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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
Quantpedia
86 份文件
TqSdk
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 document presents a Chinese equity screening rule that combines daily price amplitude with a stock-code prefix and Bollinger Bands. It describes selecting stocks whose codes begin with 60, whose amplitude exceeds 1%, and whose close lies within the…

股票中國市場技術指標波動率
MQL5 code base

The document describes an MT5 indicator that displays RSI readings across seven timeframes, from M1 through D1. Each timeframe is assigned a momentum category, ranging from oversold and bearish through neutral to bullish and overbought. Users can adjust RSI…

技術指標動能
SuperMind

The document describes a daily stock screen for the metaverse industry. It looks for a newly formed bullish KDJ crossover and a share price of 18.5 yuan, with selection intended before 10:00 and limited to actively trading stocks. It provides an…

股票中國市場技術指標動能
MQL5 code base

The document presents long and short voting rules based on a 200-period Envelopes indicator with a stated deviation of 0.35. The long rule returns a positive signal when the ask is at or below the lower band, or lies between the band midpoint and upper band.…

技術指標均值回歸回測
MQL5 code base

This document explains a Renko-channel indicator that changes bar colors when price moves outside a gray channel. Green marks an upward trend and red marks a downward trend. Bright shades indicate that the candle’s direction agrees with the trend, while dark…

技術指標趨勢追蹤突破
BigQuant

The document describes a hybrid approach that combines ARMA-GARCH models with several neural network types to identify market patterns and predict the direction of shocks in defense equities and foreign exchange. ARMA-GARCH models capture linear time-series…

機器學習統計波動率股票
SuperMind

This stock-screening note proposes combining moving-average confluence, a specific closing-price condition, and a high dividend ratio. It describes counting available observations in a short rolling window, checking whether the close equals the stated price,…

股票因子投資技術指標中國市場
MQL5 code base

This document describes an Expert Advisor that exports MetaTrader 5 economic-calendar data to a CSV file for use by external research scripts, dashboards, bots, or spreadsheets. The terminal’s calendar can be accessed through MQL5, while the Python…

事件驅動交易執行統計
SuperMind

This stock-screening note combines three conditions: price amplitude above a threshold, an indicator described as main-force control on the prior day, and ranking by capital strength. It gives a simple money-flow measure based on the difference between…

股票動能技術指標中國市場
BigQuant

This note describes a daily liquidity signal built from intraday order book snapshots. It sums bid and ask volumes across the first five levels, then measures their normalized imbalance as the difference divided by the total. Separately, it calculates…

因子投資市場微結構統計
SuperMind

The document proposes a stock screen combining daily price range, positive price-to-earnings ratio, and revenue growth. It selects stocks whose high-to-low range exceeds one percent of the previous close, whose P/E is positive, and whose revenue in 2021 is…

股票因子投資技術指標風險管理
BigQuant

The document briefly introduces a multi-factor investment platform, focusing on how to estimate stock and portfolio factor exposures. Stock exposures are derived from database values such as price-to-earnings and price-to-book ratios, then cleaned and…

因子投資投資組合建構統計
MQL5 code base

This brief description introduces XFisher_org_v1_Candle, an indicator that displays the output of the XFisher_org_v1 algorithm as candlesticks. The candle values are produced by processing a price time series, which the source says may make the indicator…

技術指標股票
BigQuant

This article argues that China’s A-share T+1 settlement rule can constrain retail traders who buy shares during a session, while some institutions may approximate intraday trading through previously held inventory or short selling. It describes two proposed…

股票中國市場市場微結構風險管理
SuperMind

This Chinese-language post describes an A-share stock screen combining a robot-related theme, free-float market value below the stated threshold, daily turnover within a specified band, and a rising sequence of five exponential moving averages from shorter…

股票中國市場技術指標趨勢追蹤
ProRealCode

This document presents an implementation of John Ehlers’ Adaptive Commodity Channel Index. It estimates a dominant cycle period from price data by smoothing prices, deriving in-phase and quadrature components, and applying a homodyne discriminator. The…

技術指標大宗商品統計
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse sector using a float-size ceiling of 5.5 billion shares and a condition that the 20-day moving average exceed the 120-day moving average. The moving-average comparison is intended to…

股票中國市場技術指標趨勢追蹤
SuperMind

The document presents a daily pre-open stock screen for Chinese A-shares using three conditions: MACD above zero, closing price below 12, and price amplitude above 1. It defines amplitude from the session high and low relative to the prior close, and…

股票中國市場技術指標動能
MQL5 code base

The document describes an indicator that replaces signal candles with flag-shaped markers, intended to make signals easier to view. Its listed inputs include a moving average period, three rank and shift values, a vertical price offset, a gap in points,…

技術指標
MQL5 code base

The document introduces the Force Index, an indicator attributed to Alexander Elder, and explains its basic calculation: the change in closing price multiplied by volume. It describes smoothing this one-period value to reveal directional pressure, noting…

技術指標動能
ProRealCode

This indicator description introduces the Adaptive Composite Moving Average (ACMA), which combines distance-based weighting, recency weighting, and an efficiency-ratio measure of trend strength. It offers four modes: favor prices near the mean, favor recent…

技術指標趨勢追蹤波動率回測
SuperMind

This Chinese equity-screening note combines three price conditions: a daily range above a stated threshold, no limit-up close on the previous trading day, and a current high equal to the highest high across two days. The proposed rationale is that wide price…

股票中國市場突破技術指標
SuperMind

This Chinese equity screen selects stocks with a daily high-low range above a stated threshold, prior-day trading activity above a stated amount, and ownership concentration no greater than 70%. The note interprets range and trading activity as signs of…

股票中國市場市場微結構風險管理
SuperMind

This Chinese stock-screening note describes selecting companies associated with the metaverse theme, requiring the five-day moving average to rise from its prior value, and excluding STAR Market listings. It gives equivalent screening logic for a market-data…

股票中國市場動能技術指標