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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

7,910 份文件

Strategy library

This reversal system combines a 14-period RSI with Bollinger Bands built from a 20-period simple moving average and bands two standard deviations wide. A long signal occurs when RSI crosses upward through 30 while price is at or below the lower band; a short…

現貨市場均值回歸技術指標波動率
Strategy library

This short Python strategy monitors a crypto account's coin holdings, cash balance, and the current coin price. It calculates the market value of the coin position and compares that value with the cash balance. When the difference exceeds 5% of the cash…

加密貨幣現貨市場投資組合建構部位規模
Strategy library

This strategy combines a 30-period linear regression channel, price-move triggers, and Heikin-Ashi-based exits. The channel width is set to two standard deviations. A long setup follows a close below the lower band and a rise above 1.8% over three minutes,…

技術指標突破風險管理回測
Strategy library

This strategy uses the direction of the latest close-to-close change to select a side: a higher close prompts long exposure and a lower close prompts short exposure. It builds positions through up to five entries, with four as the default, and the source…

期貨突破趨勢追蹤部位規模
Strategy library

This trend-following system enters long or short when the 13-period EMA crosses the 33-period EMA. It exits longs on the reverse 13/33 crossover and shorts when the 13-period EMA rises above the 25-period EMA. Separate trailing exits use a 10-point distance…

期貨趨勢追蹤技術指標風險管理
Strategy library

This base algorithm demonstrates an execution workflow for common options strategies using an options helper class. It requests a GOOG options chain within a defined range of strikes and expirations, then delegates strategy construction, trading,…

選擇權交易執行風險管理
Strategy library

This strategy combines a five-EMA trend filter with RSI and stochastic conditions for long and short entries. A long requires the EMAs to be ordered from shortest to longest, RSI to lie in a specified middle range, and the stochastic value to remain below…

趨勢追蹤動能技術指標風險管理
Strategy library

This demonstration explores monitoring the relative price of Bitcoin and Ether as a possible cross-asset hedge or arbitrage signal. It computes a fee-adjusted ratio from the two markets’ mid-prices, aggregates observations into hourly values, and plots the…

加密貨幣配對交易套利技術指標
Strategy library

This document describes a long-only reversal setup that waits for price to break below a recent low channel before looking for a recovery. The channel is based on prior lows over a configurable lookback. After a breakdown, the strategy initializes a…

突破均值回歸技術指標風險管理
Strategy library

This strategy combines a 123 reversal signal based on consecutive closing-price moves and stochastic conditions with a moving average envelope breakout signal. It opens a long position only when both components indicate a buy, and a short position only when…

均值回歸趨勢追蹤技術指標風險管理
Strategy library

This document describes a trend-following system that uses the Hull moving average (HMA) to generate long and short signals. The method compares weighted averages at half-length and full-length periods, smooths their difference, then trades when the…

趨勢追蹤技術指標風險管理部位規模
Strategy library

The strategy standardizes closing price relative to its recent mean by subtracting an n-period simple moving average and dividing by the standard deviation over the same period. The resulting z-score expresses the price’s distance from its average in…

統計技術指標期貨回測
Strategy library

This strategy calculates a simple moving average from a selectable price source, then creates long and short trigger levels by shifting that average by user-set percentages. The narrative describes entering long above the upper offset and short below the…

技術指標趨勢追蹤風險管理期貨
Strategy library

This document describes a futures copy-trading bot that monitors a reference account’s long and short position amounts, then applies the changes to one or more follower accounts. It checks that the exchanges are futures venues of the same type, sets a shared…

加密貨幣期貨交易執行部位規模
Strategy library

This strategy identifies candidate support and resistance using rolling highs and lows, then enters long when a bullish candle closes above the prior period’s high, or short when a bearish candle closes below the prior period’s low. Bollinger Bands,…

突破技術指標波動率期貨
Strategy library

This intraday strategy looks for price to move a specified ATR-scaled distance away from VWAP, then enters in the direction of a return toward VWAP. It buys below the lower threshold and sells short above the upper threshold when volume is below its moving…

均值回歸技術指標波動率交易執行
Strategy library

This document describes an automated strategy centered on Supertrend direction changes, with RSI and ADX conditions intended to filter entries. Its narrative says a downward turn combined with fading bullish momentum triggers a short, while an upward turn…

期貨加密貨幣趨勢追蹤技術指標
Strategy library

This strategy combines RSI, MACD, and fast and slow EMAs to generate long and short trend signals. RSI conditions filter potential entries, MACD crossovers provide momentum cues, and the EMA relationship sets the trend direction. ATR measures volatility and…

趨勢追蹤技術指標風險管理部位規模
Strategy library

This TradingView strategy uses crossovers between fast and slow exponential moving averages to enter long or short positions. It can restrict entries to 15-minute charts and weekdays, sizes trades at 100% of equity, and specifies 10x margin settings.…

技術指標趨勢追蹤風險管理部位規模
Strategy library

This trend-following strategy implements an Andean oscillator using recursive EMA envelope calculations based on open and close prices. It derives bullish and bearish components from the envelopes and their squared-price counterparts, then plots those…

趨勢追蹤技術指標期貨加密貨幣
Strategy library

This trend-following system tracks the highest high and lowest low across a rolling 20-bar window. It enters long when the close rises above the prior window high and short when it falls below the prior window low. The described risk targets use a 1% stop…

趨勢追蹤突破動能風險管理
Strategy library

This framework example selects a changing equity universe by estimating each stock’s alpha relative to a benchmark. On a scheduled monthly selection date, it retrieves daily returns for a set of Dow constituents and the SPY benchmark, fits a linear…

股票因子投資統計投資組合建構
Strategy library

This grid strategy establishes a step size around a baseline that updates when price moves far enough. A rising baseline opens a long with a take-profit at the upper grid level and a stop at the lower one; a falling baseline opens a short with the levels…

網格交易部位規模風險管理交易執行
Strategy library

This short-term system builds Bollinger-style bands around RSI, using a 14-period RSI and a 25-period volume-weighted moving average as the center. The band width is set to 20 times the RSI standard deviation. It enters long when RSI crosses above the lower…

技術指標均值回歸風險管理期貨