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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
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
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

79,386 documentos

BigQuant

The document discusses how to estimate hedging costs for Chinese equity index futures. It argues that raw futures premiums or discounts need adjustment for time to expiry, convergence, and expected dividends. A dividend model and quadratic equation are…

FuturosMercados da ChinaGestão do riscoEstatística
MQL5 code base

VolatilityMA is a moving average intended to help identify trade direction. It calculates an average of a chosen price series while adapting the averaging length to changes in normalized price variability. The description says the lookback resets to its…

Indicadores técnicosVolatilidadeEstatística
SuperMind

This stock selection idea combines membership in the metaverse concept group with two technical conditions: the close is above the prior day’s low, and the KDJ indicator has just produced a bullish K-over-D cross while its J value is rising. The document…

AçõesIndicadores técnicosMomentumDimensionamento de posições
SuperMind

This A-share stock screen combines a technical condition, a fundamental filter, and a short-term activity measure. It selects stocks with RSI below 65, parent-company net profit growth above 20% and at most 100%, and a turnover-based measure between 0.5 and…

Mercados da ChinaAçõesIndicadores técnicosMomentum
ProRealCode

This indicator converts closing prices into rolling standardized deviations from their recent averages, then smooths the results across three lookback horizons. The supplied periods are 180, 60, and 20 observations. Each series subtracts its lookback average…

Indicadores técnicosEstatísticaAções
vn.py community

A VeighNa Trader user reports that the platform cannot load its iFind data service module, even though the relevant Python packages are installed and can be imported. The community reply points to the global configuration: the provider name must be entered…

Futuros
BigQuant

This brief troubleshooting exchange addresses a KeyError in a trading strategy. The suggested first step is to inspect the value represented by the variable `s`, since the exception may arise when that value is used to look up a position that is not present…

Execução
ProRealCode

The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…

Indicadores técnicosSeguimento de tendênciasMomentumGestão do risco
ProRealCode

This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…

Indicadores técnicosSeguimento de tendênciasVolatilidade
MQL5 code base

The document explains how to measure Expert Advisor runtime in MetaTrader 5 while excluding delays that can distort the tester’s reported duration. It distinguishes total run time, which can include history synchronization and tick preprocessing, from net…

Testes históricosExecuçãoEstatística
SuperMind

This stock-selection rule screens for Chinese equities with a 14-period RSI below 65, a circulating market value between 50 and 100 billion, and a current low below the previous day's low. The accompanying explanation presents RSI as a gauge of overbought or…

Mercados da ChinaAçõesIndicadores técnicosEstatística
SuperMind

This Chinese stock-selection proposal combines an intraday range filter, afternoon large-order net inflows, exclusion of special-treatment stocks, and selection before 10 a.m. It then describes a five-step buying rule: add once for each 1% price rise, up to…

Mercados da ChinaAçõesMomentumVolatilidade
BigQuant

This overview explains how deep learning models can be assembled from input, intermediate, and output layers in a visual strategy-building platform. It surveys layer families including convolution, pooling, recurrent networks, embeddings, noise and dropout,…

Aprendizagem automáticaEstatísticaTestes históricos
MQL5 code base

This document describes a MetaTrader indicator that displays how much time remains before the current candle closes. Users can adjust its display color, size, and chart corner, and can optionally show server time. The third version adds an audible alert when…

Indicadores técnicosExecução
SuperMind

The document describes a short-term stock selection screen for companies classified in the Chinese metaverse theme. It combines three technical conditions—MACD signal-line crossover, a short moving-average crossover, and an additional MACD-related…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

This short description presents Ultra Trend as a standalone indicator for MetaTrader 5 that can operate across supported chart timeframes. It highlights three special timeframe choices: the second higher timeframe, the third higher timeframe, and an…

Indicadores técnicosSeguimento de tendências
SuperMind

This proposed Chinese A-share screen starts with stocks in the metaverse theme, then selects for an opening gain below 6% and a circulating share count no greater than 5.5 billion. The article’s final version adds a price-to-earnings ratio below 60. It…

AçõesMercados da ChinaIndicadores técnicosInvestimento em fatores
Freqtrade docs

This guide explains how to turn a trading idea into a Freqtrade strategy, from generating a template to defining indicators, entry and exit signals, stop losses, and optional position adjustments. It describes how Freqtrade represents candle data in pandas…

Testes históricosIndicadores técnicosExecuçãoGestão do risco
SuperMind

This A-share stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and reported institutional buying within the past three months. The article frames the conditions as a mix of volatility,…

AçõesMomentumVolatilidadeMercados da China
SuperMind

This document describes a Chinese stock screen that ranks shares by volume ratio, retains those with a 20-day moving average above the 120-day average, and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation treats…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This article explains how market orders and limit orders interact in an electronic market. Limit orders state a desired price and add available liquidity to the limit order book; market orders seek immediate execution against that liquidity and consume it.…

Microestrutura de mercadoExecuçãoNegociação de alta frequência
SuperMind

This document outlines a stock-selection screen using three characteristics: position increases above five percent, upward divergence among moving averages, and a dividend ratio above twenty-five percent in 2019. Its explanation associates position increases…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This document describes a Chinese A-share stock screen combining a daily price-range threshold, a newly formed KDJ crossover, and positive large-order net volume over three consecutive days. It presents the conditions as a way to find volatile stocks with…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This Chinese equity screen combines three short-term price conditions: amplitude above 1, a positive ten-day gain below 35, and more than two limit-up days within ten days. The document describes amplitude as a measure of price fluctuation, uses the gain…

AçõesMercados da ChinaMomentumVolatilidade