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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
Lumibot strategies
7 份文件
QuantRocket
7 份文件
Awesome Quant
1 份文件

搜尋圖書館

79,386 份文件

MQL5 code base

The Trend Strength Index describes trend direction and linear consistency by calculating the Pearson correlation between closing prices and bar indices over a chosen lookback. The coefficient ranges from -1 to 1: values near 1 indicate a strong upward linear…

技術指標統計趨勢追蹤
SuperMind

This stock selection screen uses three market-activity filters: amplitude of at least 1%, turnover above 2% and no more than 9%, and relative volume above 1.5 but below 6. The intended effect is to identify stocks with meaningful price movement and elevated,…

股票技術指標市場微結構波動率
SuperMind

This stock screen combines a price-amplitude threshold, a low K-line reading described as an oversold condition, and MACD above its zero line. The stated rationale is to find active stocks that may be oversold while retaining an indicator associated with an…

股票技術指標動能回測
SuperMind

This stock selection proposal combines a daily price-amplitude threshold, return on equity above 15% for five consecutive years, and a reversal or engulfing-style price factor. It presents the combination as a way to pair active price movement with a record…

股票技術指標因子投資風險管理
Stratmill research code

The example outlines a limit-order market-making loop. It computes a midpoint from the best bid and ask, adjusts a reservation price using a forecast and an inventory-related risk term, then places bid and ask quotes around that price. It rounds quotes to…

做市高頻交易交易執行市場微結構
MQL5 code base

This document explains a MetaTrader indicator for monitoring three price conditions: a rise above a chosen level, a fall below a chosen level, or a touch at an exact level. It maps those conditions to separate chart lines and offers popup, email, and mobile…

交易執行外匯技術指標
SuperMind

This document describes a Chinese stock screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and bullish technical crossovers. It specifies turnover from 3% to 12%, profit growth above 20% and at most 100%,…

股票中國市場技術指標動能
MQL5 code base

This document outlines an automated system that places pending buy and sell orders at intervals above and below the current market price. The grid is intended to capture price oscillations in either direction. It supports stop orders, which can enter on a…

網格交易風險管理交易執行
Amberdata research

This market commentary connects Federal Reserve expectations and stablecoin policy news with volatility in crypto and crypto-linked equities. It focuses on Circle’s post-IPO shares, noting a sharp rise in implied volatility and short-dated call skew, then…

加密貨幣選擇權波動率股票
MQL5 code base

This document describes a custom MACD indicator that plots the MACD line in a separate window and marks detected divergences both there and on the price chart. Unlike the standard MACD display described in the document, it uses a simple line rather than a…

技術指標
MQL5 code base

This document describes an expert advisor that closes open trades and pending orders when account-equity thresholds for profit or loss are reached. The thresholds are stated in account currency: a profit target should be above current equity, while a loss…

外匯風險管理交易執行部位規模
MQL5 code base

NxBars is described as a semaphore-style indicator that displays a prediction signal on a bar separated from the current bar. An input parameter sets the number of bars used for analysis and therefore controls that distance. The document identifies the…

技術指標統計
SuperMind

This Chinese-language post describes a stock screen combining a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and three consecutive daily declines in closing price. It presents the rules as a way to identify stocks in a…

股票技術指標均值回歸動能
MQL5 code base

The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…

技術指標統計波動率風險管理
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

股票中國市場技術指標動能
MQL5 code base

This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…

突破波動率風險管理交易執行
SuperMind

This stock selection method combines three filters: capital flow strength ranked from high to low, a weekly five-period moving average crossing above the ten-period average, and the daily 20-day average staying above the 120-day average. The moving average…

股票中國市場趨勢追蹤技術指標
BigQuant

This review summarizes research comparing highly rated ESG stocks with other stocks in US and developed international markets. It examines individual securities and randomly formed portfolios using MSCI ESG classifications and a Fama-French five-factor model…

股票因子投資投資組合建構風險管理
SuperMind

The post describes a stock screen requiring MACD above zero, a positive price-to-earnings ratio, and positive institutional direction. It treats the MACD filter as an upward-trend signal, positive earnings valuation as a basic financial condition, and the…

股票技術指標動能統計
SuperMind

This post proposes a short-term A-share screening rule that combines MACD above zero, upward-diverging moving averages, and a volume-based condition. The volume condition multiplies the prior day’s turnover rate by the ratio of today’s auction volume to the…

股票技術指標動能中國市場
SuperMind

This document outlines a technical A-share screen using RSI below a threshold, an external-to-internal trading volume ratio above a threshold, and a positive weekly MACD histogram. The accompanying explanation interprets the RSI condition as avoiding an…

股票中國市場動能技術指標
MQL5 code base

The document describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…

外匯趨勢追蹤突破Carry(套息)
SuperMind

This document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…

股票中國市場動能技術指標