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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 note proposes screening Chinese stocks with positive but limited returns over the prior ten days, a report of main-fund control on the previous day, and at least five converging moving averages. It then revises the screen to use six moving-average…

股票中國市場技術指標動能
SuperMind

This stock screen selects equities with turnover in a stated range, a prior-day appearance on a market trading activity list, and upward-moving averages. The detailed conditions also require a listing history exceeding one year, a close above its ten-day…

股票動能技術指標風險管理
SuperMind

This stock-selection idea combines three filters: price amplitude above a stated threshold, actual turnover from the prior day within a specified range, and exclusion of stocks that closed at the daily upper price limit on the previous day. The document…

股票技術指標回測風險管理
MQL5 code base

This brief description covers a higher-timeframe version of a volume-weighted moving average cloud indicator. Its main feature is a user-selectable chart period, with four-hour data shown as the default example. The description implies that the indicator can…

技術指標
SuperMind

This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…

股票技術指標動能突破
SuperMind

The document describes a Chinese A-share screening rule for stocks associated with the metaverse theme. It combines a price condition relative to the 250-day moving average with a fixed closing-price condition. The prose refers to the prior day’s price being…

股票技術指標中國市場風險管理
SuperMind

This post describes a stock screen for Shenzhen main-board shares using a price-to-earnings range of 0 to 29.01, a price-to-book range of 0 to 3.11, a 2019 dividend payout ratio above 25%, and an amplitude condition above 1. It frames the filters as a…

股票中國市場因子投資風險管理
vn.py community

This brief forum exchange answers a question about where log messages go during a backtest when using the BacktestingEngine. The questioner observes that the engine stores messages in a logs collection and asks how to access them. The reply says the messages…

回測
SuperMind

This post proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the prior day’s turnover exceeds 8%, and the 30-day moving average is rising. The author interprets convergence as relatively stable prices, high…

股票中國市場技術指標動能
BigQuant

This report examines three connected areas of China’s technology sector: 5G communications, artificial intelligence, and semiconductor chips. It presents 5G as infrastructure for faster data transfer and connected devices, AI as an application area that…

股票中國市場多資產
MQL5 code base

Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…

突破技術指標部位規模風險管理
FMZ live strategies

This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…

加密貨幣期貨永續期貨風險管理
MQL5 code base

Binario is an Expert Advisor that calculates exponential moving averages of the same period using high and low prices. The description says these averages adjust the system’s settings, but do not generate buy or sell signals. Instead, the EA alternates long…

外匯技術指標風險管理交易執行
MQL5 code base

The document introduces a version of the fractal dimension indicator attributed to Mark Jurik. It describes the indicator as a tool for assessing whether price changes appear to be trending or ranging, rather than predicting whether prices will rise or fall.…

技術指標統計
SuperMind

This index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…

中國市場股票技術指標統計
MQL5 code base

This document describes an Expert Advisor that trades from signals produced by the iRSISign indicator. A signal is generated when the indicator displays a colored icon at a bar’s close. The strategy therefore uses the indicator’s signal as its entry trigger;…

外匯技術指標回測
ProRealCode

This indicator overlays two kinds of bands calculated from log-transformed closing prices. The statistical bands use a rolling average and standard deviation, similar in spirit to Bollinger Bands. The regression bands use a rolling ordinary least squares…

技術指標統計波動率回測
BigQuant

The document describes a convertible-bond setup that enters after a V-shaped recovery when price rises through the left shoulder of the pattern, above its right shoulder. The right shoulder must be at least 3.5 points above the V’s low. The trader then uses…

均值回歸技術指標風險管理
SuperMind

The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…

股票中國市場技術指標事件驅動
SuperMind

This short-term stock selection method combines three conditions: price amplitude above 1, yesterday’s turnover multiplied by today’s opening-auction volume divided by yesterday’s volume between 0.5 and 2, and an outside-to-inside volume ratio above 1.3. The…

股票中國市場市場微結構技術指標
SuperMind

The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…

股票技術指標動能中國市場
vn.py community

The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…

交易執行
Hummingbot docs

The document explains a market-making setting in which a bot replaces filled orders as soon as it has no active orders. During a sustained price move, repeatedly refreshing both sides can lead the bot to keep buying into a decline or selling into a rise,…

加密貨幣做市交易執行風險管理
SuperMind

The document describes a Chinese A-share stock screen combining price amplitude above 1%, a circulating share count no greater than 5.5 billion, and auction-period price movement accompanied by large and extra-large buy-flow volume above the stated…

股票中國市場波動率市場微結構