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
Quantopian 講座
45 份文件
Binance API docs
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

682 份文件

FMZ forum

This guide describes an analysis tool for calculating and plotting expressions over market time series, with syntax influenced by the public Alpha101 formula collection. It lists arithmetic and conditional operators alongside functions for lagging…

技術指標統計回測股票
FMZ forum

This FAQ collects practical guidance for operating strategies on the FMZ platform. It explains where runtime logs are stored, notes that the standard order query returns pending orders, and suggests using an exchange’s underlying API when filled-order…

期貨回測技術指標交易執行
FMZ forum

This trading essay argues that traders should respond to observed price changes and predefined system signals instead of becoming attached to a directional forecast. It highlights how an open position can bias judgment toward evidence that supports the…

期貨趨勢追蹤風險管理交易執行
FMZ forum

The article explains how limit order books work and why large visible orders can expose traders to front running and adverse selection. Iceberg orders reduce that exposure by displaying only part of a larger order, though hiding demand can also make…

高頻交易市場微結構交易執行統計
FMZ forum

The essay examines how randomness can make a trader’s successful record look like evidence of skill, using the analogy of a chance-generated literary achievement. It argues that market prices can fluctuate for reasons unrelated to near-term business value,…

統計風險管理回測股票
FMZ forum

Turtle Soup is described as a short-term reversal approach that seeks to exploit failed breakouts associated with trend-following systems. The article contrasts it with the classic Turtle method, which enters in the direction of a 20-day high or low and may…

股票均值回歸突破技術指標
FMZ forum

The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…

加密貨幣現貨市場均值回歸風險管理
FMZ forum

The author discusses practical issues in compounding returns from perpetual-futures funding-rate strategies. They describe high taker fees and possible price slippage during hedging, the need to correctly complete a partially executed leg, and a profit…

加密貨幣永續期貨風險管理交易執行
FMZ forum

The document explains Kaufman’s adaptive moving average (AMA) as an adjustment to conventional moving averages, whose fixed speeds can lag sharp trends or turn repeatedly in noisy markets. It introduces an efficiency ratio that compares net price change with…

技術指標趨勢追蹤統計回測
FMZ forum

The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…

加密貨幣做市交易執行回測
FMZ forum

This Chinese-language reference catalogs TA-Lib indicators and gives brief descriptions, function signatures, output shapes, and usage examples. Its visible sections cover trend measures such as moving averages, Bollinger Bands, and Parabolic SAR, followed…

技術指標趨勢追蹤動能
FMZ forum

This stock-screening recipe selects members of a designated metaverse sector when their latest close is above the prior close and the MACD signal line, DEA, is rising. The proposed final filter also requires a six-period RSI above 50. The document provides…

股票中國市場技術指標動能
FMZ forum

This essay explains black swan events as rare occurrences with unusually large consequences and focuses on the distinction between known risks and unknown unknowns. It uses historical market crashes, a casino liability, terrorism, an epidemic, and the…

風險管理波動率投資組合建構股票
FMZ forum

The article examines three futures strategies in China’s oilseed complex: soybean crush spreads, soybean oil versus palm oil substitution spreads, and soybean oil versus soybean meal companion spreads. It outlines the production and consumption logic behind…

大宗商品期貨套利配對交易
FMZ forum

This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…

加密貨幣期貨交易執行
FMZ forum

This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…

加密貨幣期貨永續期貨交易執行
FMZ forum

This explainer describes how Bitcoin wallets create key pairs and addresses, and how transactions transfer value by referring to earlier transaction outputs. It walks through transaction fields such as identifiers, inputs, outputs, lock time, signatures, and…

加密貨幣現貨市場市場微結構
FMZ forum

Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…

期貨趨勢追蹤風險管理部位規模
FMZ forum

This short Python example sketches a grid approach for ETC/USD using 15-minute data. It builds price levels by repeatedly increasing a starting level by five percent, locates the current price within those levels, and places an initial buy. The intended loop…

加密貨幣網格交易回測部位規模
FMZ forum

Algorithmic trading turns explicit rules based on variables such as price, timing, quantity, or mathematical models into instructions that monitor markets and place orders. The document illustrates a moving-average crossover and surveys strategy families…

股票趨勢追蹤套利均值回歸
FMZ forum

This market commentary explains the divergence between large, established A-share companies and smaller, often high-valuation stocks through shifts in economic, monetary, and regulatory conditions. It argues that improving results in traditional cyclical…

股票中國市場因子投資市場微結構
FMZ forum

The document explains several bare candlestick patterns: morning and evening stars, bullish and bearish engulfing patterns, and red or black three-soldier sequences. It assigns bullish or bearish interpretations to these formations and suggests using stars…

技術指標回測風險管理
FMZ forum

The post defines bullish and bearish three-candle patterns using consecutive closes, close locations within each candle, and limited opposing shadows. It proposes reversing positions when the opposite pattern appears: bullish formations close shorts and open…

加密貨幣技術指標突破回測
FMZ forum

This Chinese-language forum post raises a backtesting problem: gaps in stored Bitcoin market data can leave an open position without later bars on which the strategy could close it. The example describes a long period of missing exchange candles and asks how…

加密貨幣回測統計