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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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BigQuant
3,481 dokument
Bitget Academy
3,298 dokument
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3,012 dokument
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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
560 dokument
QuantInsti blog
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Galaxy Research
340 dokument
QuantStart
246 dokument
Stratmill research code
219 dokument
Robot Wealth
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NautilusTrader
191 dokument
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Qlib
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quant-trading
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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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7 dokument
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7 dokument
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1 dokument

Sök i biblioteket

79,386 dokument

SuperMind

This document presents a screen for Chinese metaverse-related stocks using prior-day turnover, current trading volume, and a positive opening gap. Its stated final version adds market capitalization ranking and earnings filters: stocks should rank in the top…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This document outlines a short-term Chinese stock screen combining large price ranges, at least two limit-up events over a 500-day window, and recent net buying attributed to institutions. It gives example indicator conditions for each filter and a Python…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This stock screen looks for names with turnover in a specified range, three consecutive declining sessions, a following close above the prior three day highs, and two consecutive positive sessions. It combines a liquidity filter with a pullback pattern and a…

AktierKinesiska marknaderTekniska indikatorerUtbrott
BigQuant

The article introduces a custom coded stock selection strategy built from five rules, mainly intended to identify stocks that have fallen sharply and begun to stabilize, with some rules meant to capture potential strong advances. It contrasts AI generated…

AktierFaktorinvesteringBacktestningPositionsstorlek
SuperMind

This stock screen selects equities with an amplitude above a threshold, excludes stocks that closed at the limit the prior day, and targets names whose daily percentage change falls within a narrow negative range. The stated rationale is that amplitude…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
BigQuant

The document asks whether minute or second level price and volume data can be aggregated into daily net flow measures for very large, large, medium, and small trades. It points readers to two implementations: a general set of high frequency factors and a…

AktierHögfrekvenshandelFaktorinvesteringMarknadsmikrostruktur
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ValutahandelTrendföljningPositionsstorlekRiskhantering
FMZ forum

This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…

TerminerKryptoTekniska indikatorerPositionsstorlek
Amberdata research

The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…

KryptoOptionerVolatilitetRiskhantering
FMZ forum

This article introduces Bayesian reasoning as a way to estimate an unknown probability from limited observations and revise that estimate when new evidence arrives. It distinguishes a prior probability, based on information available beforehand, from a…

StatistikRiskhantering
MQL5 code base

This brief description introduces a linear regression indicator for estimating prices from historical observations. It says the indicator fits a straight line to price points using the least-squares method, with the number of bars as an input parameter. A…

StatistikTekniska indikatorer
SuperMind

This note outlines an equity selection approach that filters for price amplitude above 1%, ranks stocks by market heat, and restricts the sample to trading dates in 2021. It explains amplitude as a sign of trading activity and treats high ranking by…

AktierKinesiska marknaderVolatilitetTekniska indikatorer
SuperMind

This note describes an A-share stock screen using a turnover ratio between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of the STAR Market. It presents the criteria as a way to find moderately traded stocks with recent sharp…

AktierKinesiska marknaderUtbrottTekniska indikatorer
vn.py community

This brief forum exchange clarifies directional order terminology in a trading interface. A buy-to-close order is described as an order whose direction is long and which closes a short position. Conversely, an order to open short corresponds to closing a…

OrderutförandeTerminer
MQL5 code base

OscSAR_Histogram displays the difference between the closing price and the iSAR indicator as a colored histogram, with the difference expressed in points. This provides a visual measure of how far the close is from the Parabolic SAR value; the document does…

Tekniska indikatorerTrendföljning
MQL5 code base

This indicator adapts Williams Percent Range by calculating separate values for the open, close, high, and low, then combining them into a candle-style display. Its calculation differs from the standard WPR formula so that each of the four price inputs can…

Tekniska indikatorerMedelvärdesåtergång
SuperMind

This stock-screening approach combines a daily amplitude threshold with weekly MACD conditions: MACD should be above zero, and its histogram should be positive and growing relative to the prior week. The document describes these as a way to identify stocks…

AktierTekniska indikatorerMomentum
MQL5 code base

The document describes a MetaTrader 5 testing issue in real-tick mode: limit and take-profit orders may receive unrealistically favorable positive slippage, inflating simulated results. It presents a utility that reports slippage in account currency and…

BacktestningOrderutförandeMarknadsmikrostruktur
BigQuant

The document explains gold contracts for difference as cash-settled derivatives that provide exposure to gold price changes without holding bullion or futures. It outlines features such as leverage, smaller contract sizes, the ability to take long or short…

RåvarorPrissättning av derivatRiskhantering
SuperMind

The document describes a Chinese equity screen that ranks stocks by reported capital-flow strength and selects those with more than two limit-up sessions in the past ten days and a rising 30-day moving average. It presents the flow measure as a proxy for…

AktierMomentumTekniska indikatorerKinesiska marknader
MQL5 code base

The document describes adding withdrawal tracking to an existing Expert Advisor so position sizing can respond when account funds are removed. It identifies a limitation in recovery-style sizing systems: an EA may increase lot size after losses and retain…

PositionsstorlekRiskhanteringOrderutförande
SuperMind

The post describes a stock-selection screen that combines daily price range, opening-auction trading amount, and recent limit-up frequency. Its stated final logic adds a recent low-amplitude condition: select stocks with amplitude above one, rank among the…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

The M1MA indicator estimates an effective price for each chart bar by averaging price data from the corresponding one-minute bars. It is intended for timeframes of five minutes or higher, with intraday charts recommended. The result is presented as an…

Tekniska indikatorerStatistik
SuperMind

This A-share stock screen combines a technical condition with company earnings growth and a basic price check. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than…

Kinesiska marknaderAktierTekniska indikatorerMomentum