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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
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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
34 dokument
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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

FMZ forum

This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…

RutnäthandelKryptoRiskhanteringPositionsstorlek
BigQuant

This article explains a proposed arbitrage mechanism involving Chinese A-shares, stock purchases, securities borrowing, and short sales. Its example describes buying shares to push the price higher, borrowing shares to sell at that higher price, and later…

AktierKinesiska marknaderArbitrageMarknadsmikrostruktur
FMZ forum

This post presents a Pine strategy example built around three exponential moving averages. It defines a bullish condition when the shortest average is above the middle average and the middle is above the longest, and a bearish condition when that ordering is…

Tekniska indikatorerTrendföljningBacktestning
SuperMind

This document outlines a Chinese stock-screening rule that combines a daily price-range threshold, a fresh two-day high, and at least two limit-up events over a 500-day lookback. It also includes a positive earnings-per-share condition. The proposed logic…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This document describes a Chinese equity screening strategy focused on companies classified in the metaverse sector. It selects stocks with actual turnover between 3% and 28% on the prior day and more than two limit-up days within a ten-day window. The…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This note outlines a short-term Chinese-equity screening idea that combines a daily price-range threshold, relative volume bounded by lower and upper limits, and a Morning Star candlestick pattern. The stated interpretation is that a wider range may identify…

AktierTekniska indikatorerMomentumRiskhantering
MQL5 code base

This document explains a chart utility that derives standard timeframe charts from one-minute data and can optionally recreate the one-minute volume series before conversion. A configurable parameter controls the treatment: negative values below a threshold…

MarknadsmikrostrukturBacktestningTekniska indikatorer
SuperMind

This note describes a Chinese-equity screen limited to the metaverse industry. It looks for stocks opening around the ten-day moving average and with prior-day actual turnover within a stated band. The intended rationale is to combine a price-position…

AktierTekniska indikatorerKinesiska marknaderRiskhantering
FMZ guides

This platform guide describes how to select and trade cryptocurrency options through a common trading interface. It outlines contract selection, market-data retrieval, order placement and cancellation, and position queries for Deribit and OKX. It also lists…

OptionerKryptoPrissättning av derivatOrderutförande
SuperMind

This beginner guide explains convertible bonds as debt with interest and a right to convert into shares at a specified conversion price. It distinguishes the bond’s market price, the underlying share price, and the conversion price, then illustrates how…

Räntebärande värdepapperAktierPrissättning av derivatRiskhantering
SuperMind

This post describes a stock screen combining an RSI below 65, the product of percentage price change and net flow from very large orders, and a listing history longer than three years. It presents these filters as a way to combine a technical condition,…

AktierTekniska indikatorerMomentumMarknadsmikrostruktur
SuperMind

This post describes a Chinese stock-selection screen for robot-related companies. Its initial criteria are strong fund flow intensity, circulating market capitalization below 10 billion yuan, and a rising 30-day moving average. The final proposed screen adds…

AktierMomentumTekniska indikatorerFaktorinvestering
SuperMind

This post outlines a Chinese equity screen combining daily price amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit over the latest four quarters, and circulating market capitalization above 10 billion yuan.…

AktierTekniska indikatorerRiskhantering
SuperMind

This Chinese-language post describes a short-term stock screen that selects shares with turnover between 3% and 12%, a listing on the previous day’s trading榜, and an intraday amplitude above 1. It presents these as proxies for trading activity and price…

AktierTekniska indikatorerMomentum
SuperMind

This post describes a short-horizon Chinese stock screen that ranks stocks by capital-flow strength, selects those with afternoon net inflows from large orders, and requires more than two limit-up days in the previous ten days. It suggests using turnover and…

Kinesiska marknaderAktierMomentumUtbrott
BigQuant

This Chinese-language note describes a stock prediction exercise using four cross-sectional inputs: total market capitalization, turnover, trailing price-to-earnings, and quarterly net-profit year-over-year growth. It compares linear regression, XGBoost, and…

Kinesiska marknaderAktierFaktorinvesteringMaskininlärning
Qlib

This configuration defines a Qlib workflow that trains an ordinary least squares linear model on Alpha158 features for CSI 500 stocks. The data spans 2008 through mid-2020, with training through 2014, validation in 2015–2016, and testing from 2017 onward.…

Kinesiska marknaderAktierMaskininlärningBacktestning
ProRealCode

The document presents a logarithmic Garman–Klass estimator that uses open, high, low, and close prices to estimate realized or historical volatility. It forms log returns for close-to-close, close-to-open, open-to-previous-close, and high-to-low moves. The…

VolatilitetStatistikTekniska indikatorer
MQL5 code base

The document describes a chart indicator built around a TimeZonePivots channel. It marks candlesticks that extend beyond the channel’s upper or lower limits, using candle colors to distinguish whether the move agrees with the prevailing trend. Trend-aligned…

Tekniska indikatorerUtbrottTrendföljning
SuperMind

This stock screen combines three conditions: a rising 30-day moving average, a 60-day moving average below 60, and convergence among the 20-, 50-, 100-, 200-, and 60-day averages. The post frames the five averages as short-, medium-, and long-term trend…

AktierKinesiska marknaderTekniska indikatorerTrendföljning
MQL5 code base

The document describes a MetaTrader indicator that marks five price-action concepts: breaks and changes in market structure, order blocks, fair value gaps, equal highs and lows, and buy or sell signals. Swing pivots use a configurable lookback; a break…

Tekniska indikatorerUtbrottRiskhantering
MQL5 code base

This MetaTrader Expert Advisor uses a custom Breakout Bars Trend indicator to trade trend reversals. It opens a position when the indicator changes direction, or can wait until the current reversal follows a configured number of false signals. A signal is…

ValutahandelTrendföljningUtbrottRiskhantering
SuperMind

This A-share screening rule filters for turnover between 3% and 12%, excludes Beijing-listed shares, and requires 2021 revenue to exceed 2018 revenue by a factor greater than 1.1. The stated aim is to find companies with revenue growth while retaining a…

AktierKinesiska marknaderFaktorinvesteringRiskhantering