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
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 Chinese equity screen selects stocks classified in the metaverse industry when the opening price is near the ten-day moving average and the KDJ indicator has just crossed upward. The document explains that the moving average supplies a price reference…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This indicator combines five-candle fractal detection with a Commodity Channel Index filter. It displays a signal only when CCI meets a configurable threshold on the candle associated with the fractal, aiming to screen out some signals during sideways…

Tekniska indikatorerMomentumMedelvärdesåtergångBacktestning
ProRealCode

This document defines Wilder’s channel as two volatility-adjusted boundaries. The upper line adds a scaled Average True Range value to a Wilder average of highs, while the lower line subtracts the same volatility adjustment from a Wilder average of lows. Its…

Tekniska indikatorerVolatilitet
SuperMind

This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, three consecutive declining sessions, and afternoon net inflows from large orders. It presents the screen as a way to combine price action, trading activity, and…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
MQL5 code base

The document introduces a basic MetaTrader 5 version of a trend direction and force indicator, adapted from an older MetaStock indicator. It says the tool aims to show both which way a trend is moving and how intense it is. The suggested signal is the first…

Tekniska indikatorerTrendföljning
MQL5 code base

This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…

UtbrottMedelvärdesåtergångTekniska indikatorerBacktestning
SuperMind

This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a minimum listing age. The example implementation specifies more than 120 days since listing and evaluates the RSI and recent candle conditions to form…

AktierTekniska indikatorerMedelvärdesåtergång
ProRealCode

This ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringBacktestning
SuperMind

This stock-selection proposal combines a technical filter with a profitability screen: choose main board stocks with RSI below 65, a daily gain above 1%, and return on equity above 15% in each of the previous five years. The author presents RSI as a way to…

AktierKinesiska marknaderTekniska indikatorerMomentum
BigQuant

This brief BigQuant Q&A addresses whether to exclude stocks listed on China’s ChiNext and STAR Market boards when building an AI trading strategy. Its central recommendation is to apply the exclusion during both model training and prediction, so the model is…

Kinesiska marknaderMaskininlärningBacktestning
ProRealCode

This indicator builds five nested ZigZag levels: the first uses a configurable lookback, and each higher level is derived from turning points in the level below. It is designed to condense price action into progressively larger swings and can optionally…

Tekniska indikatorerTrendföljningStatistik
ProRealCode

The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…

RåvarorAktierTrendföljningTekniska indikatorer
BigQuant

The document presents Follow-the-Leader, a factor-based method for constructing a smaller portfolio that tracks a broad equity index. Instead of selecting stocks only by index weight or correlation with index returns, the method estimates the number of…

AktierFaktorinvesteringPortföljkonstruktionBacktestning
BigQuant

This brief help note answers how to test Python code with breakpoints, including whether a workflow similar to PyCharm’s breakpoint debugging is available. It suggests using Python’s built-in pdb debugger to pause execution and inspect a program while it…

Statistik
SuperMind

The document describes a Chinese equity screen that combines daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and a day-over-day increase in volume above 5%. It explains the intended rationale: price movement may…

AktierKinesiska marknaderVolatilitetTekniska indikatorer
Amberdata research

This weekly market recap reviews Bitcoin and Ether derivatives conditions, including realized volatility, implied-volatility term structure, skew, option flows, and dealer gamma. It describes weak spot prices alongside subdued realized volatility, while…

KryptoOptionerVolatilitetPrissättning av derivat
MQL5 code base

This document describes an automated trading system that uses a Trend Intensity Index oscillator. A signal is generated at the close of a bar when the indicator moves into an overbought or oversold zone, shown by a change in its color. The system is…

ValutahandelTekniska indikatorerBacktestningRiskhantering
MQL5 code base

The document describes a third-generation moving average indicator for MetaTrader 4 and identifies the applied-price setting, which defaults to typical price. It compares the indicator visually with a conventional exponential moving average, claiming that…

ValutahandelTekniska indikatorerTrendföljning
MQL5 code base

The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…

ValutahandelTekniska indikatorerVolatilitetRiskhantering
ProRealCode

This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…

TerminerAmerikanska marknaderTrendföljningTekniska indikatorer
SuperMind

The screen targets Chinese stocks with a daily amplitude above 1%, appearance on the prior day's 龙虎榜 (top trading list), and more than two limit-up days in the previous ten sessions. It combines recent price movement, reported trading attention, and repeated…

AktierKinesiska marknaderVolatilitetMomentum
vn.py community

The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because…

BacktestningOrderutförandeTerminer