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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

SuperMind

This document presents an A-share stock screen using turnover between 3% and 12%, total market capitalization below 10 billion yuan, positive earnings, and tradable market capitalization between 5 billion and 10 billion yuan. The formula also orders…

AçõesMercados da ChinaInvestimento em fatoresEstatística
SuperMind

This document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…

AçõesMercados da ChinaIndicadores técnicosVolatilidade
MQL5 code base

This indicator uses confirmed swing highs and lows to form a weighted pivot center, then places an adaptive trail around it using Average True Range. The trail indicates bullish or bearish direction; a change in direction can produce a buy or sell marker and…

Indicadores técnicosSeguimento de tendênciasVolatilidadeGestão do risco
Cryptohopper blog

The guide explains what a crypto market ticker typically contains: last price, best bid and ask, rolling 24-hour change, high and low, volume, and a timestamp. It shows how these snapshots can support broad scans for top movers, unusual volume relative to a…

CriptoativosMercados à vistaMicroestrutura de mercadoArbitragem
SuperMind

This Chinese-language post outlines an equity screen that combines daily price range, five years of return on equity above 15%, and prior-day actual turnover between 3% and 28%. It presents the mix as a way to select shares with price movement, sustained…

AçõesInvestimento em fatoresIndicadores técnicosMercados da China
ProRealCode

This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…

Indicadores técnicosSeguimento de tendênciasVolatilidade
Kraken Learn

This overview explains Ethereum’s Pectra hard fork through selected changes to execution and consensus layers. It highlights EIP-7702, which lets externally owned accounts temporarily use smart-contract functionality for a transaction, and describes…

CriptoativosMercados à vistaMicroestrutura de mercado
BigQuant

This monthly review evaluates equity factors using information coefficient (IC) relationships with subsequent prices and market- and industry-neutral long-short returns. It reports that growth and turnover factors were relatively consistent over the latest…

AçõesMercados da ChinaInvestimento em fatoresEstatística
MQL5 code base

This document outlines an Expert Advisor designed to automate potential entries identified by candlestick formations. The user selects whether the EA should look for bullish or bearish setups and specifies trade volume. For bullish conditions, it lists…

Indicadores técnicosCâmbioExecuçãoDimensionamento de posições
MQL5 code base

This document describes an Expert Advisor that trades signals from the TimeZonePivotsOpenSystem indicator. A signal is generated when a bar closes after price breaks through the indicator’s channel, so entries are based on confirmed bar closes rather than…

CâmbioRutura de níveisIndicadores técnicosTestes históricos
ProRealCode

Trend Envelopes is a trend-following overlay built from moving averages of highs and lows. The upper and lower bands form a range that responds to recent price extremes. A close beyond the prior band changes the regime; closes between the bands leave the…

Seguimento de tendênciasIndicadores técnicosGestão do risco
SuperMind

This stock screen combines a metaverse theme classification, positive net buying attributed to major participants during the auction, and a technical trend condition. The article’s explanation and final selection rule specify that the previous close should…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

The document describes a Chinese stock selection screen that combines a turnover-rate range, a listing-year condition, and the presence or absence of an outstanding convertible bond name. Its stated final rule selects stocks with turnover between 3% and 12%,…

AçõesMercados da ChinaGestão do riscoTestes históricos
vn.py community

This short forum exchange explains why a vn.py CTA strategy receives trade notifications through only one `on_trade` method when both the base template and the strategy define that callback. The strategy inherits from the template, and defining `on_trade`…

Execução
SuperMind

This post outlines an equity screen requiring a minimum daily high-low range, positive afternoon large-order net flow, and a positive daily MACD value. It treats the range as a sign of trading activity, the order-flow measure as an indication of capital…

AçõesMomentumIndicadores técnicosMicroestrutura de mercado
SuperMind

The document describes a stock screening idea that combines a recent increase in buying activity, an outside-to-inside trading volume ratio above a threshold, and a shrinking green histogram on a 15-minute MACD display. The proposed interpretation is that…

AçõesMomentumIndicadores técnicosMicroestrutura de mercado
BigQuant

The document presents volatility of volatility (VoV) as a proxy for uncertainty about an asset’s probability distribution, distinct from ordinary risk. It argues that investors tend to avoid stocks with greater ambiguity and may favor stocks whose prospects…

AçõesVolatilidadeInvestimento em fatoresNegociação de alta frequência
MQL5 code base

The NRatio_Signal indicator is described as a visual overlay in a separate, narrow chart window. A two-color line represents the current trend, while colored stars mark signals. Its calculations use values from the NRatio indicator on a fixed timeframe, so…

Indicadores técnicosMomentum
SuperMind

This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…

Mercados da ChinaAçõesIndicadores técnicosVolatilidade
SuperMind

This proposed stock selection method combines a minimum daily price range with two short-term flow conditions: large-order net inflow in the afternoon and positive net buying by major participants during the opening auction. It then selects the candidate…

Mercados da ChinaAçõesVolatilidadeMicroestrutura de mercado
SuperMind

This Chinese A-share stock screen combines a metaverse industry filter with two activity signals: a stock must have appeared on the market’s “Dragon-Tiger” list the previous day, and its count of institutional research visits over the past week must rank…

Mercados da ChinaAçõesSentimento de mercadoOrientadas por eventos
MQL5 code base

This short note describes a moving-average-style indicator built with a linear regression algorithm. It identifies the indicator as a typical MA variant and says it was first implemented in MQL4, with an earlier Code Base publication date. The document also…

Indicadores técnicosEstatística
SuperMind

This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…

AçõesMercados da ChinaVolatilidadeMomentum
SuperMind

This stock-selection recipe screens for shares with amplitude above 1 and a daily control measure above 21, then requires three technical indicators to show simultaneous golden crosses. The article describes amplitude and the control measure as proxies for…

AçõesMercados da ChinaIndicadores técnicosMomentum