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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

vn.py community

This short forum exchange clarifies how VeighNa’s live market recording module stores data. The recording interval determines how often data is written; the feature records incoming real-time bars or ticks to a database rather than downloading historical…

市場微結構期貨
FMZ guides

This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…

加密貨幣去中心化金融鏈上資料交易執行
MQL5 code base

This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…

技術指標市場微結構統計
MQL5 code base

This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…

技術指標趨勢追蹤回測
MQL5 code base

The Smoothed Simple Trend Detector applies a three-pole Butterworth filter, attributed to Witold Wozniak, to create a smoothed version of the indicator. The document describes its use as similar to the Relative Strength Index or DeMarker, suggesting an…

技術指標趨勢追蹤
MQL5 code base

The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…

技術指標市場微結構統計
MQL5 code base

This short indicator description says that the display reports the spread, its exponential moving average, its maximum and minimum, and market speed measured as ticks per second. A version identified as 1.01 uses a normal average instead of a moving average.…

市場微結構交易執行技術指標
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

股票中國市場技術指標風險管理
Stratmill research code

This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…

期貨做市回測市場微結構
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

股票技術指標動能
MQL5 code base

The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…

統計套利
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

股票動能突破技術指標
BigQuant

The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…

技術指標股票
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

股票動能技術指標風險管理
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

股票波動率技術指標風險管理
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

股票動能技術指標中國市場
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

技術指標趨勢追蹤動能風險管理
SuperMind

The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…

股票均值回歸動能技術指標
MQL5 code base

The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…

技術指標均值回歸股票
SuperMind

The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…

股票中國市場技術指標動能
SuperMind

The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…

股票中國市場技術指標動能
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

股票事件驅動市場情緒統計
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

期貨突破技術指標風險管理
MQL5 code base

This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…

技術指標波動率