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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
181 dokument
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164 dokument
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Kursbibliotek för kvantitativ handel
157 dokument
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152 dokument
Cryptohopper blog
144 dokument
Systematic trading blog (Rob Carver)
132 dokument
Qlib
116 dokument
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86 dokument
Quantpedia
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Hyperliquid docs
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Freqtrade
68 dokument
Hudson & Thames
62 dokument
Awesome Systematic Trading
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backtrader
54 dokument
vn.py
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pysystemtrade
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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
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8 dokument
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7 dokument
Lumibot strategies
7 dokument
Awesome Quant
1 dokument

Sök i biblioteket

79,386 dokument

BigQuant

This post describes a live-order funding problem in an equities strategy. A buy signal was calculated using the previous close for 18,100 shares, while the stock opened higher and the trader submitted the order near the open using the fifth ask level. With…

AktierOrderutförandePositionsstorlekRiskhantering
MQL5 code base

This brief description outlines an MT5 indicator that constructs a moving line by extrapolating a fourth-degree polynomial. It describes deriving candidate lines from a sine-like curve and from an axial or nearly constant line, with different line-power…

Tekniska indikatorerStatistikBacktestning
SuperMind

This introductory guide lays out five areas for developing quantitative trading capability: mathematics and statistics, programming, financial knowledge, strategy research, and practical testing. It highlights time-series and cross-sectional econometrics,…

StatistikMaskininlärningBacktestningRiskhantering
SuperMind

This post presents a short-term stock screen combining price amplitude, a morning-star pattern, exclusion of specially treated stocks, a market-wide limit-up count capped at five, and selection before 10 a.m. It includes a platform formula and Python example…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python…

AktierKinesiska marknaderTekniska indikatorerTrendföljning
MQL5 code base

The document describes an MT4 indicator that draws separate colored boxes for the Asian, London, and New York trading sessions. Each box marks a session’s high-low range, with extension lines intended to carry those levels forward for chart reading. Optional…

Tekniska indikatorerUtbrottMarknadsmikrostrukturValutahandel
Kraken Learn

The article surveys passive-income approaches for crypto holders, focusing on staking proof-of-stake assets and lending stablecoins. Staking can generate rewards while leaving the holder exposed to changes in the token’s market price; lending stablecoins can…

KryptoDeFiRiskhantering
FMZ forum

This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…

KryptoTerminerOrderutförandeMarknadsmikrostruktur
SuperMind

The document describes a stock screen that looks for shares with an amplitude above 1, an upward-spreading moving-average condition, and high auction trading value. It ranks qualifying stocks by auction value and selects the top five, aiming to combine price…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

The document outlines a daily Chinese stock screen taken at 14:00. It retains stocks with MACD above its zero line, positive afternoon large-order net inflow and positive popularity, then sorts candidates by popularity from highest to lowest. It gives the…

AktierKinesiska marknaderMomentumTekniska indikatorer
BigQuant

The document addresses how to combine multiple stock-selection factors when they have different preferred directions. Its example asks how to score one factor from low to high and another from high to low, then rank securities by the average of their scores.…

AktierFaktorinvesteringPortföljkonstruktion
SuperMind

The document proposes a Chinese stock selection rule combining current turnover rate, the ratio of external to internal trading volume, and a prior-day opening-auction price condition. It then ranks qualifying stocks by current auction turnover and selects…

AktierKinesiska marknaderMarknadsmikrostrukturTekniska indikatorer
MQL5 code base

The document describes an indicator that groups broker tick quotes by server hour over a configurable history window. It reports median and 90th-percentile spreads, with optional mean and maximum statistics, and can compare the spread with a user-entered…

ValutahandelMarknadsmikrostrukturOrderutförandeRiskhantering
ProRealCode

This indicator combines a CCI-like calculation on changes in closing price with two stages of exponential smoothing. It then computes the standard deviation of the smoothed oscillator and uses rolling highs and lows of that deviation to create dynamic upper…

Tekniska indikatorerVolatilitetStatistik
SuperMind

This post proposes screening Chinese stocks by metaverse industry membership, a custom “arc” pattern, and dates within 2021. It describes using industry data and a date filter, then adding technical and fundamental measures for a broader assessment. The…

AktierTekniska indikatorerBacktestningRiskhantering
Freqtrade

This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…

KryptoTekniska indikatorerMedelvärdesåtergångFlera tillgångsslag
SuperMind

This stock-screening concept combines price amplitude above one percent, RSI below 65, and a shortening negative MACD histogram on a 15-minute chart. The text interprets shrinking negative bars as potentially weakening selling pressure and a possible rebound…

AktierTekniska indikatorerMomentumStatistik
MQL5 code base

This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…

Tekniska indikatorerTrendföljningVolatilitetUtbrott
BigQuant

This brief explanation describes “doing T” in Chinese equities: using intraday buys and sells to adjust the cost basis of an existing position, despite the market’s T+1 settlement rule. It says the trader needs to keep cash available rather than invest the…

AktierKinesiska marknaderRutnäthandelPositionsstorlek
MQL5 code base

Gold Dust proposes a robustness check for optimized trading systems that addresses the instability of financial-market statistics. Instead of optimizing one parameter set on one historical interval and forward-testing it, the method optimizes separate…

BacktestningRiskhanteringMaskininlärningStatistik
MQL5 code base

SatlMacd is described as an oscillator built from the averaged difference between the SATL digital filter and the closing price. The description identifies the two components and the averaging step, but does not explain the filter's construction, the…

Tekniska indikatorerStatistik
MQL5 code base

This indicator presents the trend direction or trade signal produced by BinaryWaveSign at a selected bar. A horizontal arrow marks continuation of the existing trend, while a diagonal arrow indicates a change and points in the trade direction. Colors…

Tekniska indikatorerTrendföljningMomentum
MQL5 code base

The document introduces the Kaufman Moving Average as one type of moving average and suggests using it alongside other indicators. It offers no formula, parameter guidance, signal rules, chart examples, or performance analysis, so it serves only as a brief…

Tekniska indikatorer
MQL5 code base

This document describes an Expert Advisor that trades signals from the CronexAC oscillator. A signal is generated when a completed bar shows a change in the indicator cloud's color. For the EA to run, the compiled CronexAC indicator must be installed in the…

ValutahandelTekniska indikatorerBacktestning