Saltar para o conteúdo

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

SuperMind

This note proposes screening Chinese stocks with positive but limited returns over the prior ten days, a report of main-fund control on the previous day, and at least five converging moving averages. It then revises the screen to use six moving-average…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This stock screen selects equities with turnover in a stated range, a prior-day appearance on a market trading activity list, and upward-moving averages. The detailed conditions also require a listing history exceeding one year, a close above its ten-day…

AçõesMomentumIndicadores técnicosGestão do risco
SuperMind

This stock-selection idea combines three filters: price amplitude above a stated threshold, actual turnover from the prior day within a specified range, and exclusion of stocks that closed at the daily upper price limit on the previous day. The document…

AçõesIndicadores técnicosTestes históricosGestão do risco
MQL5 code base

This brief description covers a higher-timeframe version of a volume-weighted moving average cloud indicator. Its main feature is a user-selectable chart period, with four-hour data shown as the default example. The description implies that the indicator can…

Indicadores técnicos
SuperMind

This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…

AçõesIndicadores técnicosMomentumRutura de níveis
SuperMind

The document describes a Chinese A-share screening rule for stocks associated with the metaverse theme. It combines a price condition relative to the 250-day moving average with a fixed closing-price condition. The prose refers to the prior day’s price being…

AçõesIndicadores técnicosMercados da ChinaGestão do risco
SuperMind

This post describes a stock screen for Shenzhen main-board shares using a price-to-earnings range of 0 to 29.01, a price-to-book range of 0 to 3.11, a 2019 dividend payout ratio above 25%, and an amplitude condition above 1. It frames the filters as a…

AçõesMercados da ChinaInvestimento em fatoresGestão do risco
vn.py community

This brief forum exchange answers a question about where log messages go during a backtest when using the BacktestingEngine. The questioner observes that the engine stores messages in a logs collection and asks how to access them. The reply says the messages…

Testes históricos
SuperMind

This post proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the prior day’s turnover exceeds 8%, and the 30-day moving average is rising. The author interprets convergence as relatively stable prices, high…

AçõesMercados da ChinaIndicadores técnicosMomentum
BigQuant

This report examines three connected areas of China’s technology sector: 5G communications, artificial intelligence, and semiconductor chips. It presents 5G as infrastructure for faster data transfer and connected devices, AI as an application area that…

AçõesMercados da ChinaMultiactivos
MQL5 code base

Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…

Rutura de níveisIndicadores técnicosDimensionamento de posiçõesGestão do risco
FMZ live strategies

This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…

CriptoativosFuturosFuturos perpétuosGestão do risco
MQL5 code base

Binario is an Expert Advisor that calculates exponential moving averages of the same period using high and low prices. The description says these averages adjust the system’s settings, but do not generate buy or sell signals. Instead, the EA alternates long…

CâmbioIndicadores técnicosGestão do riscoExecução
MQL5 code base

The document introduces a version of the fractal dimension indicator attributed to Mark Jurik. It describes the indicator as a tool for assessing whether price changes appear to be trending or ranging, rather than predicting whether prices will rise or fall.…

Indicadores técnicosEstatística
SuperMind

This index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…

Mercados da ChinaAçõesIndicadores técnicosEstatística
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the iRSISign indicator. A signal is generated when the indicator displays a colored icon at a bar’s close. The strategy therefore uses the indicator’s signal as its entry trigger;…

CâmbioIndicadores técnicosTestes históricos
ProRealCode

This indicator overlays two kinds of bands calculated from log-transformed closing prices. The statistical bands use a rolling average and standard deviation, similar in spirit to Bollinger Bands. The regression bands use a rolling ordinary least squares…

Indicadores técnicosEstatísticaVolatilidadeTestes históricos
BigQuant

The document describes a convertible-bond setup that enters after a V-shaped recovery when price rises through the left shoulder of the pattern, above its right shoulder. The right shoulder must be at least 3.5 points above the V’s low. The trader then uses…

Reversão à médiaIndicadores técnicosGestão do risco
SuperMind

The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…

AçõesMercados da ChinaIndicadores técnicosOrientadas por eventos
SuperMind

This short-term stock selection method combines three conditions: price amplitude above 1, yesterday’s turnover multiplied by today’s opening-auction volume divided by yesterday’s volume between 0.5 and 2, and an outside-to-inside volume ratio above 1.3. The…

AçõesMercados da ChinaMicroestrutura de mercadoIndicadores técnicos
SuperMind

The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…

AçõesIndicadores técnicosMomentumMercados da China
vn.py community

The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…

Execução
Hummingbot docs

The document explains a market-making setting in which a bot replaces filled orders as soon as it has no active orders. During a sustained price move, repeatedly refreshing both sides can lead the bot to keep buying into a decline or selling into a rise,…

CriptoativosCriação de mercadoExecuçãoGestão do risco
SuperMind

The document describes a Chinese A-share stock screen combining price amplitude above 1%, a circulating share count no greater than 5.5 billion, and auction-period price movement accompanied by large and extra-large buy-flow volume above the stated…

AçõesMercados da ChinaVolatilidadeMicroestrutura de mercado