Hoppa till innehåll

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
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

SuperMind

This Chinese community post outlines an equity screen combining a price-range condition, five consecutive years of return on equity above 15%, membership in a robotics-related concept group, and circulating market value below 10 billion yuan. It presents the…

AktierKinesiska marknaderFaktorinvestering
MQL5 code base

The document introduces an MQL4 display tool for showing daily percentage changes across symbols in a Market Watch list. It describes three visual modes—scale, gradient, and heatmap—and says the example uses RGB colors with the standard string-to-color…

Tekniska indikatorerFlera tillgångsslag
SuperMind

The document outlines a technical stock screen requiring price amplitude above 1%, a high equal to the highest high over two days, and a newly formed KDJ golden cross. It presents these conditions as a way to find stocks with active price movement, recent…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This Chinese A-share screening strategy combines a technical condition, a fundamental growth condition, and a market price filter. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…

Kinesiska marknaderAktierTekniska indikatorerMomentum
MQL5 code base

The document describes an indicator that uses principal component analysis to choose coefficients for instruments in a pseudo-stationary portfolio intended to return toward zero. It frames each instrument as a dimension in a multivariate dataset and uses PCA…

StatistikPortföljkonstruktionMedelvärdesåtergångRiskhantering
MQL5 code base

The document introduces a channel indicator that redraws using a specified number of bars ahead. Its only parameter described is a look-up distance of 24 bars, which controls how far the indicator looks forward. This makes the indicator’s plotted channel…

Tekniska indikatorerBacktestning
Amberdata research

This overview describes an interactive Moody’s data story examining prominent stablecoin depegs through dynamic charts. The reported episodes include Terra’s collapse, an FTX-related USDT depeg, USDC losing its peg amid stress in traditional finance, and a…

KryptoDeFiVolatilitetRiskhantering
SuperMind

This Chinese A-share selection screen combines an intraday price-movement filter with size, profitability, and pre-open price-change conditions. It seeks stocks with an amplitude above 1, market capitalization no greater than 10 billion yuan, positive net…

AktierKinesiska marknaderVolatilitetMomentum
ProRealCode

This indicator uses a rolling linear regression of closing prices to identify directional trend changes. It plots a blue line during a positive regime and a red line during a negative regime. The described settings use a 100-bar regression window and a…

Tekniska indikatorerTrendföljningMedelvärdesåtergångVolatilitet
SuperMind

This stock screen selects companies in the metaverse industry whose volume ratio is between 1.5 and 6 and whose best bid volume exceeds best ask volume. The article presents the conditions as a way to combine an industry theme with signs of elevated trading…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
SuperMind

This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range exceeds one percent of the prior close, and whose one-day return is below 2.6% but above negative 5%. The document gives both formula-style conditions and a…

AktierKinesiska marknaderVolatilitetTekniska indikatorer
MQL5 code base

The document describes an indicator that displays BrainTrend2_V2 candle colors across ten user-selected timeframes. Its inputs specify the timeframes and the bar from which to read a signal, along with the underlying indicator's ATR period. The display uses…

Tekniska indikatorerTrendföljning
vn.py community

The discussion describes a rolling-window backtest in which parameters are optimized on a sequence of historical months and then applied to the next month. As the test advances, the training window shifts forward by one month, so each new period is evaluated…

BacktestningStatistik
NautilusTrader

This document explains how a backtest matching engine assigns fill prices across depth books, top-of-book data, and bar-based triggers. Market orders can walk available levels; limit orders use crossed prices when taking liquidity and their limit when…

BacktestningOrderutförandeMarknadsmikrostrukturRiskhantering
SuperMind

The document describes a Chinese stock-selection screen combining turnover, order-flow imbalance, and positive returns. Its stated selection logic looks for stocks with turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, and positive…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
MQL5 code base

The document clarifies why a chart may show two values for the MESA Adaptive Moving Average (MAMA). It identifies the second value as the Following Adaptive Moving Average (FAMA), a companion average associated with John Ehlers. The two values are used…

Tekniska indikatorerTrendföljning
SuperMind

This stock screen combines three conditions: amplitude above one, a prior-day 9:15 auction matched price at the limit-down level, and an appearance on the prior day’s trading list. The article interprets the filters as capturing volatility, weak market…

AktierVolatilitetHändelsedriven handelRiskhantering
MQL5 code base

This document describes an Expert Advisor that acts on signals from a technical indicator called Stalin. A trade signal is generated when a colored arrow appears at the close of a bar, so the system’s entries depend on the indicator’s plotted direction cues.…

ValutahandelTekniska indikatorerBacktestning
SuperMind

This stock screen selects shares with an amplitude above one, a price average above the five-day moving average, and high current-day auction turnover, retaining the top five by turnover. The article interprets the amplitude filter as a way to find volatile…

AktierTekniska indikatorerMomentumRiskhantering
SuperMind

This Chinese equity screen combines a positive MACD reading with positive price change and positive large-order net buying. It also limits candidates to companies with market capitalization at or below 10 billion yuan and positive profit. The article frames…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This Chinese equity screening strategy selects robot-concept stocks with a turnover rate between 3% and 12%, a circulating market value below 10 billion yuan, and prior-session opening-auction turnover above 0.26. The article suggests the auction activity…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

The document describes a simple indicator intended to assess autocorrelation in a price series. Positive readings are presented as signs of more directional movement, which might accompany a developing trend or a possible reversal. Negative readings are…

Tekniska indikatorerStatistik
MQL5 code base

The document briefly introduces the Keltner channel as an indicator whose upper and lower boundaries depend on a multiplier and a chosen measure of range. It identifies two calculation approaches: averaging candle-body size or using average true range data.…

Tekniska indikatorerVolatilitet