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
WonderTrader
14 份文件
Alphalens
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

BigQuant

The document contrasts selecting stocks by relative rank with selecting them by an absolute model score. A ranking method can always choose the highest-ranked names in a universe, even when their scores are weak. The proposed alternative sets a minimum score…

股票機器學習因子投資回測
Hummingbot docs

This proposal describes changes to Hummingbot Foundation governance for Epoch 6. It would organize connector votes into four groups: centralized exchanges, decentralized order-book exchanges, automated market makers, and blockchain networks. The proposal…

加密貨幣做市
SuperMind

This stock selection approach combines three price conditions: daily amplitude above 1, upward-diverging moving averages, and at least one limit-up event during the prior 25 trading days. It aims to find volatile stocks with recent strong price action and an…

股票中國市場動能技術指標
ProRealCode

This ProRealTime indicator displays several Ichimoku-related events as histogram signals. It calculates Tenkan-sen and Kijun-sen from recent highs and lows, derives Senkou spans for the cloud, and marks short sequences where the two lines remain equal,…

技術指標趨勢追蹤外匯
SuperMind

This Chinese-language post outlines a short-term equity screen based on a large amplitude, a high same-day control reading, and a three-session limit-up sequence ending the previous day. It discusses adding filters for dividend yield relative to the market…

股票動能技術指標風險管理
SuperMind

This Chinese-language post describes an equity screening rule that combines a positive MACD reading, upward alignment of short-term moving averages, and a rising weekly MACD histogram. It provides example indicator formulas and a basic screen based on MACD…

股票技術指標動能中國市場
BigQuant

This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…

技術指標動能外匯
MQL5 code base

This guide explains Bollinger Bands as a volatility measure and a possible source of overbought or oversold signals. It describes a middle line based on a moving average, commonly using 20 periods, with upper and lower bands set two standard deviations away.…

技術指標波動率均值回歸股票
MQL5 code base

This indicator description presents GRFLeadingEdge as an alternative to Bollinger Bands intended to reduce delays associated with averaging. It says the method resembles a standard-deviation channel built by smoothing a straight line over a fixed number of…

技術指標統計
MQL5 code base

This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…

技術指標波動率風險管理部位規模
SuperMind

This proposed Chinese equity screen selects stocks whose daily high-low range exceeds 1%, that had at least one limit-up day in the preceding 25 trading days, and whose circulating market value exceeds 10 billion yuan. The article interprets the range…

股票中國市場波動率動能
MQL5 code base

This brief description concerns a version of Kaufman’s Adaptive Moving Average (AMA), an adaptive smoothing indicator used to follow price trends. It says the implementation modifies the smoothing ratio by raising it to a power, controlled by an external…

技術指標趨勢追蹤
SuperMind

This document explains MACD as a way to compare a short-term and a long-term exponential moving average of closing prices. Their difference, DIFF, is smoothed into a signal line called DEA; MACD is calculated from the gap between DIFF and DEA. The standard…

股票技術指標動能回測
SuperMind

The post outlines a stock screen combining three conditions: intraday high-low range relative to the open above 1%, a stated 2019 dividend-yield measure above 25%, and daily change from the open between -5% and 2.6%. It presents the conditions as a way to…

股票技術指標因子投資回測
BigQuant

This summary describes an analysis of actively managed equity funds and funds with substantial equity exposure. Its stated selection process combines historical return data with portfolio holdings, sector exposure, and risk considerations to identify funds…

股票因子投資投資組合建構風險管理
MQL5 code base

The document describes SuperTrend as a price-chart overlay that uses Average True Range (ATR) to adjust a trend line to market volatility. It presents crossings of price and the line as potential buy or sell signals, with changes in line color marking trend…

技術指標趨勢追蹤波動率
MQL5 code base

The Donchian Oscillator described here measures how far the closing price sits beyond a Donchian channel boundary. The channel is formed from the highest high and lowest low across a chosen lookback period. A close above the upper boundary produces a…

技術指標突破
SuperMind

This example presents a monthly Chinese equity strategy using constituents of the CSI 300 as its starting universe. It excludes suspended and specially treated stocks, then calculates several cumulative return measures over different lookback windows. For…

中國市場股票動能因子投資
MQL5 code base

The document describes a higher-timeframe signal display for the AFL_WinnerSign indicator. It shows whether the selected bar continues the current trend or marks a change in direction: continuation uses a horizontal arrow, while a changed trend uses a…

技術指標趨勢追蹤
MQL5 code base

This technical note explains how to add alert delivery to a MetaTrader indicator that already stores buy and sell signals in indicator buffers. It describes configurable inputs for selecting the signal bar, enabling sound, setting an alert count, and turning…

技術指標交易執行股票
Binance API docs

This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…

加密貨幣現貨市場市場微結構交易執行
SuperMind

This stock screen combines a metaverse industry classification with a price condition, a robotics concept flag, and a circulating market capitalization limit. The price condition requires the stock’s average price to be above its five-day moving average. The…

股票中國市場技術指標動能
BigQuant

This research review examines whether predictable stock returns in particular months reflect changing risk or temporary mispricing. Its central test is seasonal reversal: if a stock earns unusually high returns in one calendar period because demand…

股票統計因子投資動能