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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
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12,226 dokument
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8,431 dokument
Strategy library
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3,481 dokument
Bitget Academy
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ProRealCode
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Deribit Insights
1,232 dokument
Machine Learning for Trading
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arXiv papers
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Amberdata research
766 dokument
FMZ forum
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FMZ digest
662 dokument
vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
191 dokument
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Qlib
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quant-trading
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Jesse
17 dokument
pyfolio
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Alphalens
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backtesting.py
11 dokument
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7 dokument
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7 dokument
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Sök i biblioteket

79,386 dokument

SuperMind

This stock screen targets companies in the metaverse industry that had a limit-up event within the prior 25 days and have a rising DEA indicator. It proposes running the selection before 10 a.m. and choosing stocks for that day. The document includes a brief…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

This note describes selecting stocks with turnover between 3% and 12%, a rising DEA measure, and a 2021 listing date. The proposed rationale is to combine a band of trading activity with a trend signal, while restricting the universe to recently listed…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This note presents a stock screen combining a daily price range of at least one percent, a volume ratio between 1.5 and 6, and a positive daily MACD condition. The accompanying indicator formula adds a transition check: the prior MACD is below zero while the…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…

AktierKinesiska marknaderTekniska indikatorerMarknadssentiment
Binance API docs

This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…

KryptoOrderutförandeMarknadsmikrostruktur
SuperMind

The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…

AktierTekniska indikatorerMomentumRiskhantering
Amberdata research

This market recap describes how a sharp crypto decline affected BTC and ETH options. It reports rising realized volatility, a larger response in short-dated implied volatility than in longer maturities, and an inverted term structure after spot fell. The…

KryptoOptionerVolatilitetPrissättning av derivat
ProRealCode

The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…

Tekniska indikatorerVolatilitetTrendföljning
SuperMind

The document proposes a daily Chinese A-share screening rule using three conditions: MACD above its zero line, share price below 12 yuan, and the opening price within five percent of the 10-day simple moving average. It says the screen is run before 10 a.m.…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

The document describes an automated strategy built around a head and shoulders pattern. It defines confirmation as a decline from the third peak below the lowest intervening valley. The EA draws trend lines using fractals and combines the pattern with two…

ValutahandelAktierTekniska indikatorerRiskhantering
SuperMind

This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less…

Kinesiska marknaderAktierTekniska indikatorerMomentum
BigQuant

This Chinese-language research summary examines factors associated with the assets of index funds, separating them into fixed product attributes, accumulated long-term characteristics, and changing short-term variables. Fixed attributes include fund…

Kinesiska marknaderAktierStatistikFaktorinvestering
MQL5 code base

This document describes a MetaTrader workflow that records historical real ticks once, then replays them in mathematical mode for strategy testing. Sharing a tick file among optimizer agents is intended to avoid repeated data writes and reduce the time spent…

BacktestningOrderutförandeStatistikKrypto
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, with a 30-day moving average that is rising and at least one daily gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

Kinesiska marknaderAktierMomentumTekniska indikatorer
BigQuant

This document describes a Chinese equity screening rule that combines a price-movement threshold, an outstanding convertible-bond name field, and an indicator of recent large-investor activity. It initially presents yesterday’s control by major funds as a…

Kinesiska marknaderAktierTekniska indikatorerMarknadssentiment
SuperMind

This study presents StockRanker, a supervised learning-to-rank method for selecting Chinese A-shares. It uses gradient-boosted trees to rank the market by expected future return. The input features are derived from seven basic price and volume series using…

Kinesiska marknaderAktierMaskininlärningFaktorinvestering
MQL5 code base

This document describes an Expert Advisor that trades when a Kalman Filter indicator changes color. It generates a signal at a bar close, so the strategy responds to a change in the indicator’s direction rather than acting during the bar. The advisor…

ValutahandelTekniska indikatorerBacktestning
SuperMind

This stock selection proposal looks for a reported increase in holdings above 5%, a prior session that did not finish at the daily limit, and a shortening green histogram bar on a 15-minute MACD. The article interprets the position increase as possible…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This stock screen combines a turnover range of 3% to 12% with a positive product of price change and net large-order flow. It also requires current volume above 10,000 lots and an opening price above the prior close. The accompanying implementation ranks…

AktierMarknadsmikrostrukturMarknadssentimentKinesiska marknader
SuperMind

This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…

AktierTekniska indikatorerTrendföljningKinesiska marknader
SuperMind

This Chinese stock selection idea combines amplitude above 1, a ranking based on net large-order volume, and return on equity above 15% for five consecutive years. The stated rationale pairs trading activity and large-order flow with a profitability measure…

Kinesiska marknaderAktierFaktorinvesteringTekniska indikatorer
MQL5 code base

This Expert Advisor uses four user-positioned chart lines to trigger buy, sell, and close actions. A trade action occurs when the quoted market crosses the corresponding line, with the description specifying the ask moving above it while the bid is below.…

OrderutförandeTekniska indikatorerPositionsstorlekRiskhantering
SuperMind

This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a signal described as major-player control on the previous day. The accompanying rationale treats amplitude as a way to…

Kinesiska marknaderAktierTekniska indikatorerMomentum
NautilusTrader

This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…

OrderutförandeMarknadsmikrostrukturSpotmarknaderRiskhantering