跳至內容

知識圖書館

這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。

Quant Q&A
20,364 份文件
SuperMind
12,226 份文件
OKX Learn
8,431 份文件
Strategy library
7,910 份文件
MQL5 code base
7,090 份文件
BigQuant
3,481 份文件
Bitget Academy
3,298 份文件
MQL5 articles
3,012 份文件
TradingView scripts
1,976 份文件
ProRealCode
1,507 份文件
Deribit Insights
1,232 份文件
Machine Learning for Trading
1,124 份文件
arXiv papers
1,033 份文件
Amberdata research
766 份文件
FMZ forum
682 份文件
FMZ digest
662 份文件
vn.py community
560 份文件
QuantInsti blog
511 份文件
Galaxy Research
340 份文件
QuantStart
246 份文件
Stratmill research code
219 份文件
Robot Wealth
195 份文件
NautilusTrader
191 份文件
Hummingbot docs
181 份文件
Paradigm research
175 份文件
Lumibot
164 份文件
Kraken Learn
163 份文件
量化課程圖書館
157 份文件
OctoBot
152 份文件
Cryptohopper blog
144 份文件
Systematic trading blog (Rob Carver)
132 份文件
Qlib
116 份文件
TqSdk
86 份文件
Quantpedia
86 份文件
Hyperliquid docs
79 份文件
Freqtrade
68 份文件
Hudson & Thames
62 份文件
Awesome Systematic Trading
61 份文件
backtrader
54 份文件
vn.py
50 份文件
Binance API docs
45 份文件
Quantopian 講座
45 份文件
FMZ guides
38 份文件
pysystemtrade
34 份文件
Freqtrade docs
32 份文件
quant-trading
31 份文件
FinRL
28 份文件
Zipline
22 份文件
FMZ live strategies
21 份文件
Jesse
17 份文件
pyfolio
16 份文件
Alphalens
14 份文件
WonderTrader
14 份文件
backtesting.py
11 份文件
Technical Analysis
9 份文件
QTPyLib
8 份文件
QuantRocket
7 份文件
Lumibot strategies
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

662 份文件

FMZ digest

This article explains the design of a C++ strategy for hedging the calendar spread between near and deferred cryptocurrency futures contracts. It outlines the basic position logic: when the spread is positive, it sells the deferred contract and buys the…

加密貨幣期貨套利交易執行
FMZ digest

The article compares two ways of selecting cryptocurrencies for a weekly basket: the 20 lowest unit prices and the 10 lowest market values. For the market-value calculation, it estimates value using total supply and price, and limits the analysis to coins…

加密貨幣因子投資回測風險管理
FMZ digest

This article outlines an automated workflow for turning a written trading hypothesis into a preliminary factor test. A user submits an idea through messaging; an AI model translates it into JavaScript, the workflow retrieves cryptocurrency data, checks data…

加密貨幣機器學習因子投資回測
FMZ digest

This tutorial explains how to retrieve a specified number of historical bars when an exchange API limits the amount returned by a single request. Its example targets Binance futures: map supported bar durations to exchange intervals, request successive time…

期貨回測統計
FMZ digest

This article describes two simulated workflows connecting AI-Trader, a cloud agent runtime, and FMZ. In one direction, an agent reads a live FMZ strategy’s output through MCP and publishes a corresponding signal to the signal platform. In the other, it…

機器學習交易執行期貨風險管理
FMZ digest

This article demonstrates how to use ChatGPT inside FMZ’s strategy editor to help design, explain, and refine trading code. Its worked example combines one-minute bars into longer minute-based bars by grouping records into time intervals and aggregating…

機器學習回測技術指標
FMZ digest

This article argues that a trading strategy should explain both the source of its expected return and the risks that could prevent it from earning that return. It uses a hypothetical short-horizon crypto signal based on reconstructing how one exchange…

加密貨幣高頻交易交易執行市場微結構
FMZ digest

The author describes a daily-oriented ETH spot strategy that combines three chart horizons: a larger interval for market direction, a middle interval for the active trading regime, and a smaller interval for stop signals. Suggested horizons vary with trading…

