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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
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

SuperMind

This Chinese stock selection strategy combines four filters: daily high-to-low amplitude above 1%, a robot-related industry concept, circulating market capitalization below 10 billion yuan, and appearance on the previous day’s trading activity list. It also…

股票中國市場波動率事件驅動
MQL5 code base

This document describes an expert advisor that trades signals from the MAOscillatorHist indicator. It enters a trade when the indicator histogram changes direction, with the signal evaluated at the close of a bar. The advisor depends on a compiled indicator…

外匯技術指標回測
WonderTrader

This example implements a tick-driven futures or securities strategy using the wtpy framework. It estimates a theoretical price from the best bid and ask, weighted by the quantities resting on the opposite sides of the book, then compares that estimate with…

高頻交易市場微結構交易執行風險管理
SuperMind

This Chinese-language post describes a short-term stock selection rule combining three filters: RSI below 65, share price below 12 yuan, and more than two limit-up sessions within the prior ten days. It frames the screen as a way to find relatively…

中國市場股票技術指標動能
Kraken Learn

The document introduces tokenized equities as blockchain-based tokens representing traditional shares, exchange-traded funds, or other investments. It describes fractional ownership and broader geographic access as potential benefits, and says smart…

股票加密貨幣多資產
BigQuant

The article argues that trading researchers should judge machine learning papers by simplicity, reproducibility, and generality, alongside reported empirical results. A method that performs well on a benchmark may not transfer to financial prediction, and a…

機器學習統計回測因子投資
SuperMind

This overview argues that no programming language is best for every algorithmic trading system. The choice depends on strategy frequency and volume, data needs, performance targets, development and maintenance costs, and the functions the system must…

交易執行高頻交易回測投資組合建構
MQL5 code base

This indicator marks a candle’s midpoint and colors the marker according to whether the candle is bullish or bearish. It offers two midpoint definitions: the center of the full candle range, calculated from the high and low, or the center of the candle body,…

技術指標股票
BigQuant

This study compares ARIMA, a multilayer perceptron, an LSTM, and an ARIMA-GARCH combination for next-day NVIDIA share-price forecasts. It describes ARIMA as a model for linear time-series structure, neural networks as ways to capture nonlinear patterns, and…

股票機器學習統計波動率
ProRealCode

The N Reversal Detector is a configurable chart indicator that combines reversal patterns with an optional trend filter. Users can define the prevailing trend with a fast and slow moving-average comparison, an ATR-based Supertrend, or Donchian Channel highs…

技術指標趨勢追蹤風險管理
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with an external-to-internal trading volume ratio above 1.3 and positive net buying by major participants during the opening auction. The page also gives example implementations and adds filters in…

股票中國市場技術指標市場情緒
MQL5 code base

Corrected JMA is described as a variation on the Jurik Moving Average. It uses the JMA as a reference for measuring price deviations, then flattens the indicator’s value when those deviations are judged insignificant. This is intended to make directional…

技術指標趨勢追蹤
MQL5 code base

EMAPredictive3 is described as a moving-average indicator built from the exponential moving average algorithm. Its defining construction is a linear interpolation between two EMAs calculated over different periods. The document attributes the indicator to…

技術指標股票
SuperMind

This Chinese equities screening idea combines several filters: exclude stocks marked ST, require an amplitude above one, apply a five-session closing-price high condition, and select stocks whose intraday low is down within a narrow four-to-five percent band…

股票中國市場均值回歸回測
SuperMind

This post describes a Chinese equity screen for stocks associated with the metaverse theme, with a close above the previous day’s low and a code beginning with 60. It combines a thematic classification, a simple price condition, and an exchange-listing code…

中國市場股票技術指標部位規模
SuperMind

This post outlines an equity screen requiring MACD above zero, upward divergence among current moving averages, and a positive price-to-earnings ratio. The stated rationale is to combine a bullish technical condition with rising price trends and a basic…

中國市場股票技術指標動能
SuperMind

This post describes a Chinese equity screen combining a daily high-to-low amplitude threshold, a minimum circulating market capitalization, and a positive weekly MACD histogram. It presents the conditions as a way to focus on larger listed companies with…

中國市場股票技術指標動能
BigQuant

The report proposes improving traditional liquidity factors for Chinese A-share stock selection by incorporating information about intraday trading structure. It frames the approach as a reusable factor research method: identify market information omitted by…

中國市場股票因子投資市場微結構
Lumibot

This report presents a short backtest of a strategy labeled “momentum-news-generic” against SPY, using Yahoo data. Over the stated period, the strategy had a slightly negative total return, negative annualized return, negative Sharpe and Sortino ratios, and…

股票動能市場情緒回測
vn.py

This guide explains how to construct, monitor, and trade synthetic spreads in the VeighNa SpreadTrading module. A spread can combine several contract legs using a formula, including pricing legs that are not traded, which supports relationships involving…

期貨大宗商品套利配對交易
SuperMind

This Chinese-language strategy post outlines a mainland China equity screen combining capital strength, upward divergence of moving averages, and a profitability filter. The initial title specifies companies with market capitalization below 10 billion yuan…

中國市場股票動能技術指標
MQL5 code base

The Inverse Distance Weighted Moving Average (IDWMA) is presented as a price-smoothing indicator. Its calculation is described qualitatively: the line initially moves away from the average price, then approaches the price. The document says it is somewhat…

技術指標