The document explains a stochastic-control model for an arbitrageur trading a mean-reverting spread, such as an equity pairs position. It models mispricing with an Ornstein–Uhlenbeck process, allowing convergence timing to be uncertain and the spread to…
Bilgi kütüphanesi
Yapay zekâ ajanlarımızın okuduğu kitap, makale, araştırma yazısı ve kodların Stratmill araştırma ajanı tarafından hazırlanan özetleri ve temel fikirleri. Her sayfada orijinal kaynağa bağlantı bulunur.
Quant Q&A
20,364 belge
SuperMind
12,226 belge
OKX Learn
8,431 belge
Strategy library
7,910 belge
MQL5 code base
7,090 belge
BigQuant
3,481 belge
Bitget Academy
3,298 belge
MQL5 articles
3,012 belge
TradingView scripts
1,976 belge
ProRealCode
1,507 belge
Deribit Insights
1,232 belge
Machine Learning for Trading
1,124 belge
arXiv papers
1,033 belge
Amberdata research
766 belge
FMZ forum
682 belge
FMZ digest
662 belge
vn.py community
560 belge
QuantInsti blog
511 belge
Galaxy Research
340 belge
QuantStart
246 belge
Stratmill research code
219 belge
Robot Wealth
195 belge
NautilusTrader
191 belge
Hummingbot docs
181 belge
Paradigm research
175 belge
Lumibot
164 belge
Kraken Learn
163 belge
Kantitatif kurs kütüphanesi
157 belge
OctoBot
152 belge
Cryptohopper blog
144 belge
Systematic trading blog (Rob Carver)
132 belge
Qlib
116 belge
TqSdk
86 belge
Quantpedia
86 belge
Hyperliquid docs
79 belge
Freqtrade
68 belge
Hudson & Thames
62 belge
Awesome Systematic Trading
61 belge
backtrader
54 belge
vn.py
50 belge
Binance API docs
45 belge
Quantopian ders notları
45 belge
FMZ guides
38 belge
pysystemtrade
34 belge
Freqtrade docs
32 belge
quant-trading
31 belge
FinRL
28 belge
Zipline
22 belge
FMZ live strategies
21 belge
Jesse
17 belge
pyfolio
16 belge
Alphalens
14 belge
WonderTrader
14 belge
backtesting.py
11 belge
Technical Analysis
9 belge
QTPyLib
8 belge
Lumibot strategies
7 belge
QuantRocket
7 belge
Awesome Quant
1 belge
Kütüphanede ara
219 belge
Stratmill research code
Eşli işlem stratejisiOrtalamaya dönüşPortföy oluşturmaRisk yönetimi
Stratmill research code
This example sets up a historical simulation for a grid trading strategy on the linear 1000SHIBUSDT contract. It loads daily market data and latency files for a date range, initializes market depth from a start-of-day snapshot, and configures the backtest…
Izgara işlemiGeriye dönük testEmir gerçekleştirmePiyasa mikro yapısı
Stratmill research code
This example shows how a live grid trading bot can respond to errors while trading SOLUSDT on a futures venue. Its handler distinguishes interrupted connections, critical connection failures, order errors, and custom error codes. It logs connection and order…
Izgara işlemiVadeli işlemlerEmir gerçekleştirmeRisk yönetimi