加密貨幣現貨市場技術指標趨勢追蹤
FMZ digest

This tutorial shows how FMZ’s JavaScript thread functions can run user-defined tasks concurrently with a strategy’s main loop. Its examples cover a worker that repeatedly requests ticker data and passes updates to the main thread, as well as workers launched…

加密貨幣交易執行市場微結構高頻交易
FMZ digest

This article explains box theory as a way to identify support and resistance from recent price ranges. It defines support as the lowest closing price over a lookback period and resistance as the highest, then treats a break above or below the range as a…

大宗商品加密貨幣期貨突破
FMZ digest

This platform tutorial describes ways to build customized trading strategies beyond a platform’s standard exchange interface. It covers reading raw REST responses, querying public endpoints, and using authenticated API calls for operations that are not…

交易執行市場微結構高頻交易加密貨幣
FMZ digest

This tutorial outlines a monitor for a Curve stablecoin pool that compares a token’s implied exchange value with an assumed acquisition cost. It reads token metadata and wallet balances from the pool and token contracts, estimates the output for a proposed…

加密貨幣去中心化金融套利交易執行
FMZ digest

This article explains two signals derived from limit order books: volume imbalance at the best bid and ask, and order flow imbalance based on changes in displayed size and quote prices. The first compares the quantities resting at the best buy and sell…

市場微結構統計高頻交易
FMZ digest

The article describes adapting an older high-frequency futures strategy for Lighter, a decentralized exchange that the author says offered zero trading fees to ordinary users at the time. It explains account setup at a high level, including signing-key and…

加密貨幣永續期貨高頻交易做市
FMZ digest

This tutorial outlines the design of a simple crypto spot grid with a fixed price gap between adjacent levels, market orders, and levels extending above and below a starting price. It first frames requirements, then represents each grid level as a price…

加密貨幣現貨市場網格交易交易執行
FMZ digest

The document introduces a trading terminal designed to manage several exchange accounts and markets from one customizable screen. Users can bind exchange and trading-pair modules into groups, arrange market data, order books, account and position information…

加密貨幣套利永續期貨交易執行
FMZ digest

This platform guide describes a visual, node-based workflow for connecting market data, external information, analysis, decision logic, and trade execution. It outlines node categories for AI analysis and agents, data transformation, flow control, custom…

加密貨幣機器學習交易執行市場情緒
FMZ digest

This research prototype separates a long-only grid’s entry and exit rules from its total capital budget. A trend filter permits new buys only in a bullish regime; ATR and transaction-cost estimates set grid spacing, and each filled batch keeps a target based…

加密貨幣永續期貨網格交易部位規模
FMZ digest

This beginner guide surveys six crypto approaches: long-term holding, intraday trading, scalping, swing trading, RSI-based trading, and avoiding pump-and-dump groups. It presents dollar-cost averaging as a way to spread purchases over time, and describes…

加密貨幣技術指標風險管理部位規模
FMZ digest

The article explains crypto execution through three layers: a macro trader schedules child orders over time, a micro trader chooses order type and price, and a smart router distributes orders across exchanges. It describes market impact, thin liquidity,…

加密貨幣交易執行做市市場微結構
FMZ digest

This article surveys execution algorithms, market making, and crypto market microstructure. It divides execution into scheduling parent orders over time, choosing market or limit orders for each child order, and routing orders across venues. VWAP, TWAP, and…

加密貨幣交易執行做市市場微結構
FMZ digest

The article explains how to translate a SuperTrend indicator into a rule-based trading system. It first derives true range from the current high and low and the previous close, then smooths true range into ATR. The midpoint of each bar, adjusted by a…

加密貨幣期貨趨勢追蹤突破
FMZ digest

This article studies whether crypto assets that move more closely with Bitcoin perform differently from less correlated coins. It explains Pearson correlation as a measure of linear co-movement, then describes collecting four-hour Binance futures prices for…

加密貨幣統計配對交易動能
FMZ digest

The article presents a dashboard approach to assessing Bitcoin and broader crypto market conditions. It groups indicators into macro supply and market capitalization, capital flows, exchange balances, derivatives positioning, and on-chain or miner measures.…

加密貨幣鏈上資料永續期貨風險管理