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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
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
WonderTrader
14 dokument
Alphalens
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

OctoBot

This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…

KryptoVolatilitetMarknadssentimentRiskhantering
MQL5 code base

This brief description presents an indicator that uses Average True Range as a reference for placing stop losses. It draws two bands at equal distances from a moving average, making the bands a volatility-based guide around a baseline. The text also proposes…

Tekniska indikatorerVolatilitetRiskhanteringUtbrott
SuperMind

This document describes a Chinese equity screening rule combining daily range, a reversal condition, three consecutive down days, and a comparison of recent highs with a longer lookback period. Its final version also requires the highest price over the last…

Kinesiska marknaderAktierTekniska indikatorerBacktestning
MQL5 code base

The document describes an on-chart spread monitor for tracking trading costs on a selected symbol. It calculates spread from the live Ask and Bid, then displays the current value alongside the minimum, average, and maximum observed since the indicator was…

OrderutförandeMarknadsmikrostrukturRiskhantering
FMZ forum

The document traces several ways to build moving average trading rules, using a 15-minute Chinese rebar futures index as its backtest example. It starts with price crossing a single average and short-period averages crossing longer ones, then adds…

TerminerTrendföljningTekniska indikatorerBacktestning
MQL5 code base

The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…

ValutahandelKryptoTrendföljningMedelvärdesåtergång
SuperMind

The proposed equity screen combines intraday range, Bollinger Band position, and a specific opening-time price-change condition. It looks for stocks whose range exceeds its recent average, whose close lies between the middle and upper Bollinger Bands, and…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
SuperMind

This stock-screening proposal combines a range condition, rising lows, and a long-term trend filter. It selects shares with amplitude above one, a rising bottom, and the prior close above the 250-day moving average. The suggested expanded version adds a…

AktierKinesiska marknaderTekniska indikatorerTrendföljning
SuperMind

This proposed stock screen looks for prior-session amplitude above the stated threshold, an opening price within a narrow band around the 10-day moving average, and a rising K value in the KDJ indicator that remains below its ceiling. The explanation treats…

AktierTekniska indikatorerMomentumRiskhantering
SuperMind

This proposed equity screen selects stocks with MACD above zero, positive net profit, and a rounded price-recovery pattern. The document interprets positive MACD as evidence of an upward trend, profitability as a basic quality check, and the rounded shape as…

AktierTekniska indikatorerMomentumTrendföljning
SuperMind

This stock-selection proposal combines a positive MACD reading, a favorable but undefined company-quality condition, and at least two limit-up events within the stated 500-trading-day lookback. The rationale is that positive MACD suggests an upward trend,…

Kinesiska marknaderAktierTekniska indikatorerMomentum
BigQuant

This report adapts Peter Lynch’s six company categories to China’s A-share market: slow-growing, stable-growing, fast-growing, cyclical, turnaround, and asset-rich companies. Its selection framework first screens for a positive price-to-earnings ratio and a…

AktierKinesiska marknaderFaktorinvesteringPortföljkonstruktion
MQL5 code base

This document describes an RSI divergence indicator that draws RSI in a separate pane and marks detected divergences both there and on the price chart. Its inputs include the calculation period, applied price, overbought and oversold thresholds, and separate…

Tekniska indikatorerMedelvärdesåtergångAktier
SuperMind

This A-share stock screen selects candidates before each trading day’s open using three conditions: MACD above zero, price below 12, and RSI below 65. The document presents the rules as a technical filter intended to combine a positive trend signal with a…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This MetaTrader 5 indicator combines pivot-based swing analysis with Fibonacci retracements. It labels swing points as higher highs, higher lows, lower highs, or lower lows, and classifies breaks as continuation events (BOS) or possible reversals (CHoCH).…

Tekniska indikatorerUtbrottVolatilitetRiskhantering
SuperMind

This post outlines a China A-share screening approach focused on companies classified in the metaverse industry. Its final version combines a volume ratio between 1.5 and 6, market capitalization above one billion yuan, a top-100 relative-strength ranking,…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

This indicator divides a bar’s reported volume into upward and downward components using the bar’s open, high, low, and close. It defines the upward coefficient as the distance from the open to the high, and the downward coefficient as the distance from the…

Tekniska indikatorerMarknadsmikrostruktur
BigQuant

This study examines whether Chinese fund management companies’ visits to listed firms are associated with the performance of the funds they manage. It proposes that visits can improve investment decisions by giving institutions access to operational details…

AktierKinesiska marknaderStatistikFaktorinvestering
Amberdata research

This mid-week recap summarizes derivatives conditions in Bitcoin and Ether as of April 21, 2023. It reports stable Bitcoin 10-day realized volatility in the low 30s while attention shifted toward Ether, and describes term structures for both assets as moving…

KryptoOptionerVolatilitetPrissättning av derivat
ProRealCode

This post presents a long-only DAX strategy on 15-minute bars. It looks for a prior lower low, a current high below the earlier rolling high, a bullish candle, a limited bar range relative to the recent high-low span, and a close above SuperTrend. The…

TerminerTrendföljningTekniska indikatorerPositionsstorlek
ProRealCode

The Absolute Strength Histogram estimates buying and selling pressure by calculating separate bull and bear series, smoothing both, and plotting the absolute difference as a histogram. Its calculation can use RSI-style price changes, a stochastic range…

Tekniska indikatorerMomentum
SuperMind

The document proposes a stock screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and whose latest close is above the previous close. It gives two implementations: a formula using industry…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

The document describes a trading approach that combines an adaptive moving average (AMA) with Kaufman’s adaptive moving average (KAMA). It says the AMA builds on KAMA by accounting for where the close falls within the high–low range. The proposed system uses…

Tekniska indikatorerTrendföljning