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

79,386 份文件

SuperMind

This stock-selection rule filters for shares with daily high-low amplitude above 1%, a ten-day return above zero but below 35%, and positive PE. The stated rationale is to find stocks with some recent upward movement without selecting the largest short-term…

股票動能波動率技術指標
SuperMind

The post outlines a daily A-share selection process that keeps stocks with MACD above its zero line, a price condition relative to the five-day moving average, and positive investor attention or “heat,” then ranks candidates by heat. It gives the standard…

股票中國市場動能技術指標
SuperMind

The post describes a simple Chinese A-share stock screen requiring daily high-low movement above 1%, a nonempty outstanding-convertible-bond name, and a share price around 18.5 yuan. Its final restatement widens the price condition to 18–19 yuan, while the…

股票中國市場技術指標統計
vn.py community

The post raises a futures backtesting issue: unusually large drawdowns may coincide with price gaps when the lead contract changes. The author wants to identify roll dates and avoid trading on those dates, but the post does not provide a method for detecting…

期貨回測風險管理
SuperMind

This theme-based stock screen looks for shares with turnover between 3% and 12%, a robot-related classification, floating market value below 10 billion, and a metaverse-related classification. The article supplies an example formula and Python outline. The…

股票中國市場
SuperMind

The proposed stock filter combines RSI below 65, best bid volume greater than best ask volume, and exclusion of STAR Market listings. The article interprets RSI as a way to identify relatively low-priced shares and the bid-ask size comparison as a sign of…

股票技術指標市場微結構
SuperMind

This short-term stock screen selects shares with RSI below 65, a daily gain above 1%, and eligibility outside the STAR Market segment. It adds a 15-minute MACD histogram condition: the histogram is negative and becoming less negative, which the document…

股票技術指標動能風險管理
SuperMind

This stock screen combines three conditions: daily high-low amplitude above 1%, closing price below 20, and displayed best bid volume greater than best ask volume. The document gives matching formula and Python examples, framing amplitude as a measure of…

股票技術指標市場微結構
vn.py community

This short support exchange explains how a VeighNa option strategy accesses its position state. A user asks whether the framework restores the previous day’s strategy positions in the same way as a combination strategy that reads saved JSON data. The…

選擇權風險管理交易執行
SuperMind

This stock selection approach combines three technical filters: daily price amplitude above one percent, a reversal or engulfing-style candle condition, and a weekly MACD histogram at or above zero. The post presents the combination as a way to seek active…

股票技術指標動能風險管理
MQL5 code base

The document outlines an exploratory method for studying whether historical indicator patterns relate to later price movement. It encodes a sequence of MACD values over a lookback window, uses that sequence to name a CSV file, and records how often the…

技術指標統計回測
MQL5 code base

The document explains how to add notifications to a color-coded MetaTrader indicator. It introduces inputs for selecting the signal bar, enabling sound, limiting alert counts, and turning email or mobile push messages on or off. Separate buy and sell…

技術指標交易執行外匯
BigQuant

The document describes a stock strategy that scores candidates with a neural network, buys up to three holdings, and aims to sell each after three trading days. It stores each stock and its entry-day index in a context list, then compares that index with the…

股票部位規模交易執行回測
FMZ forum

This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…

加密貨幣永續期貨高頻交易突破
SuperMind

This stock-selection idea combines three daily-chart conditions: a price range above a stated threshold, at least two limit-up events during the prior 500 days, and an opening price near the ten-day moving average. The article frames range and limit-up…

股票中國市場技術指標動能
MQL5 code base

This informative chart script displays selected trading conditions for the active pair in the chart’s upper-left area. The reported fields include the order freeze level, minimum and maximum trade sizes, lot increments, the minimum distance for placing…

交易執行市場微結構
MQL5 code base

This MetaTrader indicator displays the direction or trade signal produced by the Stalin indicator for a chosen bar and timeframe. It marks continuing trends with a colored star and trend changes with a directional arrow, and can also issue alerts and audio…

技術指標趨勢追蹤
ProRealCode

Time Segmented Volume (TSV) is a price-and-volume indicator intended to reveal accumulation and distribution. The described calculation assigns a signed volume contribution according to the direction of the close-to-close price change, then sums those…

技術指標股票動能
BigQuant

This weekly report assesses Chinese equity-market sentiment after a sharp March decline and a subsequent rebound. Its composite sentiment score rose from 38 to 51, while the authors judged that near-term further weakness had become less likely, despite…

股票市場情緒期貨選擇權
BigQuant

This tutorial develops a stock factor from the sum of trading volume during the first 15 minutes of a session. It explains why opening activity may be informative: overnight news is reflected in early trading, the opening period contributes to price…

股票技術指標因子投資高頻交易
BigQuant

The discussion compares quantitative research practices in China and overseas. It says Chinese investors more often try to predict stock prices directly, while overseas researchers may estimate missing observations, factor values, company revenue, or…

機器學習統計股票中國市場
SuperMind

This proposed Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a recent seven-day low condition. The post presents the combination as a way to find active stocks amid a…

股票中國市場技術指標均值回歸
SuperMind

This post proposes screening Chinese equities using three conditions: buying-pressure share above a threshold, prior-day turnover value above a threshold, and a high dividend ratio in a specified historical year. It frames buying pressure as a sign of…

股票中國市場因子投資回測