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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

BigQuant

This project explores combining strategies associated with different market styles. The author says market styles can persist over a period, so a strategy that fits a clearly expressed style may adapt better to prevailing conditions. They changed a provided…

多資產投資組合建構交易執行回測
BigQuant

This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…

股票事件驅動動能回測
SuperMind

This post outlines a Chinese equity screen combining high intraday amplitude, a prior-session opening auction price at the limit down level, and positive net buying attributed to large traders during the current auction. It then adds an upward-sloping 60-day…

股票中國市場技術指標風險管理
BigQuant

The document describes a beginner’s question about passing results from earlier BigQuant modules into a backtest. The proposed strategy uses a fixed universe of ten stocks, ranks them daily by five-day return in ascending order, buys the five lowest-ranked…

股票動能回測投資組合建構
FMZ forum

This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…

期貨市場微結構突破交易執行
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

技術指標動能市場微結構風險管理
SuperMind

This post describes a daily stock screen for shares with turnover between 3% and 12%, greater displayed quantity at the best bid than at the best ask, and a 2021 listing year. It interprets the turnover band as a sign of trading activity and the…

股票中國市場市場微結構
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…

股票中國市場動能事件驅動
SuperMind

The proposed Chinese stock screen combines three filters: prior-bar price amplitude above 1%, a MACD signal above the zero line, and circulating market capitalization above 10 billion yuan. The stated rationale is to find shares with meaningful price…

股票中國市場技術指標動能
MQL5 code base

This indicator presents pivot levels in a separate chart window and plots price position relative to those levels. The display is intended to make intraday movement around pivots easier to inspect than pivot lines drawn over the main price chart. It is a…

技術指標
MQL5 code base

This document describes an Expert Advisor that trades signals from the BinaryWave_StDev indicator. It opens a position when a colored indicator point appears at a bar’s close, then exits when the indicator reverses direction against the open position. The…

外匯技術指標回測
ProRealCode

This indicator plots historical average returns for each calendar month using monthly price data. After a user selects a start month and year, it groups each month’s open-to-close changes across the available history and averages them. It displays the twelve…

統計技術指標回測
MQL5 code base

This indicator draws a Fibonacci channel using a recent swing high and swing low. The swing depth is controlled by an input, with a default setting described as a preferred parameter. The channel includes internal retracement levels at 0.236, 0.382, 0.5,…

技術指標
MQL5 code base

The indicator marks round-number price levels nearest to the current price, drawing levels both above and below it. Its inputs let users set the rounding scale, the number of repeated level sets, and the colors, line styles, and widths used to distinguish…

技術指標
SuperMind

This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…

股票中國市場技術指標動能
MQL5 code base

The indicator described here separates volume into buyer and seller components and displays their relative pressure with overlaid histograms. This presentation is intended to make buying and selling activity visible alongside price data, though the document…

技術指標市場微結構
MQL5 code base

The document names two WaveTrend settings: Channel Length (n1), with a stated default of 10, and Average Length (n2), with a stated default of 21. It says the first adjusts sensitivity to price movements and the second smooths the WT1 line. The indicator is…

技術指標趨勢追蹤外匯
SuperMind

This note outlines a Chinese A-share screening idea combining three price-based conditions: at least five moving averages converging, at least two limit-up sessions in the previous 500 days, and the 20-day moving average above the 120-day average. It…

股票技術指標動能中國市場
BigQuant

This article proposes using a dashboard of the Hurst exponent, ADX, and a linear-regression score to contextualize Smart Money Concepts and ICT price-action setups. Hurst is calculated from log returns with rescaled range analysis: readings above 0.55 are…

技術指標統計均值回歸趨勢追蹤
MQL5 code base

This research reproduction describes factors based on the share of a Chinese stock’s trading volume occurring in the opening call auction and near the close. The opening-auction factor, OCVP, is smoothed with a simple moving average and an exponentially…

股票中國市場因子投資高頻交易
MQL5 code base

This indicator overlays levels from six moving averages, each calculated on a selectable timeframe and displayed in the active chart window. The example defaults span short intraday intervals through daily data, allowing a trader to compare price with…

技術指標多資產
SuperMind

This Chinese stock-screening example combines three filters: reported position increases above 5%, a daily rise above 1%, and a positive return below 35% over the prior ten days. It presents the combination as a way to find mainland listed shares with recent…

股票動能中國市場
BigQuant

This Chinese-language research summary studies whether public equity fund stock exposure can inform market timing in the China A-share market. It uses a moving-average system to distinguish trending from range-bound regimes, analyzes how fund positioning…

中國市場股票因子投資趨勢追蹤