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Огляди й ключові ідеї книжок, наукових праць, статей і коду, які читають наші ШІ-агенти. Їх підготував дослідницький агент Stratmill. На кожній сторінці є посилання на оригінал.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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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
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Бібліотека курсів з квантового трейдингу
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Лекції Quantopian
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Binance API docs
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Пошук у бібліотеці

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MQL5 code base

The system opens an initial position at a fixed lot size when the DeMarker indicator permits entry. If a position is already open and price moves a specified distance from the most recent entry, another position may be added when the indicator again allows…

Валютний ринокСіткова торгівляТехнічні індикаториРозмір позиції
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…

Ринки КитаюАкціїІмпульсМікроструктура ринку
SuperMind

This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…

Високочастотна торгівляМаркетмейкінгВиконання ордерівМікроструктура ринку
BigQuant

This research summary examines whether extreme investor sentiment can help identify short-term industry allocation opportunities. It argues that industry valuation comparisons are difficult because sectors differ in profitability and asset intensity,…

АкціїРинкові настроїТехнічні індикаториСтатистика
SuperMind

This post describes a stock selection screen that combines RSI below 65, seven consecutive sessions with the close below the open, and declining fund-flow strength. It frames the conditions as a mix of technical signals and investor activity, then offers…

АкціїТехнічні індикаториСтатистикаБектестування
SuperMind

The article introduces mutually exclusive events as outcomes that cannot happen at the same time, then applies the idea to investment choices constrained by a limited budget. It contrasts positions that cannot be held together under its example budget with…

СтатистикаФормування портфеляТехнічні індикаториАкції
SuperMind

This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…

АкціїРинки КитаюІмпульсТехнічні індикатори
MQL5 code base

XDeMarker_Histogram_Vol is described as an indicator that marks the direction of movement in histogram bars with colored icons placed on the bars. Its stated function is visual: it helps users see whether the histogram is moving in one direction or the…

Технічні індикаториАкції
MQL5 code base

This brief description outlines an MQL5 indicator approach for showing higher-timeframe logic on a lower-timeframe chart. It highlights synchronizing higher-timeframe data within a lower-timeframe execution loop and using new-bar detection to trigger…

Технічні індикаториВиконання ордерів
SuperMind

The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…

АкціїРинки КитаюРинкові настроїІмпульс
SuperMind

This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…

АкціїРинки КитаюТехнічні індикаториІмпульс
SuperMind

This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…

АкціїРинки КитаюІмпульсТехнічні індикатори
SuperMind

This stock screen selects main-board companies identified with the robotics theme, with float market capitalization below the stated threshold and turnover between 3% and 12%. It then ranks eligible stocks by the day’s auction trading value and selects five.…

АкціїРинки КитаюМікроструктура ринку
BigQuant

This report studies whether one industry’s past returns can help predict another industry’s future returns. It argues that information may spread gradually across related industries because investors cannot immediately assess every impact of a new shock. The…

Ринки КитаюАкціїМашинне навчанняСтатистика
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

Валютний ринокСлідування за трендомТехнічні індикаториВиконання ордерів
MQL5 code base

The Congestion Index is presented as a way to characterize whether a market is trending or moving sideways. Its stated construction compares the market’s percentage change over a selected lookback period with the extreme price range over that period. The…

Технічні індикаториСлідування за трендомПовернення до середнього
MQL5 code base

The document describes a manual trading tool with buttons to open and close positions and settings for stop losses, take profits, trailing exits, and trade size. It outlines both per-trade controls and a basket-level protocol that can close all positions…

Виконання ордерівУправління ризикамиРозмір позиції
ProRealCode

The document presents a ProRealTime indicator that estimates price rate of change using weighted moving averages across the current timeframe and two higher timeframe proxies. Each rate line adds a scaled difference between a current weighted average and its…

Технічні індикаториІмпульсСтатистика
QuantRocket

This tutorial explains how to define a reusable universe of securities for historical data collection and strategy research. It starts by querying a securities master database into a table, where each instrument has a unique security identifier. If the…

АкціїРинки СШАФормування портфеля
SuperMind

The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…

АкціїТехнічні індикаториІмпульсУправління ризиками
MQL5 code base

This short description introduces an MQL5 library for calculating Optimal f, a position-sizing method based on Ralph Vince’s work on money management. The author explains that the library was pursued as an alternative to the Kelly Criterion, which they…

Розмір позиціїУправління ризикамиСтатистика
SuperMind

This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…

Ринки КитаюАкціїІмпульсТехнічні індикатори
SuperMind

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…

Ринки КитаюАкціїТехнічні індикаториПовернення до середнього
Stratmill research code

This document is a historical price table for a broad set of country and regional exchange-traded funds. It lists dates alongside one price series for each ETF, with examples spanning markets such as Japan, Brazil, Germany, India, and the United Kingdom. The…

АкціїМультиактивна торгівляСтатистика