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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
61 dokument
backtrader
54 dokument
vn.py
50 dokument
Binance API docs
45 dokument
Quantopian-föreläsningar
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
WonderTrader
14 dokument
Alphalens
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

The article describes a Chinese stock-selection rule using an RSI below 65, a stated float-market-cap range of 5 to 10 billion yuan, and a latest close above the previous day’s low. The accompanying code excludes ST shares, obtains daily price data, applies…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This article outlines a Chinese stock screen combining daily price amplitude, a large-order net-volume ranking, and an industry classification related to beverage and alcohol imports and exports. It presents the conditions as a way to focus on volatile…

AktierKinesiska marknaderMarknadsmikrostrukturTekniska indikatorer
SuperMind

The article proposes screening Chinese A-shares for turnover between 3% and 12%, listing in 2021, and non-ST status, then applying a short-term price-strength filter it calls a five-part limit-up method. Its description defines that method as the share of…

AktierKinesiska marknaderMomentumRiskhantering
ProRealCode

This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
MQL5 code base

The document describes an indicator that displays the current trend using the bar colors of a StepMA stochastic indicator configured for a fixed timeframe. It places colored square markers on indicator lines when the corresponding timeframe’s bar color…

Tekniska indikatorerTrendföljning
BigQuant

This report summary explains diffusion indicators as measures of how broadly index constituents participate in an advance or decline. Using the CSI 300 and its constituents, it compares moving-average and rate-of-change versions, equal weighting with…

Kinesiska marknaderAktierTekniska indikatorerBacktestning
SuperMind

This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…

Kinesiska marknaderAktierMomentumUtbrott
MQL5 code base

The Extremum indicator is described as a tool for locating market highs and lows using a volatility corridor calculated over a selected period. Its intended use is to help identify possible entry points around trend reversals and to support systems designed…

Tekniska indikatorerVolatilitetTrendföljning
SuperMind

This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…

AktierKinesiska marknaderMomentumMarknadssentiment
BigQuant

The report proposes using Benford’s law, the uneven distribution of leading digits found in many datasets, to study stock minute-volume data. From those statistics, it constructs an “institutional footprint” measure: higher values are interpreted as stronger…

AktierStatistikFaktorinvesteringMarknadsmikrostruktur
MQL5 code base

This MetaTrader indicator marks selected local price tops and bottoms with colored dots. It calculates highs and lows over a configurable period, compares them with the broader trading range, and marks points that meet a significance threshold. The period…

Tekniska indikatorerValutahandelUtbrottMarknadsmikrostruktur
SuperMind

This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…

AktierTekniska indikatorerMomentumKinesiska marknader
BigQuant

This study examines how Chinese and US equity markets move together, with a focus on whether movements in one market help explain later movements in the other. It uses Granger causality tests on market returns and volatility, reporting evidence of two-way…

AktierStatistikKinesiska marknaderAmerikanska marknader
SuperMind

This Chinese stock screen combines a turnover band of 3% to 12% with a circulating market value between 5 billion and 10 billion yuan. It then uses a comparison between the latest daily low and the previous day’s low as a short-term price filter. The…

AktierKinesiska marknaderTekniska indikatorerStatistik
SuperMind

This stock-selection screen targets companies associated with China’s metaverse theme. It filters for prior-day actual turnover between 3% and 28%, market capitalization below 10 billion yuan, and positive earnings per share. The document explains these…

AktierKinesiska marknaderFaktorinvesteringStatistik
BigQuant

This Chinese A-share example builds a daily stock-ranking strategy using LightGBM regression. Its features combine market capitalization, recent price and turnover averages, dividend yield and price-to-earnings ranks, plus two custom factors. The target is a…

AktierMaskininlärningFaktorinvesteringPortföljkonstruktion
SuperMind

This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…

AktierKinesiska marknaderMedelvärdesåtergångTekniska indikatorer
MQL5 code base

This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…

ValutahandelTekniska indikatorerMomentumRiskhantering
MQL5 code base

This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…

ValutahandelTekniska indikatorerMomentumBacktestning
SuperMind

This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…

AktierTekniska indikatorerMomentumRiskhantering
BigQuant

This discussion raises a data-reconciliation question: why historical prices retrieved from a Chinese equity data platform still differ from observed market prices after dividing open, high, low, and close by an adjustment factor. The example queries daily…

AktierKinesiska marknaderStatistik
SuperMind

This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior…

AktierKinesiska marknaderVolatilitetTekniska indikatorer
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

AktierMomentumUtbrottTekniska indikatorer