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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
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8,431 dokument
Strategy library
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3,481 dokument
Bitget Academy
3,298 dokument
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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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662 dokument
vn.py community
560 dokument
QuantInsti blog
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Galaxy Research
340 dokument
QuantStart
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Stratmill research code
219 dokument
Robot Wealth
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191 dokument
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Jesse
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pyfolio
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backtesting.py
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7 dokument
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Sök i biblioteket

79,386 dokument

NautilusTrader

This reference describes a data record for venue-provided option sensitivities and implied volatility associated with one option instrument. It includes delta, gamma, vega, theta, and rho, along with optional mark, bid, and ask implied volatility, underlying…

OptionerPrissättning av derivatVolatilitetMarknadsmikrostruktur
SuperMind

The document describes a stock screen requiring turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and inclusion on the prior day’s Dragon and Tiger List, a record of stocks attracting notable market attention. The turnover…

AktierKinesiska marknaderMarknadsmikrostrukturMomentum
SuperMind

This stock selection approach screens for securities with an RSI below 65, a stated circulating market capitalization range of 5 to 10 billion yuan, and at least seven consecutive declining sessions. It combines a momentum oscillator, company size, and…

AktierKinesiska marknaderTekniska indikatorerMomentum
Amberdata research

The document explains how executed trades and resting orders provide different views of Bitcoin markets. Trade volume shows what has already happened, while order book depth aggregates buy and sell interest at unexecuted price levels. A depth chart gives a…

KryptoMarknadsmikrostrukturOrderutförandeArbitrage
MQL5 code base

The document explains the double exponential moving average as a way to reduce the lag of a conventional moving average. It describes constructing DEMA from an exponential moving average and a second exponential average applied to the first, then combining…

Tekniska indikatorerTrendföljningBacktestning
MQL5 code base

The script described opens buy positions with stop-loss and take-profit levels set at fixed point distances from the current price. Its money-management input controls trade volume as a proportion of the account deposit, linking position size to the funds…

PositionsstorlekRiskhanteringOrderutförande
SuperMind

This proposed equity screen combines three conditions: today's increase in holdings must exceed 5%, the company must have been listed before 2019, and its 2019 dividend payout ratio must exceed 25%. The article interprets the holdings increase as possible…

Kinesiska marknaderAktierFaktorinvesteringRiskhantering
SuperMind

This Chinese equity screen combines a daily amplitude filter with robotics-sector membership, a circulating market capitalization below 10 billion yuan, and at least two limit-up sessions during the previous 500 days. The rationale is to find smaller…

Kinesiska marknaderAktierMomentumRiskhantering
MQL5 code base

The document introduces the ZeroLAG moving average as an attempt to reduce the delay associated with conventional moving averages. It says the indicator was described in a technical analysis journal in April 2000 and characterizes it as having substantially…

Tekniska indikatorerTrendföljning
MQL5 code base

This indicator highlights candlesticks whose price changes exceed user-set thresholds, showing both percentage and broker-point values. It can measure change from the bar's open to close or from the previous close to the current close, and lets the user…

Tekniska indikatorerStatistik
ProRealCode

This indicator note explains a WaveTrend oscillator port and describes two proposed crossover signals: a bearish signal when the oscillator crosses below its signal line while above the overbought band, and a bullish signal when it crosses above the signal…

Tekniska indikatorerMedelvärdesåtergångAktier
SuperMind

This note proposes placing stocks in a watchlist when their amplitude exceeds 1%, they had at least one limit-up event during the preceding 25 days, and prior-day turnover exceeds 60 million. The rationale is that a recent limit-up may indicate market…

AktierUtbrottVolatilitetTekniska indikatorer
SuperMind

This note describes a daily stock screen that combines amplitude above 1, a change in a measure labeled institutional buying, and a positive return. Its final rules define amplitude using a platform-specific indicator, institutional activity through the…

AktierTekniska indikatorerVolatilitetRiskhantering
SuperMind

This Chinese stock-screening note proposes selecting shares with daily amplitude above 1%, prior-day turnover above 60 million, and five moving averages that coincide. It presents the screen as a way to find active stocks with relatively flat trends, then…

AktierTekniska indikatorerVolatilitetKinesiska marknader
MQL5 code base

This expert advisor places buy-stop and sell-stop orders at configurable distances from the current price, forming a grid that can trade in the direction of price breakouts. Settings include starting lot size, optional lot increases, grid start distance,…

ValutahandelRutnäthandelUtbrottRiskhantering
SuperMind

The article outlines an equity screen combining price amplitude above a stated threshold, rising lows as a sign of an improving base, and a ranking by stock or industry attention. It includes example formula logic and Python-like pseudocode, with the latter…

AktierTekniska indikatorerMomentumRiskhantering
BigQuant

This discussion explains how to calculate the number of consecutive days since a moving average golden cross using BigQuant’s DAI functions. The suggested approach counts consecutive observations for which the golden-cross condition is false, including the…

AktierTekniska indikatorer
MQL5 code base

This note describes a custom Williams Percent Range indicator for use with an expert advisor. Its purpose is to expose the plotted line color, line width, and two threshold levels as input settings, so the indicator display can match the EA’s trading rules…

Tekniska indikatorerBacktestning
MQL5 code base

Pipsover 2 is described as an updated expert advisor that adds trailing-stop and break-even handling. Its stated sequence is to attempt to move a position to break-even first, then allow trailing-stop management. The break-even setting also serves as the…

RiskhanteringOrderutförandeTekniska indikatorer
SuperMind

This proposed equity screen selects companies with price amplitude above one percent, market capitalization within 10 billion, positive average net profit, and a current low below the previous session’s low. The article’s example code extends those…

AktierTekniska indikatorerRiskhantering
SuperMind

This Chinese stock-selection proposal combines three filters: price amplitude above one, a rounded chart pattern, and a nonempty name for outstanding convertible bonds. A referenced indicator formula expresses the amplitude and chart-shape conditions, while…

AktierTekniska indikatorerRiskhantering
MQL5 code base

The document describes a chart indicator called Precision Trend. It presents the tool as a trend indicator with some differences from other existing indicators, although it does not explain those differences or provide the calculation method. In the…

Tekniska indikatorerTrendföljning
vn.py community

A user asks whether the Guotai Junan edition of the VeighNa trading platform supports immediate-or-cancel orders. The reply says that this edition does not provide IOC support. This is a concise platform capability detail that may matter when configuring…

TerminerOrderutförandeMarknadsmikrostruktur
SuperMind

This stock-selection method screens companies in the metaverse industry using three simultaneous bullish crossovers: MACD above its signal line, the 5-day moving average above the 10-day average, and the 5-day average above the 20-day average. It also…

AktierTekniska indikatorerMomentumKinesiska marknader