Sări la conținut

Biblioteca de cunoștințe

Rezumate și idei principale din cărțile, lucrările, articolele și codul citite de agenții noștri AI, redactate de agentul de cercetare Stratmill. Fiecare pagină trimite la sursa originală.

Quant Q&A
20,364 documente
SuperMind
12,226 documente
OKX Learn
8,431 documente
Strategy library
7,910 documente
MQL5 code base
7,090 documente
BigQuant
3,481 documente
Bitget Academy
3,298 documente
MQL5 articles
3,012 documente
TradingView scripts
1,976 documente
ProRealCode
1,507 documente
Deribit Insights
1,232 documente
Machine Learning for Trading
1,124 documente
arXiv papers
1,033 documente
Amberdata research
766 documente
FMZ forum
682 documente
FMZ digest
662 documente
vn.py community
560 documente
QuantInsti blog
511 documente
Galaxy Research
340 documente
QuantStart
246 documente
Stratmill research code
219 documente
Robot Wealth
195 documente
NautilusTrader
191 documente
Hummingbot docs
181 documente
Paradigm research
175 documente
Lumibot
164 documente
Kraken Learn
163 documente
Biblioteca cursurilor cuantitative
157 documente
OctoBot
152 documente
Cryptohopper blog
144 documente
Systematic trading blog (Rob Carver)
132 documente
Qlib
116 documente
TqSdk
86 documente
Quantpedia
86 documente
Hyperliquid docs
79 documente
Freqtrade
68 documente
Hudson & Thames
62 documente
Awesome Systematic Trading
61 documente
backtrader
54 documente
vn.py
50 documente
Binance API docs
45 documente
Prelegeri Quantopian
45 documente
FMZ guides
38 documente
pysystemtrade
34 documente
Freqtrade docs
32 documente
quant-trading
31 documente
FinRL
28 documente
Zipline
22 documente
FMZ live strategies
21 documente
Jesse
17 documente
pyfolio
16 documente
Alphalens
14 documente
WonderTrader
14 documente
backtesting.py
11 documente
Technical Analysis
9 documente
QTPyLib
8 documente
QuantRocket
7 documente
Lumibot strategies
7 documente
Awesome Quant
1 documente

Caută în bibliotecă

79,386 documente

SuperMind

This post describes a Chinese stock selection screen combining daily price movement, a weekly MACD condition, a low nominal share price, and a price-to-earnings filter. Its final stated rules require amplitude above 1, a positive weekly MACD histogram, price…

AcțiuniPiețele din ChinaIndicatori tehniciInvestiții bazate pe factori
Hyperliquid docs

The document explains how Hyperliquid derives robust reference prices for perpetual futures to reduce exposure to market manipulation. Its oracle price is a weighted median of centralized-exchange prices and is used to calculate funding rates; because…

Contracte futures perpetueEvaluarea derivatelorMicrostructura piețeiGestionarea riscului
MQL5 code base

This short specification explains how a Renko chart is constructed and how a Donchian Channel is aligned to its bricks. The horizontal axis tracks the sequence of Renko bricks rather than elapsed time. Bricks are built from incoming bid ticks using the…

Indicatori tehniciUrmărirea tendințeiStrăpungere
SuperMind

This document describes a stock-selection rule that combines three signals: daily price amplitude above a threshold, a positive weekly MACD condition, and a positive product of price change and a large-order money-flow measure. It presents the rule as a way…

AcțiuniIndicatori tehniciMomentumPiețele din China
BigQuant

The author discusses whether AI stock selection discovers repeatable market patterns or earns returns because its chosen style happens to suit current conditions. The reported live and backtest observations suggest that alpha varies with market regime:…

AcțiuniMomentumÎnvățare automatăTestare istorică
SuperMind

This post proposes screening Chinese equities for companies with market capitalization below 10 billion yuan, no losses, and share prices below 18.5 yuan. It also suggests ranking candidates by capital-intensity measures such as turnover and volume ratio.…

AcțiuniPiețele din ChinaInvestiții bazate pe factoriIndicatori tehnici
SuperMind

This document describes a Chinese stock selection screen combining beverage and alcohol industry membership, turnover, and a Bollinger Band condition. The stated setup seeks stocks with turnover between 3% and 12% and closing prices between the middle and…

AcțiuniPiețele din ChinaIndicatori tehniciStatistică
Hummingbot docs

The article compares decentralized liquidity provision in automated market makers (AMMs) with liquidity mining on centralized exchange order books. In an AMM, providers supply assets while a smart contract sets prices; arbitrageurs trade against the pool and…

