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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
Quantpedia
86 documentos
TqSdk
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
Aulas Quantopian
45 documentos
Binance API docs
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
Lumibot strategies
7 documentos
QuantRocket
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

79,386 documentos

MQL5 code base

The document briefly describes an indicator that combines the Commodity Channel Index (CCI) with Tilson’s ratio. It also notes that the implementation limits its calculations to a maximum of 100,000 bars and mentions an expert advisor that implements the…

Indicadores técnicos
MQL5 code base

The document introduces a simple chart indicator that displays support and resistance lines. It recommends considering the lines in range-bound markets and says the indicator can be applied on any timeframe. No calculation method, parameter settings, chart…

Indicadores técnicosReversão à média
SuperMind

This Chinese-language note proposes selecting stocks listed in the current year when turnover falls between 3% and 12% and the reported institutional-flow measure is positive. It frames turnover as a screen for trading activity and institutional movement as…

AçõesMercados da ChinaInvestimento em fatores
MQL5 code base

The document describes an oscillator that plots the width of a Donchian channel in a separate window. It defines width as the highest high minus the lowest low over a selected lookback period, providing a simple measure of the price range covered by that…

Indicadores técnicosVolatilidade
SuperMind

This Chinese stock-selection idea combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and more than two limit-up sessions during the prior ten days. The accompanying discussion interprets the RSI threshold as…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

The document describes a MetaTrader 4 testing workflow for expert advisors that trade multiple symbols and evaluate results by total pips rather than account currency. It says this helps compare symbols with different pip values and avoids relying on swap…

Testes históricosGestão do riscoDimensionamento de posições
Amberdata research

This market report attributes Bitcoin's decline to several concurrent pressures: inflation concerns, elevated Treasury yields, geopolitical uncertainty, and a reduction in demand for risk assets. It describes hedge funds buying spot Bitcoin through…

CriptoativosArbitragemGestão do risco
MQL5 code base

This indicator description presents a Money Flow Index display that combines three configurable timeframes and offers an average. Its adjustable inputs include the MFI calculation period and volume basis, overbought, median, and oversold levels, each…

Indicadores técnicosVolatilidade
SuperMind

This stock-screening approach selects securities with MACD above zero and a weekly close crossing above its 30-week moving average, then ranks candidates by market attention or heat. It runs after each trading day’s close. The stated rationale is to pair a…

AçõesMomentumSeguimento de tendênciasIndicadores técnicos
BigQuant

The report reviews how to assess pure bond funds using disclosed portfolio data, covering asset allocation and leverage, bond-type exposure, concentration, duration, and turnover. It then explains bond performance attribution, contrasting Campisi with…

Rendimento fixoEstatísticaGestão do riscoConstrução de carteiras
TqSdk

The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…

FuturosMatérias-primasSeguimento de tendênciasRutura de níveis
SuperMind

This document presents a Chinese equity screen that combines a turnover band with seven consecutive declining sessions and a nonempty name for an outstanding convertible bond. It then proposes adding fundamental filters: market capitalization above the…

AçõesMercados da ChinaIndicadores técnicosEstatística
FMZ forum

The document contrasts applying for CXMT shares in a Chinese A-share IPO with trading a pre-listing perpetual contract on Hyperliquid. It outlines the stated eligibility requirements and estimated allotment odds for the IPO, then explains that the contract…

CriptoativosAçõesFuturos perpétuosGestão do risco
SuperMind

This stock-selection rule combines three filters: a high-to-low daily range above 1%, a daily decline between 4% and 5%, and a positive price-to-earnings ratio. The article offers formula and Python examples, although the displayed formula does not appear to…

AçõesIndicadores técnicosEstatísticaTestes históricos
SuperMind

This stock-selection idea screens shares whose codes begin with 60, whose high-to-low daily range exceeds 1%, and that meet a reversal or “wraparound” candlestick condition. The article gives formula and Python examples, but the definitions are not fully…

AçõesIndicadores técnicosMercados da ChinaTestes históricos
BigQuant

This essay challenges the idea that time in the market reliably produces trading skill. It argues that experience can reinforce poor habits, while trading decisions are better treated as probabilistic choices whose quality depends on having a statistical…

EstatísticaGestão do riscoExecução
MQL5 code base

This brief indicator description combines a standard Relative Strength Index display with support and resistance levels drawn on the chart. It says the RSI can be used in the usual way and that changes in the indicator's color may also be treated as signals.…

Indicadores técnicosAçõesReversão à média
MQL5 code base

This MQL5 example shows how to extract MACD values over a chosen date range, identify zero-line crossings, and save each signal with its timestamp in a CSV file. A crossing from below zero to zero or above is labeled as a buy signal; a crossing from above…

Indicadores técnicosCâmbioExecução
SuperMind

This screening method selects stocks with market capitalization below 10 billion yuan, positive earnings, and an RSI below 65, then orders candidates by money-flow strength. It describes the money-flow measure as Chaikin Money Flow and gives a 20-period…

AçõesIndicadores técnicosMomentumInvestimento em fatores
SuperMind

This stock screen combines three conditions: daily amplitude above 1, at least one limit-up event within the past month, and a 20-day moving average above the 120-day moving average. The moving-average relationship is intended to identify an upward trend,…

AçõesSeguimento de tendênciasIndicadores técnicosMercados da China
ProRealCode

This user-submitted DAX mini strategy opens a short position when one Supertrend reading is above another, then adds to the short if the position’s percentage performance falls past a specified loss threshold. It exits the accumulated position when…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
SuperMind

This Chinese stock-screening idea ranks candidates by volume ratio and filters for turnover between 2% and 9% and a positive ten-day gain below 35%. The article interprets stronger volume ratio as greater investor attention, the turnover range as a sign of…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This stock-selection rule combines a turnover filter, a beverage and alcohol industry screen, and a weekly moving-average crossover. It selects stocks with turnover between 3% and 12% when the weekly five-period moving average crosses above the ten-period…

AçõesMercados da ChinaIndicadores técnicos