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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

SuperMind

This Chinese-language post describes a stock screen that selects shares with turnover between 3% and 12%, an initial listing year of 2021, and a candle formation labeled a Kute Intelligence Morning Star. The pattern is framed as a possible reversal after a…

AçõesIndicadores técnicosMercados da ChinaTestes históricos
ProRealCode

This document describes an oscillator that combines weighted and simple moving averages to create an SR line and a signal line. It also plots channel boundaries derived from recent highs and lows. A cross of the SR line above the signal line is presented as…

Indicadores técnicosAções
SuperMind

This A-share screening proposal looks for stocks with MACD above the zero line, a share price below 12 yuan, and revenue growth exceeding 10% over the prior three years. It combines a technical momentum condition and a low nominal price with a fundamental…

AçõesMomentumIndicadores técnicosMercados da China
SuperMind

This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…

AçõesVolatilidadeReversão à médiaIndicadores técnicos
MQL5 code base

This implementation guide shows how a MetaTrader indicator or Expert Advisor can retrieve a day’s economic calendar from Forex Factory, parse event time, title, currency, and impact from the returned HTML, and store matching high-impact events. It filters…

CâmbioOrientadas por eventosExecuçãoMicroestrutura de mercado
SuperMind

This A-share screening proposal combines an RSI reading below 65, an outer-to-inner trading volume ratio above 1.3, and three consecutive declining closes. The article describes the conditions as a way to find stocks with weak recent price action that might…

AçõesReversão à médiaIndicadores técnicosMercados da China
MQL5 code base

FullSSA is described as a chart oscillator built on an SSA, or singular spectrum analysis, function library. The indicator redraws values in its most recent bars, with the length of that section controlled by a lag input. This behavior is central to…

Indicadores técnicosEstatística
FMZ forum

This document outlines a basic program structure for a long-only spot cryptocurrency strategy. It separates the trading signal from the operational framework: the example has manual commands to open or close a position, while the user is expected to add the…

CriptoativosMercados à vistaExecuçãoDimensionamento de posições
SuperMind

This stock screen combines three filters: price amplitude above 1%, weekly MACD above zero, and a stock code beginning with 60. The document presents the MACD condition as a comparison of the MACD line with its signal line on the prior bar, alongside a…

AçõesIndicadores técnicosMercados da China
BigQuant

This discussion addresses a backtest in which purchases across two mornings totaled more than the stated initial capital. The explanation attributes the apparent overspending to the simulation’s timing convention: the backtest accesses that day’s completed…

AçõesTestes históricosExecuçãoGestão do risco
SuperMind

The article describes a Chinese stock-selection screen using an RSI below 65, a ratio of external to internal trading volume above 1.3, and a ranking by stock popularity. It presents these filters as a combination of technical conditions and measures of…

AçõesMercados da ChinaIndicadores técnicosSentimento de mercado
BigQuant

This essay argues that traders can develop intuition about leading stocks by participating in their price moves rather than relying only on charts or retrospective analysis. It frames market feel as accumulated experience with price rhythm, capital flows,…

AçõesSentimento de mercadoGestão do riscoDimensionamento de posições
SuperMind

The document outlines a Chinese equity screen combining company size, recent trading activity, and an indicator described as capital strength. Its headline criteria are companies valued below 10 billion yuan, no losses, and previous-day turnover above 8%,…

AçõesMercados da ChinaMicroestrutura de mercadoGestão do risco
Stratmill research code

This documentation landing page introduces ArbitrageLab, a Python library covering end-to-end pairs-trading strategies and tools for developing strategies. It organizes its subject matter around multiple approaches, including distance methods, cointegration,…

Negociação de paresReversão à médiaArbitragemAprendizagem automática
BigQuant

The report overview describes MSCI’s CNE6 equity risk model for China A-shares. It organizes the model into descriptors, basic factors, and style factors, with style factors formed through two weighting stages. The model adds quality, sentiment, and dividend…

AçõesInvestimento em fatoresEstatísticaMercados da China
MQL5 code base

This brief indicator description presents a channel derived from the peaks and troughs identified by the AlexSTAL ZigZagProf indicator. It names the channel’s underlying swing-point method, but provides no formulas, parameter guidance, signal rules, or…

Indicadores técnicosRutura de níveis
vn.py community

A VeighNa forum exchange addresses why the middle and upper Bollinger values may appear as zero in a user interface. The question shows a middle band calculated with a simple moving average and upper and lower bands calculated through ArrayManager’s…

Indicadores técnicos
BigQuant

This study examines stocks that attract investors seeking rare, extreme gains. It defines lottery-like stocks as those in the highest group when stocks are sorted into ten groups by their largest daily gain over the prior month. The proposed behavioral…

AçõesMomentumInvestimento em fatoresEstatística
SuperMind

This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

This brief description introduces a directional movement indicator developed by Wilder as an improvement to the PTP indicator. It presents two intended uses: identifying the market’s longer-term trend and showing how strongly price movement is directed. The…

Indicadores técnicosSeguimento de tendências
BigQuant

This report studies whether boosted tree models can extract stock return signals from analyst expectation factors that linear models may miss. The authors note that these factors can be complex, have substantial missing data, and correlate with earnings and…

AçõesAprendizagem automáticaInvestimento em fatoresTestes históricos
SuperMind

This short-term stock screen selects shares with an amplitude above 1 that appeared on the previous day’s trading leaderboard and whose first-level buy volume exceeds first-level sell volume. The document presents the combination as a way to identify stocks…

AçõesMercados da ChinaMicroestrutura de mercadoIndicadores técnicos
MQL5 code base

This document describes a standalone indicator that combines the Commodity Channel Index (CCI) with a moving average to estimate the direction and strength of the current market trend. It supports four moving-average methods: simple, exponential, smoothed,…

Indicadores técnicosSeguimento de tendênciasMultiactivos