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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 Chinese stock-selection post proposes screening for shares with price amplitude above a threshold and a bullish alignment among three moving averages, while excluding a board category. Its Python example uses five-, ten-, and twenty-period averages,…

股票中國市場技術指標動能
SuperMind

This post describes a historical stock screen using three conditions: daily price amplitude above 1%, calendar year 2021, and prior-day actual turnover between 3% and 28%. The resulting stocks are intended to form a candidate pool. The author associates a…

股票波動率市場微結構中國市場
SuperMind

This post outlines an intraday stock screen requiring a share price below 12, at least five moving averages to converge, and shortening MACD histogram bars on a 15-minute interval. It interprets moving-average convergence as a sign of relative price…

股票技術指標均值回歸中國市場
SuperMind

This post proposes a short-term A-share screen using three conditions: today’s position-increase ratio must exceed 5%, afternoon net inflow from large orders must be positive, and the stock’s 10-day return must be above zero but below 35%. The stated…

股票動能技術指標中國市場
SuperMind

This Chinese-language stock-screening post describes a three-part filter: rank stocks by relative volume and retain the top 100, look for MACD DIF and DEA lines forming a rounded shape near zero, and require the 20-day moving average to be above the 120-day…

股票技術指標動能
SuperMind

This note describes a Chinese equity screen for metaverse-related stocks. The stated criteria require a volume ratio between 1.5 and 6, a positive 10-day price change below 35%, and, in the final version, a circulating market value above 1 billion yuan. The…

股票動能市場微結構中國市場
SuperMind

This note outlines an equity screen based on a contracting MACD histogram on a 15-minute interval, daily amplitude above 1%, and a specified company-type filter. The article frames the shrinking histogram as a possible trading signal and the amplitude…

股票技術指標動能風險管理
SuperMind

This note describes a Chinese equity screen combining a 14-period RSI below 65, bid-side volume greater than ask-side volume, and a circulating share count capped at 5.5 billion. It presents the criteria as a way to find stocks with a relatively moderate RSI…

股票技術指標市場微結構風險管理
SuperMind

This proposed Chinese main-board stock screen combines a 3% to 12% turnover range, membership in the robotics concept group, floating market capitalization below 10 billion yuan, and an upward relationship between short moving averages. Its sample formula…

股票中國市場技術指標動能
SuperMind

This equity screen selects stocks classified in the metaverse theme when the prior day’s actual turnover rate is between 3% and 28% and the 30-day moving average is rising. The turnover range is presented as a way to focus on shares with trading activity,…

股票技術指標動能中國市場
SuperMind

The proposed screen looks for main-board stocks with RSI below 65, a daily gain greater than 1%, and a recent sequence of seven declining sessions. It aims to find stocks that have experienced persistent weakness but are rebounding on the screening day. The…

股票技術指標均值回歸回測
SuperMind

This stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open. It also limits candidates to companies with market capitalization no greater than 100 billion and positive earnings, combining a…

股票技術指標均值回歸回測
SuperMind

This proposed short-term equity screen combines three filters: membership in China’s metaverse industry group, a recent appearance on the market’s limit-list disclosure, and a bullish reversal-style price condition. The article describes the final condition…

股票中國市場技術指標動能
SuperMind

This stock-selection approach screens for shares with daily amplitude above 1%, RSI below 65, and a rising trend as represented by a shorter moving average above a longer one. The range condition seeks active price movement, while the RSI filter avoids…

股票技術指標動能趨勢追蹤
SuperMind

This note describes a stock screen combining three conditions: an intraday high-low range greater than 1% of the opening price, a dividend yield above 25% for 2019, and total assets exceeding 200 million. The author presents volatility, historical dividend…

股票中國市場波動率因子投資
SuperMind

This note presents an A-share stock screen for companies associated with the metaverse. It selects stocks whose prior-day volume-price measure is more than 8% higher than its reference value, whose turnover rate is between 2% and 9%, and whose market…

股票中國市場動能市場微結構
SuperMind

This Chinese equity screen filters for main-board stocks outside Beijing, with a daily range above 1% and a daily gain above 1%. The article describes these criteria as a way to focus on volatile stocks with short-term upward movement. It also suggests…

股票中國市場波動率動能
SuperMind

The proposed screen selects stocks whose codes begin with 60, whose daily amplitude exceeds 1, and whose opening auction amount ranks among the top five. The article frames the range condition as a way to focus on volatile stocks and the auction ranking as a…

股票中國市場波動率交易執行
SuperMind

This proposed Chinese equity screen combines a turnover range, a cap on circulating shares, and the closing price’s position within Bollinger Bands. The stated logic seeks stocks with turnover from 3% to 12%, circulating shares no greater than 5.5 billion,…

股票中國市場技術指標波動率
SuperMind

This document outlines the risk-neutral argument behind the Black–Scholes partial differential equation for a European option. It starts with a stochastic model of a stock price and applies Itô’s lemma to describe how an option’s value changes with the…

選擇權衍生品定價統計套利
SuperMind

This Chinese A-share screening idea combines four conditions: daily price range of at least 1%, volume relative to its five-day average between 1.5 and 6, a weekly five-period moving average crossing above the ten-period average, and an opening price below…

中國市場股票技術指標動能
SuperMind

This post describes a stock screen intended to find Chinese equities with strong trading activity, low share prices, and repeated limit-up moves. Its listed rules rank stocks by volume ratio and select the top 100, apply a price ceiling, and look for at…

股票中國市場動能技術指標
SuperMind

This Chinese equity screening idea combines a turnover filter, parent-company net profit growth, and a recent price-high condition. It selects stocks with turnover between 3% and 12%, year-over-year profit growth above 20% and at most 100%, and a price…

股票中國市場動能技術指標