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

MQL5 code base

The Didi Index is described as a moving-average indicator developed by Brazilian analyst Odir Aguiar. It uses three moving averages, including periods of 8 and 20, arranged around a zero center line. Its “needles” form when the averages converge near that…

Indicadores técnicos
SuperMind

This equity screen combines an RSI below 65 with three consecutive down sessions and more than two limit-up days in a ten-day window. The stated idea is to find stocks showing recent weakness while also having a record of sharp upward moves, which the author…

AçõesIndicadores técnicosReversão à médiaMercados da China
SuperMind

This equity screening approach combines three filters: at least two limit-up sessions within the prior 500 days, weekly MACD above zero, and high fund-flow strength. The note describes fund-flow strength through activity measures such as turnover or volume…

AçõesIndicadores técnicosMomentumMercados da China
MQL5 code base

This indicator description adds a three-level trend-strength display to the i-CAi indicator. It calculates standard deviation and compares it with two user-set thresholds. When the value falls between the thresholds, a small colored dot appears on the moving…

Indicadores técnicosEstatísticaSeguimento de tendências
SuperMind

This Chinese-language note describes an equity screening rule combining daily price amplitude, a weekly moving-average crossover, and a ranking by stock heat. It selects stocks with amplitude above 1% and a weekly five-period moving average crossing above…

AçõesIndicadores técnicosMomentumMercados da China
Amberdata research

This market snapshot connects crypto news and on-chain activity with spot-market, decentralized exchange, lending, and network indicators. It notes that BTC and ETH pairs remained prominent in centralized exchange dollar volume, while Binance’s share of…

CriptoativosMercados à vistaFinanças descentralizadas (DeFi)Microestrutura de mercado
FMZ forum

This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
BigQuant

This weekly report describes two event-driven approaches to Chinese equities. The product-price strategy tracks listed companies’ main product prices and flags cases where a clear price increase has not yet been reflected in share prices. It is updated…

AçõesMercados da ChinaOrientadas por eventosSentimento de mercado
SuperMind

This note proposes an equity screen combining turnover with a rising DEA signal. It describes an initial turnover range of 3% to 12%, an additional condition requiring turnover between 2% and 9%, and a bullish DEA condition expressed through moving-average…

AçõesMomentumIndicadores técnicos
BigQuant

This forum post documents a failure in a stock strategy’s trailing-stop routine. The routine reads each position’s last sale date, subtracts it from the current date to estimate holding days, and uses that value as the bar count when requesting historical…

AçõesGestão do riscoExecução
SuperMind

This note describes an equity screen that ranks stocks by a capital-strength measure, such as turnover or volume ratio, and filters for turnover between 2% and 9%. It also requires the 20-day moving average to be above the 120-day moving average, using the…

AçõesSeguimento de tendênciasIndicadores técnicosGestão do risco
MQL5 code base

This brief description introduces a two moving average crossover strategy. A trader chooses a shorter and a longer averaging period, then uses their intersection to identify a possible position entry. It gives a 50-day and 200-day pair as an example, but…

Indicadores técnicosSeguimento de tendênciasAçõesGestão do risco
OctoBot

This guide explains a dollar-cost averaging trading mode for placing repeat entries and managing the resulting positions. Entries can be triggered on a schedule or when an evaluator produces a new maximum signal, defined as a value of -1 or 1. The guide says…

CriptoativosMercados à vistaFuturosExecução
BigQuant

This brief Chinese-language page introduces a portfolio optimizer as a mathematical tool for selecting and weighting assets subject to constraints. It identifies three possible objectives: maximizing expected return, minimizing risk, or balancing the two.…

Construção de carteirasGestão do risco
ProRealCode

The document describes CoRa_Wave, a moving average that assigns weights through a compound-ratio progression. The weights rise from older observations to newer ones with a consistent step ratio, unlike the linear sequence used by a conventional weighted…

Indicadores técnicosEstatística
SuperMind

The described screen combines technical, valuation, and recent-return conditions for Shenzhen mainboard stocks. It seeks shares with at least five moving averages aligned or clustered, a price-to-earnings ratio from 0 to about 29, a price-to-book ratio from…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This proposed stock screen excludes Beijing-listed shares, keeps stocks whose high-to-low amplitude exceeds 1%, and ranks the remaining names by that day’s opening-auction traded value. It selects the top five, making auction activity the ranking signal and…

AçõesMercados da ChinaVolatilidadeMicroestrutura de mercado
SuperMind

This stock-selection rule targets mainland Chinese mainboard equities with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a daily gain above 1%. The proposed screen combines a turnover range intended to capture…

AçõesMercados da ChinaMomentumMicroestrutura de mercado
MQL5 code base

This document describes an Expert Advisor that trades signals from the custom BullsBearsEyes indicator. It opens a buy when the indicator value on the prior bar is 0.0 and a sell when that value is 1.0. The EA includes configurable stop-loss, take-profit,…

Indicadores técnicosDimensionamento de posiçõesGestão do risco
BigQuant

The document addresses a conflict between stop-loss logic and a machine-learning strategy's next-day buy list. A stock may be sold when it reaches a trailing stop, then selected again by the model on the following trading day. The proposed fix is to track…

Aprendizagem automáticaGestão do riscoAções
MQL5 code base

The document outlines a simple technical signal concept that combines a detector for consecutive candles with relative strength index levels. The user-configurable settings are the number of consecutive candles required to qualify as a signal, an RSI…

Indicadores técnicosMomentumReversão à média
SuperMind

The document describes a Chinese equity screen for companies in the metaverse theme, with a minimum circulating market capitalization and positive price-to-earnings ratio. It presents the positive PE condition as a basic profitability filter and the size…

AçõesMercados da ChinaInvestimento em fatoresEstatística
Amberdata research

The document introduces derivatives data views for examining options on IBIT and MSTR. It describes using long-dated at-the-money implied volatility and term structures with forward volatility to inspect how option pricing changes across maturities. It also…

OpçõesVolatilidadeCriptoativosAvaliação de derivados