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

7,910 份文件

Strategy library

This Binance ETH options Wheel alternates between selling cash-secured out-of-the-money Puts while holding cash and selling covered out-of-the-money Calls while holding ETH. It selects contracts using tenor, Delta, spread, order-book depth, and minimum…

選擇權加密貨幣波動率風險管理
Strategy library

The document presents a squeeze momentum strategy that compares Bollinger Bands with Keltner Channels to identify volatility compression and release. It calculates a linear-regression-based momentum series and uses its direction alongside price movement and…

技術指標突破動能波動率
Strategy library

This short-term long strategy uses a MACD crossover to enter: a cross above the signal line opens a position, while a cross below closes it. The document also describes a stop based on the latest bar’s low and a profit target based on the highs of the most…

技術指標動能趨勢追蹤風險管理
Strategy library

This strategy enters long when the MACD line crosses above its signal line and short when it crosses below. It calculates MACD from fast and slow exponential moving averages and a smoothed signal line. For each direction, it places a fixed-point profit…

技術指標動能風險管理期貨
Strategy library

This short-term strategy uses five exponential moving averages (10, 20, 50, 75, and 200 periods) to identify a potential pullback and manage a short position. Its stated entry condition combines price crossing above the 75-period EMA with price crossing…

技術指標趨勢追蹤風險管理回測
Strategy library

This strategy derives the Accelerator Oscillator (AC) from the Awesome Oscillator (AO): it subtracts an AO moving average from AO, where AO itself is the difference between fast and slow simple moving averages of the median price. A positive AC is treated as…

趨勢追蹤動能技術指標期貨
Strategy library

This document presents a reusable method for constructing larger candles from a stream of smaller, fixed-interval bars. It groups an integer number of base bars and derives each aggregate candle’s opening price from the first bar, closing price from the…

統計交易執行
Strategy library

This stock strategy uses the Average Directional Index (ADX) to assess whether a trend is strengthening, while the Directional Movement Index (DMI) provides directional signals through the relationship between positive and negative directional indicators.…

股票技術指標趨勢追蹤風險管理
Strategy library

The document describes a long and short strategy that uses crossovers between 20-day and 60-day exponential moving averages to infer trend direction. It proposes entering long when the shorter average crosses above the longer one and short when it crosses…

技術指標趨勢追蹤風險管理期貨
Strategy library

This system uses separate 32-period exponential moving averages of highs and lows as trend boundaries. A close crossing above the high EMA or below the low EMA begins a setup. The strategy then looks for a bullish candle fully above the high EMA or a bearish…

趨勢追蹤突破技術指標期貨
Strategy library

This strategy fits polynomial regression forecasts to recent highs and lows, then counts how often observed prices cross those forecasts. When the count reaches a threshold, it treats the move as a possible emerging trend and considers a long or short entry.…

趨勢追蹤突破統計風險管理
Strategy library

This strategy uses runs of rising or falling candle closes to generate directional signals. A counter tracks consecutive close-to-close increases for a long entry and another tracks consecutive decreases for a short entry. The confirmBars setting determines…

趨勢追蹤動能技術指標期貨
Strategy library

This strategy uses four moving averages, with default periods of 20, 50, 100, and 200, to identify medium- to long-term trends. It enters long when the shortest average crosses above the next-shortest and the close is above the longest average. It enters…

趨勢追蹤技術指標風險管理回測
Strategy library

This strategy uses RSI peaks and troughs alongside price and volume comparisons to identify potential divergence signals. A new peak with a higher price but lower RSI and volume than a prior peak can prompt a short entry; a new trough with a lower price but…

加密貨幣期貨均值回歸技術指標
Strategy library

This educational strategy monitors two spot exchanges for a price gap large enough to justify buying on one venue and selling on the other. The trigger can be set as an absolute price difference or a percentage of an average price derived from both books.…

加密貨幣現貨市場套利交易執行
Strategy library

This Bitcoin futures strategy combines MACD signals with rolling 52-week high and low levels. The accompanying description says entries require bullish MACD crosses on both weekly and daily charts, while the code enters when daily MACD crosses upward and…

加密貨幣期貨趨勢追蹤技術指標
Strategy library

This example shows how to include technical signals in coarse fundamental universe selection. It maintains fast and slow exponential moving averages for each symbol, updated with adjusted daily prices, and retains securities whose fast average exceeds the…

股票趨勢追蹤技術指標投資組合建構
Strategy library

This long-only strategy looks for two falling candles followed by two rising candles, then enters at the close. It calculates short- and long-term exponential moving averages, but these are described as context rather than used to filter entries. The trade…

加密貨幣期貨技術指標突破
Strategy library

This document presents a strategy using Bollinger Bands to assess volatility and moving-average direction to frame trend trades. It describes entering long when price crosses upward through the lower band and short when price crosses downward through the…

加密貨幣期貨技術指標突破
Strategy library

The strategy description combines 20- and 50-period simple moving averages with Stochastic RSI. The moving-average crossover is presented as a trend-direction signal, while Stochastic RSI crossing above the oversold threshold or below the overbought…

加密貨幣技術指標趨勢追蹤風險管理
Strategy library

Dual Thrust sets daily breakout thresholds using the previous period's price range. The method compares the highest high with the latest close and the highest close with the lowest low over a configurable lookback, takes the larger range, and applies…

加密貨幣期貨突破趨勢追蹤
Strategy library

The document presents a price-structure setup intended to trade in the direction of exits by traders caught on the wrong side of a reversal. Its described sequence begins with a fractal, waits for an opposite fractal, and then looks for price to break the…

技術指標突破動能期貨
Strategy library

This strategy uses the Supertrend indicator, calculated from ATR and a multiplier, to generate directional signals when price crosses its line. It pairs those signals with fixed percentage stop-loss and take-profit levels for long and short trades. The…

加密貨幣趨勢追蹤技術指標風險管理
Strategy library

The document introduces pair trading as a long-short approach that seeks to profit when two related assets’ prices move back toward their usual relationship. It discusses selecting correlated assets, using moving averages or other indicators to identify…

配對交易均值回歸技術指標風險管理