CriptoDeFiMarket makingArbitraj
MQL5 code base

This expert advisor trades changes in the XWAMI indicator's trend cloud. It generates a signal when a bar closes and the cloud changes color, then adjusts position size according to recent outcomes in the same direction. The stated defaults examine the last…

ForexIndicatori tehniciDimensionarea pozițiilorTestare istorică
SuperMind

This stock-selection rule screens Chinese equities using three conditions: daily amplitude above 1%, at least two limit-up events in the preceding 500 days, and a 2019 dividend ratio above 25%. The post describes these as signals of strong price action and…

AcțiuniPiețele din ChinaVolatilitateIndicatori tehnici
Amberdata research

This market note reviews Bitcoin and Ether options around a period of banking stress and major US economic releases. It describes Bitcoin’s term structure moving into backwardation, with near-dated implied volatility elevated relative to longer maturities,…

CriptoOpțiuniVolatilitateEvaluarea derivatelor
SuperMind

This stock-selection proposal combines three signals: an RSI reading below a stated threshold, the product of price change and net volume from very large orders being positive, and a stock appearing on the prior day’s trading activity list. The article…

AcțiuniPiețele din ChinaIndicatori tehniciSentiment
BigQuant

This tutorial introduces TA-Lib as a tool for calculating technical indicators from price and volume series. It briefly describes candlestick patterns, moving averages, ADX, ATR, and On-Balance Volume, then demonstrates calculating a simple moving average…

AcțiuniPiețele din ChinaIndicatori tehniciMomentum
SuperMind

This Chinese stock-screening example combines a daily turnover-rate band with reversal-candle and arc-shaped price indicators. Its stated selection formula also filters for market capitalization and an arc-trend reading, while the accompanying explanation…

AcțiuniPiețele din ChinaIndicatori tehniciStatistică
Amberdata research

This market commentary examines crypto options positioning in December 2023 as traders anticipated a US spot Bitcoin ETF decision. It discusses a sharp Bitcoin pullback and a rise in realized volatility, alongside a decline in short-dated implied volatility…

CriptoOpțiuniVolatilitateBazat pe evenimente
MQL5 code base

This brief note presents general software design principles that can inform trading-system architecture. It describes design patterns as reusable solutions developed through experience, intended to help make systems easier to extend, maintain, and support.…

Execuție
SuperMind

This article outlines an equity screen requiring RSI below 65, a rising KDJ K value, and turnover between 3% and 12%. Its stated aim is to find stocks with relatively subdued RSI readings, improving short-term momentum, and moderate trading activity. The…

AcțiuniIndicatori tehniciMomentumPiețele din China
SuperMind

This article describes a Chinese equity screening rule combining a daily high–low range above 1%, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. It explains the intended rationale: favor stocks with price movement,…

AcțiuniIndicatori tehniciMomentumPiețele din China
MQL5 code base

This brief note describes a ribbon indicator built from a variation of the Hull moving average. Instead of comparing averages with different calculation periods, it uses the variation indicator’s speed property to create a ribbon that behaves somewhat like a…

Indicatori tehniciMomentum
SuperMind

This SuperTrend variation adapts its ATR multiplier to the ratio of current ATR to a smoothed ATR average, widening bands in relatively volatile conditions and narrowing them when volatility is subdued. It adds an ATR-based cushion beyond the band before…

Urmărirea tendințeiVolatilitateIndicatori tehniciMomentum
ProRealCode

This Chinese-language post outlines an A-share stock screen that excludes Beijing-listed shares, selects stocks with a high-low range above 1%, and looks for a weekly five-period moving average crossing above a ten-period average. It presents sample…

AcțiuniPiețele din ChinaIndicatori tehniciMomentum
MQL5 code base

This document describes an adaptive Laguerre filter based on a method attributed to John Ehlers. It says the implementation supports Laguerre polynomials of different orders, with order four as the default. Adaptation can be controlled through a smoothing…

Indicatori tehniciUrmărirea tendințeiStatistică
MQL5 code base

This document describes a normalized version of the Acceleration/Deceleration oscillator. It shifts and rescales the standard indicator, with the stated aim of making its configuration more adaptable alongside other oscillators. The description identifies…

Indicatori tehniciStatistică
SuperMind

This document describes a stock-selection screen for Chinese A-shares. It combines daily turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, market capitalization no greater than 10 billion yuan, and positive earnings…

AcțiuniPiețele din ChinaIndicatori tehniciInvestiții bazate pe factori