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
Prelegeri Quantopian
45 documente
Binance API docs
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

MQL5 code base

The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…

Indicatori tehniciRevenire la medieVolatilitateUrmărirea tendinței
SuperMind

The document proposes screening Chinese stocks in the metaverse theme for a circulating market capitalization above 10 billion yuan and a prior-day actual turnover rate within a stated range. Its final rule specifies turnover between 5% and 20%, while an…

AcțiuniPiețele din ChinaMicrostructura piețeiStatistică
SuperMind

The document describes a Chinese stock selection rule combining three filters: RSI below 65, positive large-order net inflow in the afternoon, and a dividend ratio above 25% for 2019. It also gives example indicator and Python logic for applying these…

AcțiuniIndicatori tehniciPiețele din ChinaInvestiții bazate pe factori
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ForexExecuțieTestare istoricăIndicatori tehnici
MQL5 code base

This expert-advisor description explains an order trigger based on price crossing a moving average rather than on candle values. It says a hedge order can follow when a later candle produces another crossover relative to prior orders. The supplied logic…

Indicatori tehniciExecuțieGestionarea riscului
SuperMind

This stock-selection method screens for shares priced below 12 yuan, with MACD above its zero line and more than two limit-up days in the preceding ten days. The post says the screen runs before 10 a.m. each trading day. It frames the combination as a way to…

AcțiuniPiețele din ChinaIndicatori tehniciMomentum
Freqtrade

This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…

Indicatori tehniciMomentumGestionarea risculuiTranzacționare de înaltă frecvență
BigQuant

This strategy note selects Chinese convertible bonds using low price, low conversion premium, and low remaining issue balance. It ranks eligible bonds by the sum of price and conversion premium, favors the lowest scores, and describes equal-weight holdings…

Piețele din ChinaDimensionarea pozițiilorGestionarea riscului
SuperMind

This Chinese stock-selection note describes a screen combining turnover, circulating share capital, and a concentration measure. Its stated final rule keeps stocks with turnover at or below 12%, circulating market capitalization at or below 5.5 billion…

AcțiuniPiețele din ChinaIndicatori tehnici
ProRealCode

This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…

Indicatori tehniciUrmărirea tendințeiVolatilitateGestionarea riscului
SuperMind

This Chinese-market stock screen combines turnover, a reversal-style candle condition, and a daily price-decline band. It selects stocks with turnover between 3% and 12%, applies a reversal filter, and keeps candidates whose daily percentage change is…

Piețele din ChinaAcțiuniIndicatori tehniciRevenire la medie
Hummingbot docs

Hummingbot 1.27 introduces Strategy V2 templates for funding rate arbitrage and cross-exchange market making (XEMM). The funding strategy compares current perpetual futures funding rates across configured exchanges for selected tokens, then evaluates whether…

CriptoArbitrajContracte futures perpetueMarket making
ProRealCode

This document describes the True Strength Index (TSI), a technical indicator intended to reflect trend direction and overbought or oversold conditions. Its calculation applies two exponential smoothing stages to one-period rate of change, then divides the…

Indicatori tehniciMomentum
BigQuant

This short research note discusses how machine learning might classify stock price patterns. It uses a triple-bottom formation to show why chart labels can be ambiguous: after a decline and consolidation with three lows, an upward break may confirm a…

AcțiuniÎnvățare automatăIndicatori tehniciTestare istorică
SuperMind

This document outlines an intraday Chinese stock selection idea. It screens the metaverse industry for non-ST shares, ranks candidates by the day’s opening auction amount, keeps the top five, and applies a named five-stage limit-up method before 10 a.m. The…

AcțiuniMomentumStrăpungereExecuție
BigQuant

This document describes a Chinese equity strategy research approach that uses supervised neural networks to generate many weak alpha factors from a set of input factors. It proposes transforming those outputs into low-correlation components, then weighting…

AcțiuniInvestiții bazate pe factoriÎnvățare automatăConstruirea portofoliului
SuperMind

This stock-selection idea screens for Chinese beverage and alcohol-related companies, with turnover between 3% and 12% and a buying-versus-selling activity condition described as external volume exceeding internal volume by a factor greater than 1.3. The…

AcțiuniPiețele din ChinaMomentumIndicatori tehnici
ProRealCode

The indicator compares the current regression slope of closing prices with stored slopes from confirmed pivot highs and lows. A pivot is identified using highs or lows across a configurable window; the slope over the bars leading into each pivot is saved in…

Învățare automatăIndicatori tehniciStatisticăTestare istorică
ProRealCode

This document describes a Bollinger Bands variant built around a linear regression of closing prices. The regression line serves as the center; upper and lower bands are formed by adding and subtracting a multiple of the standard deviation of that regression…

Indicatori tehniciStatisticăVolatilitate
MQL5 code base

This document explains the Stochastic Oscillator as a momentum indicator that compares a security’s latest close with its recent high-low range. It describes %K as the current oscillator reading and %D as a moving average of %K. The underlying interpretation…

MomentumIndicatori tehniciForex
Stratmill research code

This document describes a trading rule that measures a spread’s latest value against its recent average and standard deviation. It uses separate lookback windows for the mean and standard deviation, then calculates a z-score to identify unusually high or low…

Revenire la medieIndicatori tehniciStatisticăGestionarea riscului
BigQuant

This document describes a chart indicator that draws a price channel from the high and low of a candle on a selected higher timeframe. The user chooses the timeframe, and the indicator uses that period’s candle range as the channel boundaries on the chart.…

Indicatori tehniciStrăpungere
MQL5 code base

This research summary examines whether trading volume, represented by turnover, can distinguish stronger from weaker stock momentum signals. It separates intraday price changes from overnight returns and reports different price-volume patterns for each.…

AcțiuniPiețele din ChinaMomentumInvestiții bazate pe factori
MQL5 code base

The document outlines an oscillator built around the lower Bollinger Band. Its motivating observation is that an extended period of price remaining below that band may be associated with a greater chance of further declines. The calculation first measures…

Indicatori tehniciVolatilitateMomentum