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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
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Freqtrade
68 dokument
Hudson & Thames
62 dokument
Awesome Systematic Trading
61 dokument
backtrader
54 dokument
vn.py
50 dokument
Binance API docs
45 dokument
Quantopian-föreläsningar
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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

NautilusTrader

This documentation explains platform support for listed, crypto, spread, and binary options, including differences in their metadata and identifiers. It describes subscribing to venue-provided Greeks either for an individual contract or for a series-level…

OptionerKryptoPrissättning av derivatBacktestning
vn.py community

This forum exchange discusses modeling different futures commission schedules by contract, including cases where closing a position opened the same day incurs a higher fee. It says the backtester’s basic settings handle percentage fees and describes fixed…

TerminerBacktestningOrderutförande
SuperMind

This document describes a Chinese A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a control ratio above 21%. It frames the control ratio as a measure for narrowing the pool after…

AktierKinesiska marknaderFaktorinvestering
MQL5 code base

The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…

Tekniska indikatorerMedelvärdesåtergångStatistik
SuperMind

The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…

AktierTekniska indikatorerMomentumStatistik
MQL5 code base

The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…

Tekniska indikatorerTrendföljningAktier
ProRealCode

The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…

AktierTrendföljningTekniska indikatorerPositionsstorlek
SuperMind

The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…

AktierMomentumTekniska indikatorerStatistik
MQL5 code base

The document describes an indicator that constructs a sliding line using fourth-degree polynomial interpolation, then extrapolates it with a sine wave. It refers to alternative shapes for the extrapolated line, including nearly constant behavior and a…

Tekniska indikatorerStatistik
MQL5 code base

The document describes a way to distinguish results when multiple Expert Advisors (EAs) and manual trades share one account. An account-level equity curve combines their activity, making it hard to see which systems generated gains, stopped trading, or…

OrderutförandeStatistik
SuperMind

The document describes a short-term equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, a K indicator below 20, and a daily gain above 1%. The post also gives a reference expression and a sample Python workflow that…

AktierTekniska indikatorerMomentumKinesiska marknader
BigQuant

This brief support discussion addresses a backtest failure in a modular trading strategy. The response suggests that module m22 may not be receiving data from its upstream input, and recommends checking that connection and whether the input actually contains…

Backtestning
SuperMind

This note presents a Chinese-equity screening approach that ranks stocks by relative volume and selects prices between the middle and upper Bollinger Bands, while also considering an early-session gain threshold. Its initial description uses a gain below 6%,…

Kinesiska marknaderAktierTekniska indikatorerVolatilitet
Amberdata research

The guide explains how impermanent loss arises when the relative prices of two tokens change while they are held in an automated market maker (AMM) liquidity pool. It contrasts a liquidity position with simply holding the deposited assets, describes how…

KryptoDeFiRiskhanteringBacktestning
BigQuant

This tutorial describes how to create a forward-looking label for whether a Chinese stock will close limit-down, outside a price limit, or limit-up on the next trading day. It uses a precomputed stock factor table and a price-limit status field whose values…

AktierKinesiska marknaderStatistikBacktestning
SuperMind

This stock selection method focuses on companies classified in the metaverse industry. It filters for a volume ratio between 1.5 and 6 and then keeps stocks in the top 10% by large-order net flow. The intended idea is to find shares experiencing elevated…

AktierKinesiska marknaderMarknadsmikrostrukturMomentum
SuperMind

This proposed stock screen combines a technical condition with a dividend measure. It calls for RSI below 65, a positive product of percentage price change and a large-order net-flow measure, and a 2019 dividend ratio above 25%. The article describes the…

AktierKinesiska marknaderTekniska indikatorerFaktorinvestering
SuperMind

This A-share screening rule combines daily turnover between 3% and 12%, market capitalization below 10 billion yuan, a profitability condition based on return on equity, and price amplitude above 1. It is intended to focus on smaller companies that are…

AktierFaktorinvesteringRiskhanteringKinesiska marknader
SuperMind

This A-share stock screen selects shares with a 14-period RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and no limit-up close on the previous day. The stated rationale is to use RSI as a short-term weakness filter,…

AktierTekniska indikatorerMedelvärdesåtergångKinesiska marknader
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may…

AktierTekniska indikatorerMedelvärdesåtergångKinesiska marknader
BigQuant

This indicator description covers a chart tool that plots multiple Hull Moving Average periods together, with each line colored according to whether it is rising, falling, or flat. Users can configure it to show two, three, or four Hull lines, allowing…

Tekniska indikatorerTrendföljning