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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 document presents a screen for Chinese metaverse-related stocks using prior-day turnover, current trading volume, and a positive opening gap. Its stated final version adds market capitalization ranking and earnings filters: stocks should rank in the top…

中國市場股票動能技術指標
SuperMind

This document outlines a short-term Chinese stock screen combining large price ranges, at least two limit-up events over a 500-day window, and recent net buying attributed to institutions. It gives example indicator conditions for each filter and a Python…

中國市場股票動能技術指標
SuperMind

This stock screen looks for names with turnover in a specified range, three consecutive declining sessions, a following close above the prior three day highs, and two consecutive positive sessions. It combines a liquidity filter with a pullback pattern and a…

股票中國市場技術指標突破
BigQuant

The article introduces a custom coded stock selection strategy built from five rules, mainly intended to identify stocks that have fallen sharply and begun to stabilize, with some rules meant to capture potential strong advances. It contrasts AI generated…

股票因子投資回測部位規模
SuperMind

This stock screen selects equities with an amplitude above a threshold, excludes stocks that closed at the limit the prior day, and targets names whose daily percentage change falls within a narrow negative range. The stated rationale is that amplitude…

股票中國市場技術指標波動率
BigQuant

The document asks whether minute or second level price and volume data can be aggregated into daily net flow measures for very large, large, medium, and small trades. It points readers to two implementations: a general set of high frequency factors and a…

股票高頻交易因子投資市場微結構
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

外匯趨勢追蹤部位規模風險管理
FMZ forum

This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…

期貨加密貨幣技術指標部位規模
Amberdata research

The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…

加密貨幣選擇權波動率風險管理
FMZ forum

This article introduces Bayesian reasoning as a way to estimate an unknown probability from limited observations and revise that estimate when new evidence arrives. It distinguishes a prior probability, based on information available beforehand, from a…

統計風險管理
MQL5 code base

This brief description introduces a linear regression indicator for estimating prices from historical observations. It says the indicator fits a straight line to price points using the least-squares method, with the number of bars as an input parameter. A…

統計技術指標
SuperMind

This note outlines an equity selection approach that filters for price amplitude above 1%, ranks stocks by market heat, and restricts the sample to trading dates in 2021. It explains amplitude as a sign of trading activity and treats high ranking by…

股票中國市場波動率技術指標
SuperMind

This note describes an A-share stock screen using a turnover ratio between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of the STAR Market. It presents the criteria as a way to find moderately traded stocks with recent sharp…

股票中國市場突破技術指標
vn.py community

This brief forum exchange clarifies directional order terminology in a trading interface. A buy-to-close order is described as an order whose direction is long and which closes a short position. Conversely, an order to open short corresponds to closing a…

交易執行期貨
MQL5 code base

OscSAR_Histogram displays the difference between the closing price and the iSAR indicator as a colored histogram, with the difference expressed in points. This provides a visual measure of how far the close is from the Parabolic SAR value; the document does…

技術指標趨勢追蹤
MQL5 code base

This indicator adapts Williams Percent Range by calculating separate values for the open, close, high, and low, then combining them into a candle-style display. Its calculation differs from the standard WPR formula so that each of the four price inputs can…

技術指標均值回歸
SuperMind

This stock-screening approach combines a daily amplitude threshold with weekly MACD conditions: MACD should be above zero, and its histogram should be positive and growing relative to the prior week. The document describes these as a way to identify stocks…

股票技術指標動能
MQL5 code base

The document describes a MetaTrader 5 testing issue in real-tick mode: limit and take-profit orders may receive unrealistically favorable positive slippage, inflating simulated results. It presents a utility that reports slippage in account currency and…

回測交易執行市場微結構
BigQuant

The document explains gold contracts for difference as cash-settled derivatives that provide exposure to gold price changes without holding bullion or futures. It outlines features such as leverage, smaller contract sizes, the ability to take long or short…

大宗商品衍生品定價風險管理
SuperMind

The document describes a Chinese equity screen that ranks stocks by reported capital-flow strength and selects those with more than two limit-up sessions in the past ten days and a rising 30-day moving average. It presents the flow measure as a proxy for…

股票動能技術指標中國市場
MQL5 code base

The document describes adding withdrawal tracking to an existing Expert Advisor so position sizing can respond when account funds are removed. It identifies a limitation in recovery-style sizing systems: an EA may increase lot size after losses and retain…

部位規模風險管理交易執行
SuperMind

The post describes a stock-selection screen that combines daily price range, opening-auction trading amount, and recent limit-up frequency. Its stated final logic adds a recent low-amplitude condition: select stocks with amplitude above one, rank among the…

股票中國市場動能技術指標
MQL5 code base

The M1MA indicator estimates an effective price for each chart bar by averaging price data from the corresponding one-minute bars. It is intended for timeframes of five minutes or higher, with intraday charts recommended. The result is presented as an…

技術指標統計
SuperMind

This A-share stock screen combines a technical condition with company earnings growth and a basic price check. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than…

中國市場股票技術指標動能