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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
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12,226 dokument
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8,431 dokument
Strategy library
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MQL5 code base
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3,481 dokument
Bitget Academy
3,298 dokument
MQL5 articles
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TradingView scripts
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ProRealCode
1,507 dokument
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
219 dokument
Robot Wealth
195 dokument
NautilusTrader
191 dokument
Hummingbot docs
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Kursbibliotek för kvantitativ handel
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Qlib
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Freqtrade
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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
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Alphalens
14 dokument
WonderTrader
14 dokument
backtesting.py
11 dokument
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Sök i biblioteket

79,386 dokument

MQL5 code base

This tool description explains an expert advisor that monitors the combined net profit of a user-selected basket of currency pairs. It closes positions across the monitored pairs when the basket reaches a specified profit target; settings also include a…

ValutahandelRiskhanteringOrderutförandePositionsstorlek
SuperMind

This post outlines a Chinese equity screening approach combining three signals: high relative trading volume, rising short- and medium-term moving averages, and at least two limit-up sessions during the prior 500 days. It describes ranking by volume ratio,…

AktierMomentumTekniska indikatorerKinesiska marknader
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range above 1%, a positive 10-day return below 35%, and positive reported returns. It frames the range threshold as a way to select for active price movement, while the bounded…

AktierMomentumVolatilitetTekniska indikatorer
MQL5 code base

The document explains an intraday volatility indicator that identifies times of day with greater or lesser price activity. It scans chart bars and uses each bar’s high minus low as its activity measure, highlighting higher-activity periods in blue and…

VolatilitetTekniska indikatorerOrderutförande
SuperMind

This post describes a China equity screening idea based on price compression and a Bollinger Band location. It selects stocks whose 5, 10, 20, 60, and 120 day moving averages are described as overlapping, whose close lies between the Bollinger middle and…

AktierTekniska indikatorerKinesiska marknaderBacktestning
BigQuant

The document describes a framework for deciding whether a candidate multifactor strategy adds value alongside a portfolio of smart beta exposures. It models each advanced beta as a combination of exposures to a small set of investable “elementary” factors,…

FaktorinvesteringPortföljkonstruktionRiskhanteringAktier
MQL5 code base

Smart Trend Score is described as a MetaTrader 5 indicator that combines weighted moving averages, trend direction, market structure, ADX, ATR, and price action into a score. After a candle closes, it displays a buy, sell, or no-signal status, a confidence…

TrendföljningMomentumTekniska indikatorerRiskhantering
Freqtrade

This Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringBacktestning
SuperMind

The post proposes a Chinese equity screen for beverage and alcohol import-export companies, selecting stocks with turnover between 3% and 12% and shareholder equity above 200 million. It gives example platform formulas and Python references, including…

AktierKinesiska marknaderFaktorinvesteringBacktestning
vn.py community

This Chinese-language forum exchange explains how to track execution information for a spread-trading algorithm. A participant asks how to obtain a spread’s opening average price and its fill prices and quantities. The reply recommends receiving algorithm…

OrderutförandeMarknadsmikrostrukturParhandelRiskhantering
ProRealCode

This indicator combines the distance between ADX and ADXR with the relative change in ATR to describe trend development and volatility together. The author argues that ADX alone can miss changes in volatility, while ATR alone is expressed in absolute price…

Tekniska indikatorerTrendföljningVolatilitetStatistik
ProRealCode

The document describes KRev, an indicator intended to estimate the currency risk per unit of a position if price reaches the third Kase Dev Stop. Traders can use that estimate to compare markets or time frames with a fixed per-unit risk limit. The…

Tekniska indikatorerVolatilitetRiskhanteringPositionsstorlek
BigQuant

This study examines how stock volatility relates to reversal and other factor returns in China’s A-share market, controlling for market capitalization and industry effects. It reports that stocks with weaker past returns tended to outperform later across…

AktierKinesiska marknaderMedelvärdesåtergångMomentum
BigQuant

The article reviews research linking firms’ incentives to manage investor expectations with earnings announcement premiums and seasonal stock returns. It builds an ex ante expectation management incentive score from analyst coverage and institutional…

AktierHändelsedriven handelMomentumFaktorinvestering
MQL5 code base

The volume oscillator compares short and long exponential moving averages of trading volume. It expresses their difference as a percentage of the long-period average, with positive readings indicating that recent volume is above its longer-term baseline and…

Tekniska indikatorerTrendföljningMomentum
MQL5 code base

This description presents a MetaTrader expert advisor that generates trading signals by comparing the close price of the current bar with the close on a configurable comparison bar. Signals are checked when a new bar appears, while trailing-stop management…

MomentumTekniska indikatorerOrderutförandeRiskhantering
SuperMind

This Chinese equity screening proposal combines a 14-period RSI threshold below 65, a three-session candle pattern, and exclusion of stocks on the STAR Market. It frames the filters as a way to identify stocks based on price behavior while avoiding a market…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This short introduction proposes hidden Markov models (HMMs) as a machine-learning technique for market analysis and timing. It says the article will explain the model, discuss similarities between HMMs and stock markets, and develop a multi-factor…

AktierMaskininlärningStatistik
SuperMind

This document outlines a Chinese equity screening approach focused on metaverse-related stocks. Its stated filters include a volume ratio between 1.5 and 6 and a circulating share count no greater than 5.5 billion. A later proposed version adds forecast…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
MQL5 code base

The document describes a MetaTrader 5 script that calculates pivot levels for symbols in the Market Watch using a selected timeframe, with weekly and monthly levels highlighted as intended use cases. It writes the results to an HTML file in the platform’s…

ValutahandelTekniska indikatorerOrderutförande
SuperMind

This proposed A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and at most 100%, plus a daily price change between -5% and 2.6%. It presents the filters as a mix of technical, fundamental, and market…

Kinesiska marknaderAktierTekniska indikatorerFaktorinvestering
Binance API docs

The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…

KryptoOrderutförandeMarknadsmikrostrukturRiskhantering
MQL5 code base

The indicator draws horizontal support and resistance levels from the minimum and maximum over a selected set of recent bars. Users can choose the chart timeframe, the first bar included in the analysis, and how many bars to examine. Separate controls set…

Tekniska indikatorerUtbrott