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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

79,386 份文件

MQL5 code base

This brief description outlines an Expert Advisor that processes signals from four Williams Percent Range indicators, using averaging periods of 26, 27, 29, and 30. It says the program displays text objects on the chart and maintains a log file, indicating…

技術指標外匯
SuperMind

This Chinese stock-selection post describes a screen for companies associated with the metaverse theme and a rounded price pattern. Its initial rule combines the prior day’s turnover rate with the ratio of current auction volume to the prior day’s volume,…

股票技術指標風險管理中國市場
MQL5 code base

This Expert Advisor example applies two moving averages, MACD, and the Commodity Channel Index to USDJPY on an hourly chart. It reads indicator values from completed bars, including consecutive MACD readings, and uses trade-transaction events to track…

外匯技術指標交易執行
MQL5 code base

The AFL Winner indicator is described as a tool for identifying possible trend changes around established turnover areas at the negative and positive 50 levels. The document gives this threshold-based description as the indicator’s central trading concept,…

技術指標趨勢追蹤
BigQuant

This brief Chinese-language support exchange addresses a strategy configured for daily rebalancing that appears to trade only every seven days in backtesting and does not rebalance in simulation. The response points to a condition in the backtest module’s…

回測交易執行
SuperMind

This stock screen selects companies in the metaverse industry whose share price is above its five-day moving average and that have outstanding convertible bonds. The moving-average condition is intended to retain stocks showing short-term price strength; the…

股票技術指標動能中國市場
BigQuant

This Chinese equity screening strategy ranks stocks using cross-sectional measures of circulating market capitalization, closing price, and earnings per share, then combines the ranked factors into a total score. Its stated filters exclude special-treatment…

股票因子投資回測部位規模
MQL5 code base

The document describes the U.S. Dollar Index, also known as USDX or DXY, as a measure of the U.S. dollar’s value relative to a basket of foreign currencies. It explains the index’s direction: it rises when the dollar strengthens against the basket. ICE…

外匯多資產
BigQuant

This report examines two style-allocation ideas for Chinese equities: rotating between value and growth using value spread, and reducing market exposure to systematic risk through low-beta investing. It argues that value spread tends to revert toward its…

股票因子投資均值回歸風險管理
SuperMind

This stock-selection rule screens for turnover between 3% and 12%, a ratio of outside volume to inside volume above 1.3, and exclusion of China’s Science and Technology Innovation Board. The accompanying implementation also includes a recent volume surge…

股票技術指標市場微結構中國市場
Amberdata research

This market snapshot interprets crypto conditions across derivatives, spot flows, order books, stablecoins, and DeFi lending. It describes continued long liquidations in BTC, ETH, and SOL, funding turning negative across major assets, and BTC–ETH correlation…

加密貨幣永續期貨市場微結構波動率
SuperMind

This stock screen looks for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and no limit-up on the previous day. The stated rationale is to find liquid, actively followed stocks with a recent strong move, followed by a possible…

股票動能突破中國市場
BigQuant

This note outlines a workflow for creating an AI-assisted stock selection strategy. It recommends combining signals about the broad market, industry groups, and individual stocks rather than relying on a single factor. Example inputs include index returns…

股票機器學習因子投資中國市場
ProRealCode

The strategy defines a recent price range from the highest high and lowest low over a lookback window. It places a buy stop above the range and a sell stop below it, with a configurable distance. When one order triggers, the other should be cancelled; after…

突破外匯回測風險管理
MQL5 code base

This Expert Advisor combines two indicators to identify trend-following entries. ColorX2MA sets the slower trend direction, while ColorJFatl signals a possible entry when the faster trend changes. A trade signal occurs at bar close when the indicator…

趨勢追蹤技術指標回測外匯
BigQuant

The response explains how to structure a multi-stock, multi-date dataset for a multiple regression of stock returns on factors. Each stock on each date forms one observation: the return is the target variable, and that stock-date’s factor values are the…

股票因子投資統計機器學習
BigQuant

The discussion addresses missing broad-market risk-control data in a rolling-training workflow. Its suggested remedy is to load benchmark index history directly in the backtest data-preparation function instead of relying on an external data merge. The…

股票風險管理回測
MQL5 code base

This Expert Advisor searches the previous 500 closing bars for price levels where closes cluster, then uses a cross of three moving averages of different lengths as a trend-development signal. After detecting a directional trend, it identifies the nearest…

外匯技術指標趨勢追蹤交易執行
FMZ forum

The document describes an order-management issue in a Binance perpetual futures example. A partially filled sell order has an original quantity and an executed quantity; subtracting the latter from the former in JavaScript produces a residual quantity with a…

加密貨幣永續期貨交易執行市場微結構
BigQuant

This account describes a BigQuant assignment that applied linear regression and XGBoost within a rolling-training strategy, then compared their backtest returns. The author reports annual returns of 30% for linear regression and 52% for XGBoost, but provides…

機器學習因子投資回測中國市場
Hummingbot docs

This experiment describes a directional strategy for the APE-BUSD perpetual futures market that combines Bollinger Band position with the MACD line and histogram. It takes a long signal when %BB is below 0.2, the MACD histogram is positive, and the MACD line…

加密貨幣永續期貨均值回歸技術指標
MQL5 code base

This indicator plots a colored histogram of the closing price’s percentage distance from a selected ZigZag pivot. It calculates the difference between the close and the pivot price, divides by that pivot price, and scales the result by 100. Positive and…

技術指標統計