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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
Quantpedia
86 份文件
TqSdk
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

12,226 份文件

SuperMind

This note describes a stock screen combining three conditions: daily price range above a stated threshold, price above its five-day moving average, and first-level bid volume greater than ask volume. It presents these as signs of volatility, a stronger…

股票技術指標市場微結構
SuperMind

The post proposes a short-term screen for Chinese stocks using reported buying activity, prior-day turnover, and the number of limit-up sessions over the preceding ten days. It interprets stronger buying activity, active trading, and repeated limit-ups as…

股票動能突破技術指標
SuperMind

This post describes a Chinese stock selection rule using three filters: turnover between 3% and 12%, seven consecutive daily declines, and company scale above 200 million. It provides example formula logic and Python-style selection code, then suggests that…

中國市場股票技術指標均值回歸
SuperMind

This stock-selection rule targets shares in the metaverse category whose latest return is positive and whose two-day rolling high matches the prior value of that rolling measure. The article frames the high-price condition as a way to find short-term…

中國市場股票動能技術指標
SuperMind

This proposed stock-selection approach ranks shares by a measure of capital activity and favors those whose closing price is above the five-day moving average, with the historical screen restricted to 2021. The article describes turnover and trading volume…

中國市場股票動能技術指標
SuperMind

This stock screen selects companies classified in the metaverse theme, with circulating market value above 10 billion yuan and at least one limit-up day in the preceding 25 trading days. The stated rationale is that a recent sharp price rise may identify…

中國市場股票動能突破
SuperMind

This proposed Chinese stock screen excludes Beijing-listed stocks and selects for an intraday range above 1%, alongside a condition combining price change with net trading volume attributed to very large orders. The stated threshold for that combined measure…

股票中國市場市場微結構技術指標
SuperMind

This Chinese A-share screening proposal combines three conditions: an intraday range greater than one, return on equity above 15% in each of five consecutive years, and a stated daily maximum decline between 4% and 5%. The explanation interprets the range as…

股票中國市場因子投資均值回歸
SuperMind

This note describes a daily A-share selection rule using price amplitude of at least 1, turnover between 2% and 9%, and a ranking by today’s auction amount, with the top five stocks selected. Its stated aim is to combine a measure of price movement with…

股票中國市場技術指標交易執行
SuperMind

This note proposes an A-share stock screen combining amplitude above 1, a nonempty outstanding convertible-bond name field, and an industry-related concentration condition. It describes ranking qualifying stocks by average daily trading value. The stated…

股票中國市場波動率技術指標
SuperMind

This technical analysis note proposes measuring how closely two candlestick sequences resemble one another. It describes candles as summaries of open, high, low, and close prices over a chosen time period, then defines a similarity score as the average of…

股票技術指標統計中國市場
SuperMind

This stock screen selects shares with a turnover ratio between 3% and 12%, a previous-day Dragon-Tiger List appearance, and previous-day trading value above 60 million yuan. The article presents these conditions as a way to find actively traded stocks that…

股票中國市場技術指標風險管理
SuperMind

This post proposes screening stocks by daily price amplitude, relative trading volume, and the alignment of several moving averages. Its stated conditions are amplitude of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the close remain…

股票技術指標市場微結構中國市場
SuperMind

This post outlines a Chinese stock-selection screen that pairs seven consecutive down days with a shrinking negative MACD histogram on a 15-minute chart and a reported increase in holdings above 5%. The setup looks for possible short-term rebounds after…

股票技術指標均值回歸動能
SuperMind

This Chinese-language post describes a short-term stock screen using three conditions: a shrinking MACD histogram on a 15-minute chart, a price below 12, and a reported increase in holdings above 5%. It interprets the inflow measure as possible buying…

股票技術指標動能中國市場
SuperMind

This post proposes a short-term stock screen combining volatility, share float, and the opening price's proximity to a 10-day moving average. It selects stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and an opening…

股票技術指標波動率風險管理
SuperMind

This post describes a stock selection screen using four conditions: amplitude above 1, current trading volume above 10,000 lots, a higher opening price, and company size above 200 million. The rationale combines price movement and trading activity with a…

股票技術指標統計風險管理
SuperMind

This post presents a Chinese equity screening rule based on price range, listing history, and a measure labeled the ratio of external to internal trading volume. It selects stocks with amplitude above 1, more than one year since listing, and an…

股票技術指標市場微結構風險管理
SuperMind

This Chinese-language post proposes a stock screen for companies classified in the metaverse theme. It ranks candidates by the day’s auction amount, keeps the top five, and requires the high–low range to exceed one percent of the previous close. The author…

股票中國市場波動率技術指標
SuperMind

The document proposes a Chinese equity screen for the metaverse industry. It combines stocks ranked among the top five by current-day auction turnover with a prior-session condition described as the 9:15 matched price being at the daily limit down. It gives…

股票中國市場事件驅動回測
SuperMind

This article describes an application of autoregressive models to financial time series, using CSI 300 prices and returns as the study data. It presents the topic as a walkthrough of the modeling process, covering fitting and forecasting with an AR model.…

股票統計
SuperMind

This stock-screening approach ranks securities using trading activity reported in China’s Dragon-Tiger List, ordering names by buy and sell amounts to identify stocks attracting substantial market attention. The post presents a simple data-processing example…

股票中國市場市場情緒市場微結構