10-day moving average. The moving-average condition is presented as a way to…

Mercados da ChinaAçõesIndicadores técnicosMomentum
BigQuant

This report analyzes the performance and portfolio of a Chinese mixed equity fund managed by Lin Yingrui. It describes the manager’s approach as selecting leading companies in sectors linked to China’s economic transition while adjusting broad asset…

Mercados da ChinaAçõesInvestimento em fatoresConstrução de carteiras
Amberdata research

The article argues that a US November CPI release may be unreliable because a government shutdown disrupted price collection: October data was not gathered, November collection began late, and some figures relied on carried-forward data. It contrasts the…

CriptoativosVolatilidadeMicroestrutura de mercadoFuturos perpétuos
SuperMind

This A-share screening proposal looks for stocks with a daily high-low range above 1%, trading volume between 1.5 and 6 times its five-day average, and an appearance on the previous day’s 龙虎榜, a list associated with notable trading activity. The article…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This excerpt argues that investors should study the long-term history of securities rather than overreact to short-term price or earnings changes. It notes that buying and holding diversified equities can deliver market-level results, while beating the…

Gestão do riscoConstrução de carteirasAçõesRendimento fixo
SuperMind

This Chinese A-share screening idea combines turnover between 3% and 12%, three consecutive declining sessions, and exclusion of ST-designated stocks. It proposes selecting the five highest-ranked stocks that hit their daily price limit, with selection…

AçõesMercados da ChinaIndicadores técnicosTestes históricos
MQL5 code base

This Expert Advisor monitors price movement and spreads using two observation windows. Over a user-defined number of ticks, it calculates average pip movement and average spread; it also computes those averages across a specified number of seconds. The EA…

CâmbioVolatilidadeMicroestrutura de mercadoExecução
ProRealCode

The Even Better Sinewave is described as a bounded oscillator for identifying bullish or bearish cycle momentum while filtering price noise. Its construction applies a high-pass stage to price changes, then smooths the result with a low-pass filter. A…

Indicadores técnicosEstatísticaMomentum
SuperMind

This stock selection idea combines three filters: price amplitude above one, a listing age greater than one year, and a bullish weekly candle whose upward move exceeds the prior candle’s downward move. The weekly candle condition is intended to identify…

AçõesMomentumIndicadores técnicosMercados da China
MQL5 code base

The document describes a semaphore-style trading indicator based on Average True Range. A signal appears when ATR begins to rise after having fallen, so the indicator is designed to mark a change in volatility rather than a stated directional forecast. Its…

Indicadores técnicosVolatilidade
FMZ forum

This article argues that trading volume cannot be interpreted through a fixed rule that rising prices must come with rising volume. It recommends judging volume relative to the prior price and volume trend, market setting, and position within a move, with…

AçõesIndicadores técnicosMicroestrutura de mercadoEstatística
SuperMind

The document outlines a premarket stock screen for Chinese equities. It selects stocks with MACD above the zero line, excludes those that closed at the daily limit on the previous trading day, and ranks the remaining names by a measure of investor attention.…

Mercados da ChinaAçõesIndicadores técnicosMomentum
SuperMind

This stock selection approach filters for shares with a daily price range above a threshold, at least a year since listing, and a high ranking in large-order net volume. The article frames the range condition as a way to find active stocks, listing age as a…

AçõesMicroestrutura de mercadoIndicadores técnicosEstatística
Amberdata research

This market commentary links a decline in US yields and expectations of a possible soft landing with gains in Bitcoin, Ether, and gold. It reviews the coming employment and central bank events, then interprets crypto options activity: traders appeared…

CriptoativosOpçõesVolatilidadeAvaliação de derivados
SuperMind

This stock screen selects candidates before each trading day’s open when MACD is above zero, price-to-earnings is positive, and the KDJ indicator has just formed an upward crossover. The article presents MACD as a trend filter, positive P/E as a basic…

AçõesIndicadores técnicosMomentumTestes históricos
SuperMind

This Chinese stock screen combines a daily price-amplitude condition, afternoon large-order net inflow, and year-over-year growth in net profit attributable to the parent company. It specifies profit growth above 20% and no greater than 100%. The article…

AçõesMercados da ChinaIndicadores técnicosEstatística
SuperMind

This Chinese equity screen combines three short-term filters: price amplitude above 1, a ranking based on large-order net activity, and a 9:25 a.m. gain below 6%. The stated rationale is to identify active, volatile shares whose early move is comparatively…

AçõesMercados da ChinaVolatilidadeIndicadores técnicos
SuperMind

This Chinese equity screening note combines a price-amplitude threshold with a named candlestick pattern and an exchange-market exclusion. It calls for amplitude above 1, a “Morning Star” pattern associated with Kute Intelligent, and exclusion of…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

This note describes a Chinese equity screen combining turnover with a stock-code filter and a recent price condition. It selects stocks whose codes begin with 60 and whose turnover is between 3% and 12%, then ranks candidates by the highest closing price…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

This A-share screen selects stocks with a daily range above one percent, a day's low between four and five percent below the previous close, and a rising DEA line. The article presents range and decline as short-term price conditions and DEA movement as a…

AçõesMercados da ChinaIndicadores técnicosVolatilidade