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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
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

79,386 份文件

SuperMind

This post proposes screening Chinese stocks for a daily price move of at least one percent, a nonempty name for an outstanding convertible bond, and exclusion from a specified market segment. It presents the range condition as a way to identify active stocks…

股票中國市場技術指標統計
MQL5 code base

This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…

技術指標外匯大宗商品波動率
SuperMind

This post describes a Chinese equity screen combining three conditions: reported position increases above a threshold, the prior close above a long-term moving average, and a limited opening gain at 9:25. It also offers an alternative using turnover and a…

股票中國市場技術指標回測
SuperMind

This stock screen combines four filters: price amplitude above a stated threshold, market capitalization below a stated ceiling, positive net profit, and exclusion of the STAR Market. The accompanying discussion presents the amplitude filter as a way to find…

股票中國市場波動率因子投資
TqSdk

This example describes a futures strategy using the Volume Price Trend (VPT) indicator on daily bars. It updates VPT by adding volume multiplied by the latest percentage price change, then compares the current value with a moving average. A trade is…

期貨技術指標動能回測
BigQuant

This report explains how the MSCI China A50 Connect Index selects and weights large-cap Chinese equities. It chooses stocks across GICS industries, first taking leading free-float market-cap names by industry and then filling to 50 constituents; weights are…

股票中國市場因子投資投資組合建構
BigQuant

This study examines quantitative stock selection within China’s electronics and electronic-components sectors. It reviews conventional fundamental and price-volume factors, reporting promising selection results for valuation, quarterly profit growth, return…

股票因子投資中國市場回測
BigQuant

The document introduces the Bias indicator, which expresses a closing price’s percentage deviation from its moving average over a chosen number of days. The calculation compares the close with the moving average, subtracts the average, and scales the…

技術指標統計
MQL5 code base

Volume Profile displays transaction volume at each price level over a chosen time interval as a horizontal histogram. Longer bars indicate prices where more trading occurred, while shorter bars indicate lower activity. The description presents it as a…

技術指標市場微結構
ProRealCode

I Seek Trends adapts the ATR-based SuperTrend by inserting neutral phases between confirmed bullish and bearish states. Its five states distinguish established trends, transitions out of either trend, and full neutrality after a failed breakout. When price…

趨勢追蹤技術指標波動率風險管理
Hummingbot docs

The document explains an algorithmic strategy as a repeated cycle of collecting market and account data, processing it, and placing or cancelling orders. In Hummingbot, strategies read exchange data and user state on each clock tick, then apply logic…

加密貨幣交易執行市場微結構
BigQuant

Return on equity (ROE) measures net income relative to shareholders’ equity, expressing how much profit a company generates from its equity base. The document gives the formula and a simple numerical illustration, then describes how investors may interpret…

股票因子投資統計風險管理
SuperMind

This short-term stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on China’s Dragon-Tiger list with reported buying greater than selling, and a current high that is the highest over the recent two-day window.…

股票中國市場突破波動率
MQL5 code base

The described indicator estimates the relative strength of a selected currency, such as the New Zealand dollar, using closing prices from seven currency pairs that contain it. A zero line represents an average over a user-chosen period. A colored histogram…

外匯技術指標動能
MQL5 code base

This indicator compares each candle with the immediately preceding candle, looking for opposing changes in candle size and volume. It labels a candle as a growing divergence when its range increases while volume falls, and as a falling divergence when its…

技術指標統計
SuperMind

This daily stock screen selects securities before the market opens using three conditions: MACD above zero, a positive price-to-earnings ratio, and more than one year since listing. The document presents MACD as a way to identify an upward trend, treats…

股票技術指標動能中國市場
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the i_Trend oscillator. A signal is generated when a bar closes and the indicator cloud changes color, making the method dependent on confirmed bar-close changes rather than intrabar movement. Running the…

外匯技術指標回測交易執行
SuperMind

This stock screening approach combines a Metaverse concept classification with an upward-sloping 30-day moving average and fundamental filters. It first selects companies associated with the theme, then looks for a rising average and firms below the stated…

股票技術指標趨勢追蹤因子投資
ProRealCode

The indicator colors a chart background according to whether the close agrees with both Supertrend and Parabolic SAR. It marks an upward condition when the close is above both indicators and a downward condition when the close is below both. The example uses…

技術指標趨勢追蹤
MQL5 code base

POGO is described as an oscillator intended to display the mean bar size over a selected period. Its calculation begins with the difference between each bar’s open and close, then applies a moving average to those values. The user can adjust the calculation…

技術指標統計
Freqtrade

This Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…

加密貨幣技術指標均值回歸風險管理
SuperMind

This equity selection proposal combines RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and simultaneous bullish crossovers in three technical indicators, with MACD, KDJ, and DMI offered as examples. It interprets the RSI…

股票技術指標動能中國市場
SuperMind

This proposed equity screen looks for stocks with turnover between 3% and 12%, three consecutive declining sessions, and a high product of price change and very large order net volume. The article frames the setup as a possible rebound candidate: the…

股票均值回歸市場微結構技術指標