Hoppa till innehåll

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
Quantpedia
86 dokument
TqSdk
86 dokument
Hyperliquid docs
79 dokument
Freqtrade
68 dokument
Hudson & Thames
62 dokument
Awesome Systematic Trading
61 dokument
backtrader
54 dokument
vn.py
50 dokument
Quantopian-föreläsningar
45 dokument
Binance API docs
45 dokument
FMZ guides
38 dokument
pysystemtrade
34 dokument
Freqtrade docs
32 dokument
quant-trading
31 dokument
FinRL
28 dokument
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

SuperMind

This Chinese stock selection strategy combines four filters: daily high-to-low amplitude above 1%, a robot-related industry concept, circulating market capitalization below 10 billion yuan, and appearance on the previous day’s trading activity list. It also…

AktierKinesiska marknaderVolatilitetHändelsedriven handel
MQL5 code base

This document describes an expert advisor that trades signals from the MAOscillatorHist indicator. It enters a trade when the indicator histogram changes direction, with the signal evaluated at the close of a bar. The advisor depends on a compiled indicator…

ValutahandelTekniska indikatorerBacktestning
WonderTrader

This example implements a tick-driven futures or securities strategy using the wtpy framework. It estimates a theoretical price from the best bid and ask, weighted by the quantities resting on the opposite sides of the book, then compares that estimate with…

HögfrekvenshandelMarknadsmikrostrukturOrderutförandeRiskhantering
SuperMind

This Chinese-language post describes a short-term stock selection rule combining three filters: RSI below 65, share price below 12 yuan, and more than two limit-up sessions within the prior ten days. It frames the screen as a way to find relatively…

Kinesiska marknaderAktierTekniska indikatorerMomentum
Kraken Learn

The document introduces tokenized equities as blockchain-based tokens representing traditional shares, exchange-traded funds, or other investments. It describes fractional ownership and broader geographic access as potential benefits, and says smart…

AktierKryptoFlera tillgångsslag
BigQuant

The article argues that trading researchers should judge machine learning papers by simplicity, reproducibility, and generality, alongside reported empirical results. A method that performs well on a benchmark may not transfer to financial prediction, and a…

MaskininlärningStatistikBacktestningFaktorinvestering
SuperMind

This overview argues that no programming language is best for every algorithmic trading system. The choice depends on strategy frequency and volume, data needs, performance targets, development and maintenance costs, and the functions the system must…

OrderutförandeHögfrekvenshandelBacktestningPortföljkonstruktion
MQL5 code base

This indicator marks a candle’s midpoint and colors the marker according to whether the candle is bullish or bearish. It offers two midpoint definitions: the center of the full candle range, calculated from the high and low, or the center of the candle body,…

Tekniska indikatorerAktier
BigQuant

This study compares ARIMA, a multilayer perceptron, an LSTM, and an ARIMA-GARCH combination for next-day NVIDIA share-price forecasts. It describes ARIMA as a model for linear time-series structure, neural networks as ways to capture nonlinear patterns, and…

AktierMaskininlärningStatistikVolatilitet
ProRealCode

The N Reversal Detector is a configurable chart indicator that combines reversal patterns with an optional trend filter. Users can define the prevailing trend with a fast and slow moving-average comparison, an ATR-based Supertrend, or Donchian Channel highs…

Tekniska indikatorerTrendföljningRiskhantering
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with an external-to-internal trading volume ratio above 1.3 and positive net buying by major participants during the opening auction. The page also gives example implementations and adds filters in…

AktierKinesiska marknaderTekniska indikatorerMarknadssentiment
MQL5 code base

Corrected JMA is described as a variation on the Jurik Moving Average. It uses the JMA as a reference for measuring price deviations, then flattens the indicator’s value when those deviations are judged insignificant. This is intended to make directional…

Tekniska indikatorerTrendföljning
BigQuant

This interview discusses how artificial intelligence, large datasets, and cloud computing support one another: AI methods analyze data, while cloud infrastructure supplies scalable storage and computing. It maps the data industry across collection, storage,…

AktierKinesiska marknaderMaskininlärningPortföljkonstruktion
MQL5 code base

EMAPredictive3 is described as a moving-average indicator built from the exponential moving average algorithm. Its defining construction is a linear interpolation between two EMAs calculated over different periods. The document attributes the indicator to…

Tekniska indikatorerAktier
SuperMind

This Chinese equities screening idea combines several filters: exclude stocks marked ST, require an amplitude above one, apply a five-session closing-price high condition, and select stocks whose intraday low is down within a narrow four-to-five percent band…

AktierKinesiska marknaderMedelvärdesåtergångBacktestning
SuperMind

This post describes a Chinese equity screen for stocks associated with the metaverse theme, with a close above the previous day’s low and a code beginning with 60. It combines a thematic classification, a simple price condition, and an exchange-listing code…

Kinesiska marknaderAktierTekniska indikatorerPositionsstorlek
SuperMind

This post outlines an equity screen requiring MACD above zero, upward divergence among current moving averages, and a positive price-to-earnings ratio. The stated rationale is to combine a bullish technical condition with rising price trends and a basic…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

This post describes a Chinese equity screen combining a daily high-to-low amplitude threshold, a minimum circulating market capitalization, and a positive weekly MACD histogram. It presents the conditions as a way to focus on larger listed companies with…

Kinesiska marknaderAktierTekniska indikatorerMomentum
BigQuant

The report proposes improving traditional liquidity factors for Chinese A-share stock selection by incorporating information about intraday trading structure. It frames the approach as a reusable factor research method: identify market information omitted by…

Kinesiska marknaderAktierFaktorinvesteringMarknadsmikrostruktur
Lumibot

This report presents a short backtest of a strategy labeled “momentum-news-generic” against SPY, using Yahoo data. Over the stated period, the strategy had a slightly negative total return, negative annualized return, negative Sharpe and Sortino ratios, and…

AktierMomentumMarknadssentimentBacktestning
vn.py

This guide explains how to construct, monitor, and trade synthetic spreads in the VeighNa SpreadTrading module. A spread can combine several contract legs using a formula, including pricing legs that are not traded, which supports relationships involving…

TerminerRåvarorArbitrageParhandel
SuperMind

This Chinese-language strategy post outlines a mainland China equity screen combining capital strength, upward divergence of moving averages, and a profitability filter. The initial title specifies companies with market capitalization below 10 billion yuan…

Kinesiska marknaderAktierMomentumTekniska indikatorer
MQL5 code base

The Inverse Distance Weighted Moving Average (IDWMA) is presented as a price-smoothing indicator. Its calculation is described qualitatively: the line initially moves away from the average price, then approaches the price. The document says it is somewhat…

Tekniska indikatorer