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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 note describes a stock screen that combines an amplitude threshold above 1, a MACD reading above its zero line, and a closing price equal to 18.5 yuan. It frames amplitude as a measure of price movement and MACD’s position as a bullish signal, while…

AçõesMercados da ChinaIndicadores técnicosVolatilidade
BigQuant

The research summary argues that conventional earnings multiples may be weak valuation tools for property developers because project-based results can be uneven and past earnings may not predict future performance well. It proposes using inventory as a…

AçõesMercados da ChinaInvestimento em fatoresTestes históricos
SuperMind

This post describes a Chinese stock selection rule that combines a daily price-range threshold, a newly formed KDJ crossover, and a weekly moving-average trend condition. The intended portfolio contains stocks whose high-low range exceeds one percent, whose…

AçõesMercados da ChinaIndicadores técnicosMomentum
Amberdata research

The article outlines ways decentralized finance and smart contracts could alter financial institutions beyond offering new digital asset exposure. It describes decentralized data storage as a possible way to reduce reliance on centralized data centers, and…

Finanças descentralizadas (DeFi)CriptoativosDados on-chainExecução
ProRealCode

This indicator concept looks for a liquidity sweep around the latest confirmed swing high or low. It identifies pivots using a lookback period, then flags a bullish setup when price trades below a pivot low but closes and opens back above it; the bearish…

Indicadores técnicosRutura de níveisGestão do risco
MQL5 code base

This document describes a higher-timeframe version of the Fisher_org_v1 indicator for MetaTrader 5. Its stated addition is a timeframe input, allowing the user to select the chart period from which the indicator draws its readings while viewing another chart…

Indicadores técnicos
BigQuant

This research summary examines China’s medical imaging equipment market and United Imaging’s position as a domestic supplier. It presents demand growth as supported by low equipment availability relative to developed markets and policy efforts to expand…

AçõesMercados da ChinaInvestimento em fatoresGestão do risco
SuperMind

The post describes a Chinese equity screen for stocks in the metaverse theme, combining a short-term price condition with a longer moving-average trend filter. Its stated rationale is that prices above a five-day average may reflect near-term strength, while…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This document proposes a Chinese stock screen focused on companies classified in the metaverse sector. It combines a rounded-bottom, or arc-shaped, price pattern with exclusion of special-treatment stocks and an early-morning selection of five candidates…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
SuperMind

This document outlines a technical screen for Chinese stocks using three conditions: at least five moving averages converge, the stock did not close at its daily price limit on the previous day, and its 30-day average is rising. The intended interpretation…

AçõesMercados da ChinaIndicadores técnicosGestão do risco
FMZ forum

This essay argues that systematic, rule-based investing may be especially useful in China’s equity market, which the author characterizes as unusually speculative and shaped by short-term trading, policy shifts, and weak alignment between some controlling…

AçõesMercados da ChinaTestes históricosGestão do risco
SuperMind

This document describes a Chinese A-share stock screen that looks for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks whose opening price is near the 10-day moving average. Its illustrative Python approach narrows the universe…

AçõesMercados da ChinaIndicadores técnicos
SuperMind

This post outlines a short-term stock screen based on more than two limit-up sessions within ten days and previous-day turnover above 60 million yuan, with candidates ranked by capital-flow strength. It frames these conditions as a way to find active stocks…

AçõesMercados da ChinaMomentumRutura de níveis
BigQuant

This tutorial explains applying principal component analysis to stock returns to identify dominant co-movement patterns. It standardizes historical returns, estimates a rolling correlation matrix, and decomposes it into eigenvalues and eigenvectors. The…

AçõesMercados da ChinaAprendizagem automáticaEstatística
SuperMind

This Chinese-language post describes a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above zero, and a share price set at 18.5 yuan. It presents the conditions as a way to combine a technical…

Mercados da ChinaAçõesIndicadores técnicosSentimento de mercado
MQL5 code base

The Percentage Price Oscillator (PPO) expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document uses nine-day and 26-day averages, making the value comparable across instruments with different…

MomentumIndicadores técnicos
vn.py community

This Chinese-language forum post concerns calculating higher-timeframe indicators in real time from a lower-timeframe bar callback, such as updating 30- or 60-minute KDJ or RSI while processing five-minute bars. The example creates separate bar generators…

Indicadores técnicosAprendizagem automáticaEstatística
MQL5 code base

This indicator description explains how to display the range of a chosen time interval and carry that range forward until the next session. The resulting corridor is marked with dot-dash lines and a change in background color, making the original interval…

Indicadores técnicosRutura de níveis
MQL5 code base

This brief description introduces a semaphore-style indicator that signals when price crosses the Ichimoku Kijun Sen line. The stated concept is a direct line-break trigger: a price move through the Kijun Sen produces an indicator signal. It does not explain…

Indicadores técnicosRutura de níveis
MQL5 code base

This XAUUSD indicator description outlines a multi-timeframe method for locating liquidity and order blocks across daily, H4, M30, M15, and M5 charts. It marks areas where higher-timeframe liquidity aligns with M5 levels, then looks for a sweep followed by…

Matérias-primasRutura de níveisIndicadores técnicosGestão do risco
MQL5 code base

The document describes an indicator that highlights candles whose closing prices fall within overbought or oversold zones. It identifies the indicator as an updated version of an earlier candle-highlighting tool and names a supporting MQL5 library used for…

Indicadores técnicosVolatilidade
MQL5 code base

The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…

AçõesIndicadores técnicosMomentumMicroestrutura de mercado
SuperMind

The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…

CâmbioIndicadores técnicosEstatísticaGestão do risco
Awesome Systematic Trading

This algorithm implements a January barometer rule using a broad equity ETF and a Treasury bill ETF as alternatives. At the start of January, it liquidates the bill holding and invests in equities, recording the equity price as a reference. In February, it…

AçõesMercados dos EUAOrientadas por eventosTestes históricos