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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
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8,431 dokument
Strategy library
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MQL5 code base
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3,481 dokument
Bitget Academy
3,298 dokument
MQL5 articles
3,012 dokument
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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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191 dokument
Hummingbot docs
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Kursbibliotek för kvantitativ handel
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Cryptohopper blog
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Qlib
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Hyperliquid docs
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backtrader
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pysystemtrade
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quant-trading
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Zipline
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FMZ live strategies
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Jesse
17 dokument
pyfolio
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Alphalens
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WonderTrader
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backtesting.py
11 dokument
Technical Analysis
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7 dokument
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Sök i biblioteket

79,386 dokument

MQL5 code base

This Expert Advisor uses a color transition in the ColorXCCXCandle indicator to generate a signal when a bar closes. The document describes the trigger but does not explain how candle colors are calculated, whether a color change prompts a buy or sell, or…

ValutahandelTekniska indikatorerBacktestningOrderutförande
SuperMind

The proposed stock screen combines three filters: membership in the metaverse theme, a positive institutional-flow reading, and a stated intraday loss range of roughly four to five percent. The article frames the decline filter as a way to find stocks that…

AktierKinesiska marknaderHändelsedriven handel
ProRealCode

This indicator identifies intraday support and resistance from rolling lows and highs. It checks whether an extreme remains unchanged across a confirmation lookback, then smooths repeated values and records levels that persist across consecutive bars. A…

Tekniska indikatorerAktier
MQL5 code base

The document describes an Expert Advisor that watches a chart for horizontal and trend lines in a selected monitoring color. When price crosses a watched line, the tool can issue a platform alert, a mobile notification, or an email, provided the…

Tekniska indikatorerOrderutförande
SuperMind

This Chinese equity screening idea combines daily price range, a positive weekly MACD reading, and an upward-sloping 30-day moving average. The article’s final version adds a valuation filter, stating that the price-to-book ratio should fall within a…

AktierTekniska indikatorerMomentumKinesiska marknader
ProRealCode

The document describes a ProRealCode indicator that smooths price inputs before calculating Heikin-Ashi open, high, low, and close values. A second set of configurable averages smooths those derived candle values. The indicator can either draw the smoothed…

Tekniska indikatorerAktierTerminer
MQL5 code base

This indicator description explains a Fractal ZigZag port that uses ZigZag logic to identify swing highs and lows, then plots or estimates a version intended to avoid redrawing. It says that values are backdrawn by two bars from the current bar, a detail…

Tekniska indikatorerStatistikBacktestning
SuperMind

The document outlines a Chinese-equity screening idea that selects stocks classified in the metaverse theme, requires a positive recent price return, and applies a threshold to a 2019 dividend-related measure. It presents the screen in both a platform…

AktierKinesiska marknaderFaktorinvesteringBacktestning
FMZ forum

The document introduces Occam’s razor as a preference for explanations or solutions that require fewer assumptions when they account for the same observations. It stresses that simplicity is a guiding heuristic, not a scientific law, and that evidence must…

Tekniska indikatorerStatistikRiskhantering
SuperMind

The document presents a daily stock-selection screen combining three conditions: MACD above its zero line, a closing price below 12 yuan, and the 20-day moving average above the 120-day moving average. It says the scan is run before the market opens and…

AktierKinesiska marknaderTekniska indikatorerMomentum
NautilusTrader

An index price is an external reference value associated with an instrument. Derivatives venues may use it when calculating mark prices, funding, or settlement values. The update described here records the instrument, current price, event time, and…

TerminerPerpetuella terminskontraktPrissättning av derivat
Amberdata research

This midweek derivatives recap describes a subdued Bitcoin market and summarizes changes in implied and realized volatility, term structure, skew, options activity, and dealer gamma. It reports that Bitcoin’s realized volatility fell by about 10 points while…

KryptoOptionerVolatilitetPrissättning av derivat
MQL5 code base

The scanner describes a two-scale harmonic-pattern search: it looks for larger wave structures first, then checks smaller ones when broader price action is noisy. Rather than waiting for a candle pivot to be confirmed, it tracks the developing wick at point…

Tekniska indikatorerVolatilitetRiskhantering
SuperMind

This Chinese A-share screening proposal combines a daily turnover range of 3%–12%, appearance on the previous day’s trading leaderboard, and a bullish weekly candle. Its rationale is to pair a liquidity or activity filter with a recent market-attention…

AktierTekniska indikatorerKinesiska marknaderMomentum
SuperMind

This document describes a stock-selection rule based on three conditions: RSI below 65, seven consecutive bearish daily candles, and a listing age greater than a chosen number of years. It presents the screen as a way to identify established companies after…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
OctoBot

This article explains SAFU, short for Secure Asset Fund for Users, as an emergency fund established by Binance to help protect customer assets in extreme situations. It says the exchange created the fund in 2018 and allocated a portion of trading fees to it.…

KryptoRiskhanteringSpotmarknader
SuperMind

This document outlines a daily screening rule for Chinese equities in the metaverse industry. It selects stocks when the KDJ indicator has just formed a bullish crossover and the volume ratio is between 1.5 and 6, with selection performed before 10 a.m. The…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

The document describes a trading-system risk analytics tool that processes closed-trade history and reports risk and performance measures. Its stated functions include Monte Carlo simulation, Value at Risk, Kelly Criterion position sizing, and more than a…

RiskhanteringPositionsstorlekStatistikBacktestning
Stratmill research code

This method estimates portfolio weights for a spread using the Box–Tiao canonical decomposition. It first reorders the price columns so the selected dependent asset comes first, demeans the data, and fits a first-order vector autoregression. It combines the…

ParhandelStatistikPortföljkonstruktion
NautilusTrader

This example outlines a staged workflow for obtaining option data through an Interactive Brokers connection. It configures an instrument provider for an underlying futures contract and a put option, then checks whether the gateway or trading workstation is…

OptionerTerminerPrissättning av derivatOrderutförande
MQL5 code base

This expert advisor trades from the Omni_Trend indicator. It creates a signal when a large colored dot appears and acts on that signal after the bar closes. The document describes the signal rule but does not explain how the indicator calculates its dots or…

ValutahandelTekniska indikatorerTrendföljningBacktestning
MQL5 code base

The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…

ValutahandelRiskhanteringPositionsstorlekOrderutförande
FMZ forum

The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…

AktierMomentumMedelvärdesåtergångMarknadsmikrostruktur
BigQuant

This brief strategy description proposes checking stocks one by one to identify which has produced the highest return under an event strategy, then buying that stock. It specifies daily Chinese stock-bar data, a backtest beginning in 2020 and running through…

AktierHändelsedriven handelBacktestningKinesiska marknader