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

MQL5 code base

This short description outlines an expert advisor that trades Aroon indicator crossovers on a 15-minute chart. Aroon up and down trend variables can be used to confirm the direction on an hourly chart. A Williams Percent Range oscillator is added to help…

外匯技術指標趨勢追蹤回測
SuperMind

This Chinese stock-screening note describes selecting shares with daily turnover between 3% and 12%, three consecutive declining sessions, and prior-day opening-auction turnover above 0.26. The proposed idea combines a recent price weakness pattern with…

股票均值回歸技術指標中國市場
BigQuant

This research summary describes factors derived from operating financial statements and reports selected long-short results. It identifies changes in operating current liabilities as a notable factor, with a reported Sharpe ratio of 2.62 and annualized…

股票因子投資統計回測
MQL5 code base

The indicator expresses current trading volume relative to its average over a chosen period, using percentage-style normalized values. Values can fall below zero when volume is quieter than the average, making subdued activity visible alongside volume…

技術指標統計
ProRealCode

This short indicator note presents a Relative Volatility Index (RVI) construction that adapts the RSI calculation to volatility. It weights standard deviation over ten closing-price days by whether the current close is above or below the previous close,…

技術指標波動率統計
Hummingbot docs

This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…

加密貨幣做市交易執行部位規模
SuperMind

This stock-selection rule screens Chinese equities for turnover between 3% and 12%, excludes stocks associated with Beijing, and selects main-board shares whose daily gain exceeds 1%. The article frames the conditions as a technical screen intended to…

中國市場股票動能技術指標
SuperMind

This A-share stock screen combines a relative strength index below 65 with an external-to-internal trading volume ratio above 1.3 and a control ratio above 21%. The article interprets the RSI threshold as avoiding overbought conditions, the order-flow ratio…

中國市場股票技術指標動能
FMZ forum

The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…

風險管理部位規模投資組合建構統計
SuperMind

This note presents a Chinese stock screen for companies associated with beverage and alcohol imports or exports. It combines a turnover range of 3% to 12% with circulating market capitalization above 10 billion yuan. The accompanying examples refer to…

股票中國市場風險管理
SuperMind

This note describes a Chinese equity screen that combines daily turnover with circulating market capitalization. Its final rule selects stocks whose turnover is between 3% and 12%, whose circulating value is between 5 billion and 10 billion yuan, and whose…

股票中國市場市場微結構
MQL5 code base

The document describes a script that compares streams of price bars to find a similar historical sequence and illustrates the resulting match alongside a predicted bar and price area. Inputs control the comparison-window length, the number of bars shown, and…

技術指標統計回測股票
SuperMind

The document presents a Chinese equity screening rule that selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and turnover between 3% and 12%. It frames RSI as a short-term overbought or oversold measure, market…

股票中國市場技術指標因子投資
MQL5 code base

The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…

網格交易交易執行風險管理
MQL5 code base

The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…

風險管理部位規模交易執行
BigQuant

This research summary proposes stock-selection factors built from daily highs, lows, opens, and average traded prices, arguing that closing-price indicators alone miss information in price movement. It evaluates opening-price spikes, rebounds from intraday…

股票中國市場因子投資技術指標
SuperMind

This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…

股票中國市場技術指標動能
MQL5 code base

This document describes an oscillator that measures the standard deviation of each bar’s high-minus-low range over a chosen period. It offers two settings: the length of the calculation window and the standard deviation method. The indicator can be…

技術指標波動率統計
SuperMind

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…

中國市場股票動能技術指標
MQL5 code base

The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…

突破市場微結構風險管理部位規模
Amberdata research

The article explains how an Ethereum contract can request off-chain data through Chainlink and use Amberdata as a source for market and blockchain information. It outlines the request lifecycle: fund the deployed contract with LINK, submit a request…

加密貨幣鏈上資料交易執行
MQL5 code base

This document describes TSI_DeMarker, an oscillator that derives its values from the DeMarker technical indicator. It includes its own signal line, displayed as a colored cloud. The description identifies MetaQuotes as the author and notes a dependency on…

技術指標外匯
MQL5 code base

This document describes ColorRSI_X20_HTF, an MQL5 indicator that lets the user choose the timeframe used for the ColorRSI_X20 calculation through an input parameter. The example default is a four-hour period, and the selected timeframe can differ from the…

技術指標外匯