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
Quantpedia
86 dokument
TqSdk
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
Quantopian-föreläsningar
45 dokument
Binance API docs
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

79,386 dokument

SuperMind

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…

Kinesiska marknaderAktierTekniska indikatorerRiskhantering
SuperMind

This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…

AktierKinesiska marknaderVolatilitetTekniska indikatorer
BigQuant

This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…

AktierUtbrottTekniska indikatorer
BigQuant

The post reports a discrepancy between a backtesting platform’s monthly return for the CSI 300 benchmark and an external reference calculation. It attributes the difference to the platform using the first day of the month’s closing price as the starting…

BacktestningStatistikPortföljkonstruktion
SuperMind

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

The document describes a Chinese equity screening rule that selects beverage and alcohol related companies, requires turnover within a stated 3% to 12% range, and excludes stocks that hit the daily upper price limit on the previous day. It provides example…

AktierKinesiska marknaderTekniska indikatorer
SuperMind

This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…

AktierTekniska indikatorerMedelvärdesåtergångKinesiska marknader
TqSdk

The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…

TerminerBacktestningOrderutförandeRiskhantering
BigQuant

This note introduces the Awesome Oscillator (AO) and gives its basic input and calculation. It uses median price, defined as the average of the session high and low, then subtracts a longer-period moving average from a shorter-period moving average. The…

Tekniska indikatorer
SuperMind

This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…

AktierTekniska indikatorerTrendföljningKinesiska marknader
BigQuant

This short discussion outlines data-related challenges faced by quantitative investment teams as they develop and test strategies. It describes quantitative investing as turning historical market behavior into data, using statistics and programming to…

StatistikMaskininlärningBacktestning
SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

AktierTekniska indikatorerMomentumRiskhantering
MQL5 code base

This short description presents an indicator that transforms price time-series processed by a Directed Movement algorithm into a candlestick sequence. It states that this representation may make the output more informative for analysis, but does not explain…

Tekniska indikatorerTrendföljning
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

AktierTekniska indikatorerFaktorinvesteringKinesiska marknader
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

AktierKinesiska marknaderTekniska indikatorerStatistik
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

AktierKinesiska marknaderMomentumTekniska indikatorer
FMZ forum

This article introduces Monte Carlo methods through random sampling examples, contrasting an approach that can return a promising answer without guaranteeing the optimum with randomized search that keeps trying until it finds a valid solution. It illustrates…

StatistikMaskininlärning
SuperMind

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity,…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
Cryptohopper blog

The article explains how Bitcoin halvings reduce the issuance of new coins and considers possible effects on price and mining. It describes the expected block reward reduction and argues that a supply decrease could support prices if demand does not fall by…

KryptoSpotmarknaderHändelsedriven handel
BigQuant

This report summary examines how disclosure requirements and historical accuracy of earnings previews differ across Chinese equity-market boards. It compares preview disclosure rates, reports that the ChiNext board generally has the broadest coverage and the…

AktierKinesiska marknaderStatistikFaktorinvestering
SuperMind

This document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…

Tekniska indikatorerTerminerUtbrott
BigQuant

This forum post raises a portfolio-selection question about factor neutralization when the stock universe changes over time. The author describes selecting the five highest-scoring stocks from an initial group, then adding more stocks the next day and…

FaktorinvesteringPortföljkonstruktionStatistik
MQL5 code base

This MQL5 indicator description outlines automated support and resistance trendlines with breakout detection. It lists real-time breakout alerts and chart arrows, a configurable pip threshold, and an adjustment feature that redraws trendlines after…

Tekniska indikatorerUtbrott