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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
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164 dokument
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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
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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
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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
QTPyLib
8 dokument
QuantRocket
7 dokument
Lumibot strategies
7 dokument
Awesome Quant
1 dokument

Sök i biblioteket

79,386 dokument

MQL5 code base

The document describes a semaphore-style indicator that uses two JFatl indicators, one based on open prices and the other on close prices. It produces a signal when the difference between their values changes sign. This event is said to correspond to a…

Tekniska indikatorerValutahandel
BigQuant

This Chinese-language research digest summarizes two separate topics. The first reviews the United States target-date fund market, covering market share and flows, relative performance among fund series, and glide paths. It discusses glide-path averages and…

AktierRäntebärande värdepapperPortföljkonstruktionStatistik
MQL5 code base

The document outlines an expert advisor that combines three indicators sampled on different timeframes. MACD on a five-minute chart supplies the trade signal, RSI on an hourly chart checks whether conditions are overbought or oversold, and the Alligator on a…

Tekniska indikatorerValutahandelMomentum
MQL5 code base

The document describes an indicator for visualizing pair trading by overlaying one instrument’s price series on another. When the two series diverge, the example strategy sells the relatively higher pair and buys the lower one; both positions are closed when…

ValutahandelParhandelMedelvärdesåtergångTekniska indikatorer
MQL5 code base

This indicator displays candles from a higher timeframe as filled rectangles over a chart. It colors the candle body and shadows according to the direction signaled by the VolatilityPivot indicator, using distinct palettes for the two trend directions. The…

Tekniska indikatorerTrendföljning
SuperMind

This Chinese community post proposes a stock selection rule combining daily price range, a positive but bounded ten-day return, and positive afternoon net inflow from large orders. The stated rationale is to find stocks with some recent appreciation and…

AktierMomentumTekniska indikatorerKinesiska marknader
Qlib

The document explains how Qlib’s tuner searches hyperparameters and combinations of models, trainers, strategies, and data labels. A configuration defines each tuner’s search spaces and evaluation limit, then organizes tuners into a pipeline. Users choose a…

MaskininlärningBacktestningStatistik
MQL5 code base

This MetaTrader 5 Expert Advisor generates trades from an Oracle indicator that can redraw its historical signals. At bar close, it can trigger when the signal line crosses the zero level, changes direction, or crosses the indicator line, depending on the…

ValutahandelTekniska indikatorerBacktestningRiskhantering
ProRealCode

This indicator attempts to identify periods around a potential crossing between a shorter weighted moving average and a longer simple moving average. It marks a bullish zone when the weighted average is above the simple average while a second, smoothed…

Tekniska indikatorerTrendföljningAktierBacktestning
SuperMind

This stock-selection idea screens Chinese equities associated with the metaverse theme, requires a positive institutional-flow reading, and selects stocks whose closing prices lie between the middle and upper Bollinger bands. The proposed rationale is to…

AktierKinesiska marknaderTekniska indikatorerMomentum
BigQuant

This report describes a Chinese equity index-enhancement strategy built from a composite stock-selection signal and portfolio constraints. It combines factors spanning company size, valuation, growth, profitability, technical behavior, liquidity, and…

Kinesiska marknaderAktierFaktorinvesteringPortföljkonstruktion
MQL5 code base

The document describes a weighted price average in which each bar receives weight according to its high minus low range. It places this method within a general weighted-average framework: price observations are multiplied by weights and divided by the sum of…

Tekniska indikatorerVolatilitet
BigQuant

This research report describes a Chinese equity fund approach that first selects industries through fundamental analysis, then applies a multi-factor model to stocks within those industries. Industry research estimates long-term growth across more granular…

AktierKinesiska marknaderFaktorinvesteringPortföljkonstruktion
SuperMind

This stock-screening idea combines three conditions: amplitude above 1, a change in an institutional trading-volume measure, and at least one limit-up event within the prior month. The accompanying explanation treats volatility as a sign of active trading,…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

These notes summarize ideas from a Chinese trading book through ten named principles and effects. They cover how payment frequency shapes perceived gains and losses, how unknown factors and nonlinear systems complicate market decisions, and how penalty kicks…

TrendföljningRiskhanteringStatistikMarknadssentiment
SuperMind

This post proposes a Chinese equity screen combining price movement and Bollinger Band position. It selects stocks with a daily high-to-low range above a volatility threshold, at least one daily gain of 10% or more during the previous 25 trading days, and a…

Kinesiska marknaderAktierVolatilitetMomentum
MQL5 code base

This document describes an unnormalized oscillator using a Fisher transform in a RAVI indicator. Its stated signal occurs when the oscillator breaks through an upper or lower trigger level, which is set in the indicator parameters. The example configuration…

Tekniska indikatorerUtbrottValutahandel
MQL5 code base

This document describes a display indicator for the Commodity Channel Index (CCI). It presents the oscillator value for a user-selected period across multiple timeframes in a text panel, with options to adjust the panel size and font and hide timeframes that…

Tekniska indikatorer
BigQuant

This research note reviews the growth and allocation case for quantitative funds in China, focusing on index enhancement and equity long-short strategies. It reports that in the first half of 2021, CSI 500 enhancement strategies outperformed selected active…

AktierKinesiska marknaderFaktorinvesteringPortföljkonstruktion
SuperMind

The article proposes screening Chinese A shares in the metaverse industry for stocks reported on the prior day’s Dragon-Tiger list and with first-level bid volume greater than first-level ask volume. It interprets the quote imbalance as a sign of positive…

AktierKinesiska marknaderMarknadssentimentMarknadsmikrostruktur
ProRealCode

This indicator identifies bullish or bearish engulfing candles using either candle bodies or full high-low ranges. A configurable lookback checks whether a chosen number of preceding closes moved consecutively in one direction, then requires that sequence…

AktierTekniska indikatorerMedelvärdesåtergång
ProRealCode

The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…

TerminerUtbrottTekniska indikatorerPositionsstorlek
SuperMind

The discussion concerns how to retrieve constituent stocks for Tonghuashun industry indices, including index 881129. The original poster says common index, industry, and concept constituent functions did not return the desired codes. A reply suggests…

AktierKinesiska marknader