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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
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

vn.py community

A VeighNa forum user asks how to keep a displayed value C synchronized with inputs A and B. C is initially calculated as the difference between A and B, but editing either input leaves C at its previous value. The user also wants C to remain editable like…

股票
BigQuant

This Chinese equities strategy looks for stocks with a bullish moving-average stack: the five-day average exceeds the ten-day, then the twenty-day, forty-day, and one-hundred-twenty-day averages. It adds a pullback condition: the day’s low must fall below…

中國市場股票趨勢追蹤技術指標
MQL5 code base

This expert advisor uses an unconventional MACD approach: it calculates the area of the indicator above and below its zero line over a user-selected number of bars. A reverse-signal option determines whether the resulting signal opens a buy or sell position.…

技術指標動能部位規模風險管理
MQL5 code base

This document describes a trading expert advisor that uses the iVIDyA indicator to generate signals. It checks for a signal only when a new bar begins, then opens a position with specified stop-loss and take-profit levels. It does not use a trailing stop and…

技術指標風險管理
OctoBot

This release note describes changes in OctoBot 1.0.2. ChatGPT strategy profiles can now be backtested for some settings using prompts precomputed from historical exchange-pair data downloaded by the service. The ChatGPT profile also shifts from daily trading…

加密貨幣回測交易執行機器學習
MQL5 code base

The document explains the USDX as a measure of the U.S. dollar against a six-currency basket: the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. It describes the index as a weighted geometric calculation and gives the basket…

外匯多資產統計
SuperMind

This stock-selection method screens for companies listed in 2021, with turnover between 3% and 12%, and a price shape described as rounded over the previous 20 days. The article frames turnover and listing year as basic filters, then adds a recent…

股票技術指標動能中國市場
SuperMind

This stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and a dividend ratio above 25% based on 2019 data. The article presents these filters as a way to combine a technical indicator, order-book…

股票技術指標市場情緒風險管理
SuperMind

This post describes a Chinese-equity screening rule that combines membership in the metaverse theme with positive net buying attributed to major participants during the opening auction. It further limits candidates to Shenzhen main-board stocks using…

股票中國市場動能因子投資
FMZ forum

The document explains Value at Risk (VaR) as a loss threshold for a portfolio over a specified period at a chosen confidence level. It outlines common uses, including setting risk limits for individual strategies and portfolios, comparing risk across…

風險管理統計投資組合建構
SuperMind

This article outlines a Chinese stock selection screen using daily price range, market capitalization, profitability, and MACD. The initial rules look for stocks whose high-to-low range exceeds 1%, whose market value is below 10 billion yuan, whose net…

股票中國市場技術指標均值回歸
SuperMind

This Chinese-language article describes a mainland China stock screen combining technical and fundamental filters. It selects main-board shares with RSI below 65, a daily gain above 1%, market capitalization below 10 billion yuan, and positive net profit.…

股票中國市場技術指標動能
Amberdata research

This podcast recap discusses institutional participation in crypto, the launch of U.S. spot Bitcoin ETFs, the more modest reception of Ethereum ETFs, and regulatory barriers to further products. It describes how financial advisers and smaller offices can…

加密貨幣現貨市場美國市場去中心化金融
MQL5 code base

The Prevailing Trend oscillator represents bullish and bearish market components with separate lines labeled Up and Down. It estimates the Up line as a moving average of bullish candlesticks over a selected period, and the Down line as a moving average of…

技術指標趨勢追蹤
SuperMind

This Chinese equity screening proposal combines trading activity with a past-event filter. It ranks stocks by volume ratio and selects the top 100, treating a higher ratio as a sign of stronger investor attention or fund activity. It also requires stocks to…

股票中國市場動能技術指標
pysystemtrade

This code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…

波動率技術指標風險管理部位規模
ProRealCode

This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…

技術指標動能趨勢追蹤期貨
SuperMind

This stock selection rule combines four daily conditions: price range relative to the close, at least two limit-up moves within a rolling 500-day window, current volume above 10,000 lots, and an opening price above the prior close. The document describes…

中國市場股票技術指標動能
MQL5 code base

The document explains an extended Moving Slope Rate of Change indicator. The basic MSROC estimates price slope from a least-squares line rather than using the direct price change of conventional rate of change. The text says this smoothing reduces false…

技術指標趨勢追蹤統計
SuperMind

This post describes a stock screen combining daily price amplitude above 1, positive institutional money flow, and a 10-day return greater than zero but below 35%. Its example indicator logic aggregates positive net institutional flow across five periods,…

股票中國市場動能技術指標
SuperMind

This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger…

股票中國市場動能技術指標
vn.py community

This forum post reports a VeighNa CTA backtest that reaches the historical-data loading stage but loads zero records. The script then completes initialization and replay with no trades, before result calculation fails because the daily results table lacks a…

期貨回測
MQL5 code base

The document describes an indicator intended to estimate a slower-changing reference value for the market than the observed price or a moving average. Its direction is linked to the relationship between price and the indicator: it rises when price is above…

技術指標統計
Amberdata research

Gamma exposure (GEX) describes how an option’s delta changes as the underlying asset moves. The document explains why this matters in crypto options: as delta shifts, market makers may adjust their hedges, creating flows that can affect volatility and…

加密貨幣選擇權衍生品定價風險管理