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

ProRealCode

This document describes an oscillator that combines weighted and simple moving averages to create an SR line and a signal line. It also plots channel boundaries derived from recent highs and lows. A cross of the SR line above the signal line is presented as…

技術指標股票
SuperMind

This A-share screening proposal looks for stocks with MACD above the zero line, a share price below 12 yuan, and revenue growth exceeding 10% over the prior three years. It combines a technical momentum condition and a low nominal price with a fundamental…

股票動能技術指標中國市場
SuperMind

This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…

股票波動率均值回歸技術指標
MQL5 code base

This implementation guide shows how a MetaTrader indicator or Expert Advisor can retrieve a day’s economic calendar from Forex Factory, parse event time, title, currency, and impact from the returned HTML, and store matching high-impact events. It filters…

外匯事件驅動交易執行市場微結構
SuperMind

This A-share screening proposal combines an RSI reading below 65, an outer-to-inner trading volume ratio above 1.3, and three consecutive declining closes. The article describes the conditions as a way to find stocks with weak recent price action that might…

股票均值回歸技術指標中國市場
MQL5 code base

FullSSA is described as a chart oscillator built on an SSA, or singular spectrum analysis, function library. The indicator redraws values in its most recent bars, with the length of that section controlled by a lag input. This behavior is central to…

技術指標統計
FMZ forum

This document outlines a basic program structure for a long-only spot cryptocurrency strategy. It separates the trading signal from the operational framework: the example has manual commands to open or close a position, while the user is expected to add the…

加密貨幣現貨市場交易執行部位規模
SuperMind

This stock screen combines three filters: price amplitude above 1%, weekly MACD above zero, and a stock code beginning with 60. The document presents the MACD condition as a comparison of the MACD line with its signal line on the prior bar, alongside a…

股票技術指標中國市場
BigQuant

This discussion addresses a backtest in which purchases across two mornings totaled more than the stated initial capital. The explanation attributes the apparent overspending to the simulation’s timing convention: the backtest accesses that day’s completed…

股票回測交易執行風險管理
SuperMind

The article describes a Chinese stock-selection screen using an RSI below 65, a ratio of external to internal trading volume above 1.3, and a ranking by stock popularity. It presents these filters as a combination of technical conditions and measures of…

股票中國市場技術指標市場情緒
BigQuant

This essay argues that traders can develop intuition about leading stocks by participating in their price moves rather than relying only on charts or retrospective analysis. It frames market feel as accumulated experience with price rhythm, capital flows,…

股票市場情緒風險管理部位規模
SuperMind

The document outlines a Chinese equity screen combining company size, recent trading activity, and an indicator described as capital strength. Its headline criteria are companies valued below 10 billion yuan, no losses, and previous-day turnover above 8%,…

股票中國市場市場微結構風險管理
Stratmill research code

This documentation landing page introduces ArbitrageLab, a Python library covering end-to-end pairs-trading strategies and tools for developing strategies. It organizes its subject matter around multiple approaches, including distance methods, cointegration,…

配對交易均值回歸套利機器學習
BigQuant

The report overview describes MSCI’s CNE6 equity risk model for China A-shares. It organizes the model into descriptors, basic factors, and style factors, with style factors formed through two weighting stages. The model adds quality, sentiment, and dividend…

股票因子投資統計中國市場
MQL5 code base

This brief indicator description presents a channel derived from the peaks and troughs identified by the AlexSTAL ZigZagProf indicator. It names the channel’s underlying swing-point method, but provides no formulas, parameter guidance, signal rules, or…

技術指標突破
vn.py community

A VeighNa forum exchange addresses why the middle and upper Bollinger values may appear as zero in a user interface. The question shows a middle band calculated with a simple moving average and upper and lower bands calculated through ArrayManager’s…

技術指標
BigQuant

This study examines stocks that attract investors seeking rare, extreme gains. It defines lottery-like stocks as those in the highest group when stocks are sorted into ten groups by their largest daily gain over the prior month. The proposed behavioral…

股票動能因子投資統計
SuperMind

This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…

股票中國市場技術指標動能
MQL5 code base

This brief description introduces a directional movement indicator developed by Wilder as an improvement to the PTP indicator. It presents two intended uses: identifying the market’s longer-term trend and showing how strongly price movement is directed. The…

技術指標趨勢追蹤
BigQuant

This report studies whether boosted tree models can extract stock return signals from analyst expectation factors that linear models may miss. The authors note that these factors can be complex, have substantial missing data, and correlate with earnings and…

股票機器學習因子投資回測
MQL5 code base

This document describes a standalone indicator that combines the Commodity Channel Index (CCI) with a moving average to estimate the direction and strength of the current market trend. It supports four moving-average methods: simple, exponential, smoothed,…

技術指標趨勢追蹤多資產