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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
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Galaxy Research
340 dokument
QuantStart
246 dokument
Stratmill research code
219 dokument
Robot Wealth
195 dokument
NautilusTrader
191 dokument
Hummingbot docs
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Kursbibliotek för kvantitativ handel
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Cryptohopper blog
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Qlib
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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pysystemtrade
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
17 dokument
pyfolio
16 dokument
Alphalens
14 dokument
WonderTrader
14 dokument
backtesting.py
11 dokument
Technical Analysis
9 dokument
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8 dokument
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7 dokument
Lumibot strategies
7 dokument
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1 dokument

Sök i biblioteket

79,386 dokument

SuperMind

This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
SuperMind

This proposed A-share screen combines market capitalization below 10 billion yuan, a non-loss-making business, a current turnover range of 3% to 12%, and prior-day actual turnover between 3% and 28%. It treats moderate turnover as a way to favor liquid,…

AktierKinesiska marknaderFaktorinvesteringRiskhantering
SuperMind

This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
SuperMind

This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This note describes a simple dollar index indicator that calculates values from closing prices. It exposes one input: the number of bars used both for calculation and for drawing the line. Once a value has been calculated, it is not recalculated unless the…

ValutahandelTekniska indikatorer
MQL5 code base

This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…

ValutahandelUtbrottPositionsstorlekRiskhantering
FMZ forum

This tutorial outlines a Fisher Transform indicator calculated from the midpoint of each price bar and the highest high and lowest low over a rolling period. A ratio between zero and one controls how much the newly normalized price affects the recursively…

Tekniska indikatorerStatistikBacktestning
Hummingbot docs

This interview describes how a cryptocurrency liquidity miner used automated market making to provide liquidity across selected token pairs. He began with market making, tested different order approaches, and settled on using three orders. He ran bots…

KryptoMarknadsgarantverksamhetTekniska indikatorerOrderutförande
SuperMind

This Chinese-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…

AktierKinesiska marknaderMedelvärdesåtergångMomentum
MQL5 code base

The document explains how MQL5’s trade-transaction event can report account changes caused by submitted requests, interface actions, pending or stop-order activation, and server-side operations. It presents a base class that receives the transaction,…

OrderutförandeMarknadsmikrostrukturHögfrekvenshandel
SuperMind

This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
MQL5 code base

The document notes that MACD values may take time to settle at the beginning of a price series. Its explanation is that MACD depends on exponential moving averages, which are updated recursively from the previous estimate and the new price. As a result,…

Tekniska indikatorerStatistik
TqSdk

This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…

TerminerUtbrottTrendföljningRiskhantering
SuperMind

This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…

AktierKinesiska marknaderTekniska indikatorerMomentum
ProRealCode

This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…

Tekniska indikatorerUtbrottStatistikVolatilitet
BigQuant

This Chinese-language forum post asks whether factor analysis should pair a factor observed on a given day with that same day's prices or with prices from the following day. The author cites the Alphalens introduction as a reason to use next-day data and…

FaktorinvesteringBacktestningStatistik
MQL5 code base

The document describes a Windows message-based script for disabling automated trading on a specific Expert Advisor in MetaTrader. It opens the EA properties dialog, navigates to the Common tab using keyboard shortcuts when needed, locates the auto-trading…

OrderutförandeRiskhantering
FMZ forum

This essay uses hypothetical investment examples to explain how returns compound asymmetrically: a loss requires a larger percentage gain to recover, and alternating gains and losses can produce a modest long-run result despite large individual moves. It…

StatistikRiskhanteringPortföljkonstruktionPositionsstorlek
MQL5 code base

Hurst Bands plot percentage-based levels around a central moving average of median price. The center uses a simple moving average over half the selected period, and three configurable deviation values define inner, outer, and extreme bands above and below…

Tekniska indikatorerMedelvärdesåtergång
SuperMind

This article proposes screening Chinese equities using three kinds of signals: RSI below 65, the product of price change and the net ratio of very large order flow above 1, and year-over-year growth in net profit attributable to parent-company shareholders…

AktierKinesiska marknaderTekniska indikatorerFaktorinvestering