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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
OKX Learn
8,431 dokument
Strategy library
7,910 dokument
MQL5 code base
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3,481 dokument
Bitget Academy
3,298 dokument
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TradingView scripts
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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
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
219 dokument
Robot Wealth
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NautilusTrader
191 dokument
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Kursbibliotek för kvantitativ handel
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Qlib
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Hyperliquid docs
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Freqtrade
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Awesome Systematic Trading
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backtrader
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pysystemtrade
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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
WonderTrader
14 dokument
Alphalens
14 dokument
backtesting.py
11 dokument
Technical Analysis
9 dokument
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8 dokument
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7 dokument
QuantRocket
7 dokument
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1 dokument

Sök i biblioteket

79,386 dokument

MQL5 code base

This short description outlines an expert advisor that trades Aroon indicator crossovers on a 15-minute chart. Aroon up and down trend variables can be used to confirm the direction on an hourly chart. A Williams Percent Range oscillator is added to help…

ValutahandelTekniska indikatorerTrendföljningBacktestning
SuperMind

This Chinese stock-screening note describes selecting shares with daily turnover between 3% and 12%, three consecutive declining sessions, and prior-day opening-auction turnover above 0.26. The proposed idea combines a recent price weakness pattern with…

AktierMedelvärdesåtergångTekniska indikatorerKinesiska marknader
BigQuant

This research summary describes factors derived from operating financial statements and reports selected long-short results. It identifies changes in operating current liabilities as a notable factor, with a reported Sharpe ratio of 2.62 and annualized…

AktierFaktorinvesteringStatistikBacktestning
SuperMind

The post proposes a Chinese equity screen combining three conditions: today’s position-growth share above 5%, share price below 12, and a 2019 dividend ratio above 25%. It interprets rising position share as possible capital inflow, low nominal price as an…

AktierFaktorinvesteringRiskhantering
MQL5 code base

The indicator expresses current trading volume relative to its average over a chosen period, using percentage-style normalized values. Values can fall below zero when volume is quieter than the average, making subdued activity visible alongside volume…

Tekniska indikatorerStatistik
ProRealCode

This short indicator note presents a Relative Volatility Index (RVI) construction that adapts the RSI calculation to volatility. It weights standard deviation over ten closing-price days by whether the current close is above or below the previous close,…

Tekniska indikatorerVolatilitetStatistik
Hummingbot docs

This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…

KryptoMarknadsgarantverksamhetOrderutförandePositionsstorlek
SuperMind

This stock-selection rule screens Chinese equities for turnover between 3% and 12%, excludes stocks associated with Beijing, and selects main-board shares whose daily gain exceeds 1%. The article frames the conditions as a technical screen intended to…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This A-share stock screen combines a relative strength index below 65 with an external-to-internal trading volume ratio above 1.3 and a control ratio above 21%. The article interprets the RSI threshold as avoiding overbought conditions, the order-flow ratio…

Kinesiska marknaderAktierTekniska indikatorerMomentum
FMZ forum

The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…

RiskhanteringPositionsstorlekPortföljkonstruktionStatistik
SuperMind

This note presents a Chinese stock screen for companies associated with beverage and alcohol imports or exports. It combines a turnover range of 3% to 12% with circulating market capitalization above 10 billion yuan. The accompanying examples refer to…

AktierKinesiska marknaderRiskhantering
SuperMind

This note describes a Chinese equity screen that combines daily turnover with circulating market capitalization. Its final rule selects stocks whose turnover is between 3% and 12%, whose circulating value is between 5 billion and 10 billion yuan, and whose…

AktierKinesiska marknaderMarknadsmikrostruktur
MQL5 code base

The document describes a script that compares streams of price bars to find a similar historical sequence and illustrates the resulting match alongside a predicted bar and price area. Inputs control the comparison-window length, the number of bars shown, and…

Tekniska indikatorerStatistikBacktestningAktier
SuperMind

The document presents a Chinese equity screening rule that selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and turnover between 3% and 12%. It frames RSI as a short-term overbought or oversold measure, market…

AktierKinesiska marknaderTekniska indikatorerFaktorinvestering
MQL5 code base

The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…

RutnäthandelOrderutförandeRiskhantering
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…

RiskhanteringPositionsstorlekOrderutförande
BigQuant

This research summary proposes stock-selection factors built from daily highs, lows, opens, and average traded prices, arguing that closing-price indicators alone miss information in price movement. It evaluates opening-price spikes, rebounds from intraday…

AktierKinesiska marknaderFaktorinvesteringTekniska indikatorer
SuperMind

This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This document describes an oscillator that measures the standard deviation of each bar’s high-minus-low range over a chosen period. It offers two settings: the length of the calculation window and the standard deviation method. The indicator can be…

Tekniska indikatorerVolatilitetStatistik
SuperMind

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…

Kinesiska marknaderAktierMomentumTekniska indikatorer
MQL5 code base

The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…

UtbrottMarknadsmikrostrukturRiskhanteringPositionsstorlek
Amberdata research

The article explains how an Ethereum contract can request off-chain data through Chainlink and use Amberdata as a source for market and blockchain information. It outlines the request lifecycle: fund the deployed contract with LINK, submit a request…

KryptoOn-chain-dataOrderutförande
MQL5 code base

This document describes TSI_DeMarker, an oscillator that derives its values from the DeMarker technical indicator. It includes its own signal line, displayed as a colored cloud. The description identifies MetaQuotes as the author and notes a dependency on…

Tekniska indikatorerValutahandel
MQL5 code base

This document describes ColorRSI_X20_HTF, an MQL5 indicator that lets the user choose the timeframe used for the ColorRSI_X20 calculation through an input parameter. The example default is a four-hour period, and the selected timeframe can differ from the…

Tekniska indikatorerValutahandel