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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

MQL5 code base

This Expert Advisor uses a color transition in the ColorXCCXCandle indicator to generate a signal when a bar closes. The document describes the trigger but does not explain how candle colors are calculated, whether a color change prompts a buy or sell, or…

外匯技術指標回測交易執行
SuperMind

The proposed stock screen combines three filters: membership in the metaverse theme, a positive institutional-flow reading, and a stated intraday loss range of roughly four to five percent. The article frames the decline filter as a way to find stocks that…

股票中國市場事件驅動
ProRealCode

This indicator identifies intraday support and resistance from rolling lows and highs. It checks whether an extreme remains unchanged across a confirmation lookback, then smooths repeated values and records levels that persist across consecutive bars. A…

技術指標股票
MQL5 code base

The document describes an Expert Advisor that watches a chart for horizontal and trend lines in a selected monitoring color. When price crosses a watched line, the tool can issue a platform alert, a mobile notification, or an email, provided the…

技術指標交易執行
SuperMind

This Chinese equity screening idea combines daily price range, a positive weekly MACD reading, and an upward-sloping 30-day moving average. The article’s final version adds a valuation filter, stating that the price-to-book ratio should fall within a…

股票技術指標動能中國市場
ProRealCode

The document describes a ProRealCode indicator that smooths price inputs before calculating Heikin-Ashi open, high, low, and close values. A second set of configurable averages smooths those derived candle values. The indicator can either draw the smoothed…

技術指標股票期貨
MQL5 code base

This indicator description explains a Fractal ZigZag port that uses ZigZag logic to identify swing highs and lows, then plots or estimates a version intended to avoid redrawing. It says that values are backdrawn by two bars from the current bar, a detail…

技術指標統計回測
SuperMind

The document outlines a Chinese-equity screening idea that selects stocks classified in the metaverse theme, requires a positive recent price return, and applies a threshold to a 2019 dividend-related measure. It presents the screen in both a platform…

股票中國市場因子投資回測
FMZ forum

The document introduces Occam’s razor as a preference for explanations or solutions that require fewer assumptions when they account for the same observations. It stresses that simplicity is a guiding heuristic, not a scientific law, and that evidence must…

技術指標統計風險管理
SuperMind

The document presents a daily stock-selection screen combining three conditions: MACD above its zero line, a closing price below 12 yuan, and the 20-day moving average above the 120-day moving average. It says the scan is run before the market opens and…

股票中國市場技術指標動能
NautilusTrader

An index price is an external reference value associated with an instrument. Derivatives venues may use it when calculating mark prices, funding, or settlement values. The update described here records the instrument, current price, event time, and…

期貨永續期貨衍生品定價
Amberdata research

This midweek derivatives recap describes a subdued Bitcoin market and summarizes changes in implied and realized volatility, term structure, skew, options activity, and dealer gamma. It reports that Bitcoin’s realized volatility fell by about 10 points while…

加密貨幣選擇權波動率衍生品定價
MQL5 code base

The scanner describes a two-scale harmonic-pattern search: it looks for larger wave structures first, then checks smaller ones when broader price action is noisy. Rather than waiting for a candle pivot to be confirmed, it tracks the developing wick at point…

技術指標波動率風險管理
SuperMind

This document describes a stock-selection rule based on three conditions: RSI below 65, seven consecutive bearish daily candles, and a listing age greater than a chosen number of years. It presents the screen as a way to identify established companies after…

股票中國市場技術指標均值回歸
OctoBot

This article explains SAFU, short for Secure Asset Fund for Users, as an emergency fund established by Binance to help protect customer assets in extreme situations. It says the exchange created the fund in 2018 and allocated a portion of trading fees to it.…

加密貨幣風險管理現貨市場
SuperMind

This document outlines a daily screening rule for Chinese equities in the metaverse industry. It selects stocks when the KDJ indicator has just formed a bullish crossover and the volume ratio is between 1.5 and 6, with selection performed before 10 a.m. The…

股票中國市場技術指標動能
MQL5 code base

The document describes a trading-system risk analytics tool that processes closed-trade history and reports risk and performance measures. Its stated functions include Monte Carlo simulation, Value at Risk, Kelly Criterion position sizing, and more than a…

風險管理部位規模統計回測
Stratmill research code

This method estimates portfolio weights for a spread using the Box–Tiao canonical decomposition. It first reorders the price columns so the selected dependent asset comes first, demeans the data, and fits a first-order vector autoregression. It combines the…

配對交易統計投資組合建構
NautilusTrader

This example outlines a staged workflow for obtaining option data through an Interactive Brokers connection. It configures an instrument provider for an underlying futures contract and a put option, then checks whether the gateway or trading workstation is…

選擇權期貨衍生品定價交易執行
MQL5 code base

This expert advisor trades from the Omni_Trend indicator. It creates a signal when a large colored dot appears and acts on that signal after the bar closes. The document describes the signal rule but does not explain how the indicator calculates its dots or…

外匯技術指標趨勢追蹤回測
MQL5 code base

The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…

外匯風險管理部位規模交易執行
FMZ forum

The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…

股票動能均值回歸市場微結構
BigQuant

This brief strategy description proposes checking stocks one by one to identify which has produced the highest return under an event strategy, then buying that stock. It specifies daily Chinese stock-bar data, a backtest beginning in 2020 and running through…

股票事件驅動回測中國市場