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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
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
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backtrader
54 dokument
vn.py
50 dokument
Binance API docs
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Quantopian-föreläsningar
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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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
Lumibot strategies
7 dokument
QuantRocket
7 dokument
Awesome Quant
1 dokument

Sök i biblioteket

79,386 dokument

MQL5 code base

The document outlines a MetaTrader 5 expert advisor that combines moving average crossover signals with grid entries. It describes using fast and slow simple moving averages on an hourly chart, with volume and volatility checks to filter signals. Additional…

ValutahandelRutnäthandelTrendföljningRiskhantering
MQL5 code base

This indicator changes two parts of a conventional RSI setup. First, it filters prices with a selectable moving average before calculating RSI, aiming to reduce false signals without adding substantial lag. Second, it assesses trends with Discontinued Signal…

Tekniska indikatorerTrendföljningMedelvärdesåtergång
ProRealCode

This visual indicator assigns signed levels from one to nine using RSI readings. For each level, it checks whether RSI is above or below the midpoint of 50: readings above it receive a positive level, and readings below it receive a negative level. The…

Tekniska indikatorerMedelvärdesåtergångMomentum
MQL5 code base

This indicator example applies spectral filtering to the Average Directional Index (ADX). It transforms the ADX time series into frequency components and removes higher-order harmonics to produce a smoother series. The stated motivation is to reduce…

Tekniska indikatorerTrendföljningStatistik
ProRealCode

This note describes Trend Force, an indicator that displays bullish and bearish trend strength as separate measures. Bullish strength compares the close with the lowest low over a recent lookback, while bearish strength compares the highest high with the…

Tekniska indikatorerTrendföljningVolatilitet
OctoBot

This short description covers an indicator that displays the current spread on a trading chart. It says users can adjust the displayed font, text color, and font size, and choose where the spread label appears. Four chart corners are available through a…

OrderutförandeMarknadsmikrostruktur
MQL5 code base

This article compares five platforms for automating cryptocurrency trades: OctoBot, CryptoHero, 3Commas, Cryptohopper, and Pionex. It describes available approaches such as grid trading, dollar-cost averaging, signal following, market making, and AI-assisted…

KryptoRutnäthandelMarknadsgarantverksamhetBacktestning
MQL5 code base

This brief description introduces a Williams Percent Range indicator, commonly called WPR, that can calculate from a selected price series: close, high, or low. The main practical point is that the input price type is configurable, so the displayed…

Tekniska indikatorer
SuperMind

This Chinese-language article describes an equity screen restricted to the metaverse concept group. It selects stocks whose close is above the five-day moving average and whose weekly MACD is above zero, using these conditions as short- and medium-term trend…

AktierKinesiska marknaderTrendföljningTekniska indikatorer
SuperMind

This post describes a Chinese equity screen combining three conditions: a positive MACD reading, membership in selected beverage and alcohol import-export industry classifications, and a daily percentage change below a stated ceiling. Its example…

AktierTekniska indikatorerMomentumPortföljkonstruktion
BigQuant

The document summary highlights two applications of machine learning in quantitative investing. First, it describes forecasting volatility to inform how capital is allocated among strategies, based on the claim that many strategies’ profitability is closely…

MaskininlärningVolatilitetRiskhanteringPortföljkonstruktion
SuperMind

This Chinese stock-selection rule screens for companies associated with the metaverse theme, with the previous day’s actual turnover rate between 3% and 28%, while excluding stocks on the STAR Market. The stated rationale is that turnover may reflect…

AktierKinesiska marknaderTekniska indikatorerStatistik
MQL5 code base

The document describes an Expert Advisor that trades signals from the AMkA indicator. It checks for a newly colored point when a bar closes and requires the latest point and the two preceding points to have different colors. The text indicates that this…

ValutahandelTekniska indikatorerBacktestning
ProRealCode

The indicator applies linear regression to a price momentum series, then plots a lagged copy of the regression line as a signal line. The suggested entry cue is a crossover between these two lines. Its parameters control the momentum lookback, regression…

MomentumTekniska indikatorerStatistik
MQL5 code base

This Expert Advisor generates signals from intersections of TDI-2 indicator lines, evaluated when a bar closes. It follows the direction of the signal and adds to an existing position when the profit from the most recent trade, measured in points, exceeds a…

ValutahandelTekniska indikatorerTrendföljningPositionsstorlek
BigQuant

This sample describes a high-dividend stock-selection model for Chinese equities. The process excludes special-treatment stocks, suspended securities, and Beijing Stock Exchange listings. It then screens for larger companies by market-capitalization rank,…

AktierFaktorinvesteringPortföljkonstruktionBacktestning
SuperMind

This sample strategy selects Chinese equities using a dividend yield ranking alongside size and valuation filters. It first removes special-treatment stocks, suspended shares, and Beijing Stock Exchange listings. From the remaining universe, it favors…

AktierFaktorinvesteringPortföljkonstruktionBacktestning
ProRealCode

This indicator adapts the SuperTrend period using the coefficient of determination from a rolling linear fit of recent prices. It computes an R-squared value over the configured lookback and uses that value to adjust the period supplied to SuperTrend, aiming…

Tekniska indikatorerTrendföljningStatistik
MQL5 code base

This brief description introduces a semaphore-style signal indicator built from crossovers between lines of the Digital CCI Woodies indicator. It identifies the indicator’s author and notes that its implementation relies on a SmoothAlgorithms library for…

Tekniska indikatorerAktier
BigQuant

This forum post reports a suspected data-quality problem in a Chinese stock valuation dataset. The author observed that the September 14, 2022 snapshot appeared to contain more than 1,600 missing or erroneous records, while the adjacent dates seemed to have…

AktierKinesiska marknaderStatistik
SuperMind

This article describes a Chinese stock screening rule that combines daily price range, a recent reversal-style candlestick condition, and a low KDJ value. Its stated final criteria are amplitude above 1%, a reversal pattern within the past three days, and K…

AktierTekniska indikatorerKinesiska marknader
SuperMind

This A-share stock screen selects shares with a daily trading range above a stated threshold, positive estimated main-fund flow on the prior day, and MACD above its zero line. The MACD condition is intended to identify stocks with positive trend momentum,…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This A-share screening idea combines an RSI below 65 with an external-to-internal trading volume ratio above 1.3 and a reversal or engulfing pattern. The article also describes filtering for a positive but bounded ten-day price change and checking recent…

AktierTekniska indikatorerKinesiska marknaderMomentum