Hoppa till innehåll

Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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

Sök i biblioteket

12,226 dokument

SuperMind

This Chinese equity screen combines MACD above zero, upward divergence of the day’s moving averages, and net inflow from large orders during the afternoon. The note interprets these conditions as trend strength and buying pressure. Its illustrative formulas…

AktierTekniska indikatorerMarknadsmikrostruktur
SuperMind

This note describes a Chinese equity screen combining three conditions: at least five moving averages converge at a similar price, recent return is positive, and the 30-day moving average is rising. The convergence is interpreted as several trend measures…

AktierTekniska indikatorerTrendföljning
SuperMind

This stock selection rule combines a daily turnover range of 3% to 12%, a newly formed KDJ golden cross, and prior-day auction turnover above 0.26. The article frames the turnover range as a way to select active stocks, the KDJ crossover as a momentum or…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

This stock-screening proposal combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a five-year record of return on equity above the stated threshold. The rationale is to pair…

AktierFaktorinvesteringMomentumKinesiska marknader
SuperMind

This overview describes alpha as a return opportunity identified by studying historical data and relationships among market, company, macroeconomic, and text information. It outlines a research cycle: develop an economic rationale and measurable signal,…

StatistikBacktestningRiskhanteringMaskininlärning
SuperMind

This post proposes screening stocks with a large daily range that appeared on the previous day’s trading leaderboard, then keeping names whose close is above the Bollinger middle band and below the upper band. It presents the combination as a way to focus on…

AktierTekniska indikatorerVolatilitetKinesiska marknader
SuperMind

This post describes a technical stock screen requiring daily amplitude above a threshold, a morning-star candlestick condition, and a platform metric labeled today’s control above a threshold. It characterizes the metric as a measure related to a stock’s…

AktierTekniska indikatorerVolatilitetKinesiska marknader
SuperMind

This Chinese-language post describes an equity screen that combines membership in the metaverse concept group with a close above the previous day’s low and a positive daily MACD reading. The author frames the conditions as a blend of thematic exposure, price…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This stock screen combines three conditions: price amplitude above 1, turnover greater than 2% but below 9%, and a 2019 dividend payout ratio above 25%. The post presents the criteria as a way to find shares with trading activity and a history of substantial…

AktierFaktorinvesteringKinesiska marknaderRiskhantering
SuperMind

This stock screen combines a turnover range with an IPO-year filter and a comparison of company revenue across two years. It selects stocks with turnover between 3% and 12%, listed in 2021, whose 2021 revenue exceeded 1.1 times their 2018 revenue. The…

AktierFaktorinvesteringKinesiska marknader
SuperMind

The post asks whether a backtesting or simulation setup's commission setting includes the stamp tax charged on stock sales in mainland China. The author says that, for frequent portfolio turnover, this tax could materially reduce estimated returns compared…

AktierKinesiska marknaderBacktestningOrderutförande
SuperMind

The document proposes an A-share screen using daily price amplitude above one percent, a share price of 18.5 yuan, and positive institutional movement. It presents the combination as a way to select volatile stocks at a chosen price level with favorable…

AktierKinesiska marknaderVolatilitetMarknadssentiment
SuperMind

The document describes an A-share stock screen that combines daily price amplitude greater than one percent, a positive weekly MACD reading, and a positive price-to-earnings ratio. It frames the conditions as a blend of volatility, short-term upward…

AktierKinesiska marknaderMomentumVolatilitet
SuperMind

This proposed A-share stock screen combines a 14-period RSI below 65, a condition involving daily percentage change multiplied by a five-day large-order net-flow measure, and a current low below the prior day's low. The author frames the falling-low…

Kinesiska marknaderAktierMedelvärdesåtergångTekniska indikatorer
SuperMind

This Chinese-language post describes an equity screening rule that combines a daily price-range threshold, afternoon large-order net inflows, and a measure labeled “today’s control” above a stated threshold. Its rationale is that a wider range may indicate…

AktierTekniska indikatorerRiskhantering
SuperMind

This Chinese-language post presents a short-term stock selection screen using three conditions: turnover ratio between 3% and 12%, opening price near the 10-day moving average, and intraday range of at least 1% of the opening price. The opening-price…

AktierTekniska indikatorerVolatilitetBacktestning
SuperMind

This A-share screening idea combines technical and fundamental filters: RSI below 65, parent-company net profit growth above 20% and no more than 100%, and upward-diverging moving averages. The article’s example implementation further screens out…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

This document describes a stock screen combining three signals: a positive but limited ten-day return, the prior day's price above its 250-day moving average, and a measure of daily position increases above 5%. It interprets the position-change measure as a…

AktierMomentumTekniska indikatorerStatistik
SuperMind

This document presents a Chinese equity screening idea focused on stocks in the metaverse industry. It selects companies with a volume ratio between 1.5 and 6, market capitalization above 200 million, and a relative-strength ranking among the top 100. The…

AktierMomentumTekniska indikatorerRiskhantering
SuperMind

This note outlines an A-share selection process that filters for stocks with an amplitude above 1, excludes ST-designated stocks, and selects before 10 a.m. It then applies a five-session limit-up-style rule and ranks the remaining names by individual stock…

AktierKinesiska marknaderMomentumUtbrott
SuperMind

This note describes a stock screen that combines an intraday range threshold, at least one limit-up session in a recent lookback period, and current trading volume equal to at least 5% of circulating shares. The stated rationale is that larger ranges may…

AktierKinesiska marknaderMomentumVolatilitet
SuperMind

This document explains a trend-regime indicator that applies a one-sided cumulative sum test to price deviations from a Hull moving average. Separate accumulators track persistent positive and negative residuals; a drift allowance suppresses small…

TrendföljningStatistikTekniska indikatorerVolatilitet
SuperMind

This Chinese stock-selection post starts with three signals: daily amplitude above 1, a positive weekly MACD histogram, and afternoon large-order net inflow. Its final proposed rule adds valuation and profitability filters: price-to-earnings below 20,…

AktierKinesiska marknaderTekniska indikatorerMomentum