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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

The screen selects stocks assigned to the metaverse concept group using two same-day price conditions: the reported move at 9:25 is below 6%, and the day's maximum decline is between 4% and 5%. The accompanying explanation frames these conditions as a way to…

AçõesMercados da ChinaReversão à médiaIndicadores técnicos
ProRealCode

The Trading Activity Index gauges whether an instrument is unusually busy or quiet relative to its own recent history. It starts with price multiplied by volume, averages that dollar-volume measure over a short formation window, then applies a logarithm to…

Indicadores técnicosMicroestrutura de mercadoRutura de níveisReversão à média
BigQuant

This research summary describes equity signals built from timestamped order submissions and cancellations, which can reveal more of the trading process than completed trades alone. It focuses mainly on Shenzhen exchange data because that venue had a longer…

AçõesInvestimento em fatoresMicroestrutura de mercadoMercados da China
MQL5 code base

The indicator overlays four moving averages as two cloud-like histogram ranges: slow 200-period simple and exponential averages, and fast 50-period simple and exponential averages. The shaded boundaries make the relationship between faster and slower…

Indicadores técnicosSeguimento de tendênciasMomentum
SuperMind

This stock screen first limits candidates to companies classified in the metaverse industry. It then looks for an opening price described as near the 10-day moving average and positive net buying by major participants during the opening auction. The article…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This Chinese equity screening method selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a daily increase-in-holdings ratio above 5%. The…

AçõesMercados da ChinaInvestimento em fatoresIndicadores técnicos
Lumibot

This strategy looks for an intraday recovery after SPY falls at least 0.15% below VWAP and then closes back above it. A research agent checks the setup hourly, beginning only after 10:00, while a separate trading agent decides whether to enter. It buys only…

AçõesReversão à médiaIndicadores técnicosDimensionamento de posições
MQL5 code base

This document describes an automated trading system driven by a Spearman rank correlation histogram indicator, with signals evaluated at bar close. It presents three ways to trade the indicator: enter and exit on zero-line breaks; enter in overbought or…

CâmbioIndicadores técnicosTestes históricosExecução
SuperMind

This Chinese equity screening example combines a metaverse industry classification with a volume-ratio band and a condition described as rising bottoms. It then adds a market-value ceiling to the proposed final screen. The article also sketches how to…

AçõesMercados da ChinaIndicadores técnicosMomentum
MQL5 code base

The document briefly describes a technical indicator that smooths a derivative series and presents the result as a color-coded histogram. Its main educational point is the transformation and visual presentation of the indicator: smoothing is applied to the…

Indicadores técnicosEstatística
SuperMind

This beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…

AçõesIndicadores técnicosMomentumTestes históricos
SuperMind

This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these…

AçõesMercados da ChinaRutura de níveisIndicadores técnicos
SuperMind

The post proposes screening A-share stocks using three signals: today’s increase in holdings above five percent, large-order net volume above 0.05 for at least three consecutive days, and shortening green bars on a 15-minute MACD chart. It interprets these…

AçõesMercados da ChinaMomentumIndicadores técnicos
SuperMind

This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…

AçõesMercados da ChinaMomentumRutura de níveis
BigQuant

The document presents a pairs-trading question about two stocks believed to have a long-run cointegrating relationship. It describes fitting a linear relationship between their prices, then standardizing a series associated with that relationship using a…

Negociação de paresReversão à médiaEstatísticaAções
MQL5 code base

This Expert Advisor concept seeks short-term trend entries on a 15-minute chart, using moving averages on both the 15-minute and hourly charts to establish direction. After identifying the trend, it checks that price is close to the 15-minute moving average…

CâmbioSeguimento de tendênciasIndicadores técnicos
SuperMind

The post describes a Chinese equity screen combining daily price range, relative trading volume, and weekly MACD. It selects stocks with an amplitude of at least 1%, a volume ratio between 1.5 and 6, and a weekly MACD above zero with its MACD line above the…

AçõesMercados da ChinaIndicadores técnicosMomentum
SuperMind

This A-share screening idea combines three short-term price conditions: at least five moving averages converging, more than two limit-up days within ten days, and a positive ten-day gain below thirty-five percent. The article interprets average convergence…

Mercados da ChinaAçõesMomentumIndicadores técnicos
MQL5 code base

This document describes an automated trading system framework that combines a two-layer neural network with MACD when assessing whether to open positions. The neural network and indicator signals are analyzed together; MACD is not merely a fallback used only…

CâmbioAprendizagem automáticaIndicadores técnicos
MQL5 code base

This indicator presents the direction or signal produced by ForexOFFTrendSign on a selected bar, using a colored arrow and optional sound or alert. A right-pointing arrow marks continuation of the existing trend; a diagonal arrow indicates a change and…

CâmbioIndicadores técnicos
FMZ forum

The article introduces calendar spread arbitrage as opposing positions in contracts on the same underlying asset with different maturities. It describes monitoring the price difference between crypto contracts and acting when the spread widens beyond a…

CriptoativosFuturosArbitragemReversão à média
SuperMind

This Chinese-language post presents a short-term A-share stock screen focused on the metaverse industry. It combines appearance on the prior day’s 龙虎榜, a list highlighting unusual trading activity, with auction-period indicators for large and very large buy…

AçõesMercados da ChinaOrientadas por eventosExecução
MQL5 code base

The document describes an RSI variant that uses an Adaptive Moving Average (AMA), attributed to Vitali Apirine. It gives two intended reasons for changing the calculation: filter out insignificant price moves and reduce the flattening of RSI values that can…

Indicadores técnicosEstatística
SuperMind

This Chinese-language post describes a short-term stock screen combining a turnover ratio between 3% and 12%, appearance on the previous day’s trading leaderboard, and a nonempty name for outstanding convertible bonds. It interprets these filters as proxies…

AçõesIndicadores técnicosGestão do risco