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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

MQL5 code base

This expert advisor places breakout entries using pending buy-stop and sell-stop orders, subject to an hour-of-day filter. When a new bar appears during one of three configured hours, it measures the current bar’s high and low and offsets the respective…

突破波動率部位規模風險管理
SuperMind

This stock screen targets companies in a designated metaverse category whose latest close is above the prior close, with bullish conditions from MACD and moving averages. The final rules require DIF above DEA, a five-day average crossing above the ten-day…

股票技術指標動能中國市場
SuperMind

The document outlines a Chinese equity screen for stocks in the metaverse sector, using circulating market capitalization and historical returns as filters. Its initial description says to require market capitalization above a stated threshold and positive…

股票中國市場動能因子投資
Amberdata research

This podcast recap explains BitMEX’s derivatives trading model through an interview with its CEO. It describes the platform as matching traders against one another rather than acting as the counterparty, then outlines a liquidation process supported by an…

加密貨幣衍生品定價永續期貨市場微結構
SuperMind

The document describes a Chinese stock selection screen combining a daily price range above 1% of the opening price, a high trading-volume threshold, and a positive opening gap. It frames these filters as a way to find active, liquid stocks where market…

股票中國市場技術指標風險管理
SuperMind

The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller…

股票動能技術指標中國市場
ProRealCode

The document defines a swing high or low by comparing a middle bar with the bars immediately before and after it. A swing high occurs when both the middle bar’s high and low exceed the corresponding values of both neighboring bars. A swing low occurs when…

股票技術指標
ProRealCode

The document defines a volume weighted moving average (VWMA) as the sum of each period’s closing price multiplied by its volume, divided by total volume over the same lookback. It recommends comparing the VWMA with a simple moving average (SMA) calculated…

技術指標股票統計
Hummingbot docs

This guide explains how Hummingbot organizes automated trading into executors, scripts, controllers, and a market data provider. Executors handle a bounded order workflow, including placing, managing, and closing orders. Scripts run continuously and suit…

交易執行市場微結構回測
MQL5 code base

This short entry identifies ColorFisher_m11 as an oscillator based on the inverse Fisher Transform. It records that the indicator was first implemented in MQL4 and published in 2008, and credits MartinG as the author. The entry provides no formula, parameter…

技術指標
BigQuant

This report reviews China’s digital finance industry as user growth matures and competition shifts toward retaining and serving customers and merchants. It compares finance apps across user scale, growth, market concentration, and engagement, and describes…

多資產中國市場股票
SuperMind

This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and…

中國市場股票波動率因子投資
ProRealCode

This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…

技術指標波動率股票
MQL5 code base

The document defines a modified stochastic indicator and lists its configurable inputs: the %K and %D periods, slowing, smoothing methods, and overbought and oversold levels. Its calculation first derives a fast %K value from the close’s position within the…

技術指標期貨
BigQuant

This article explains risk parity as an allocation approach that assigns comparable risk contributions across assets or risk factors, unlike capital-weighted mixes such as a conventional stock and bond portfolio. It lays out assumptions behind the method,…

多資產投資組合建構風險管理波動率
Amberdata research

This market update reviews spot exchange activity, Uniswap v3 pool volumes, DeFi lending, and Bitcoin network indicators. It highlights stablecoin-to-asset pools as a major source of Uniswap v3 trading volume, and proposes tracking new stablecoins’ pool…

加密貨幣去中心化金融鏈上資料現貨市場
SuperMind

This stock-selection rule combines daily price amplitude above 1, RSI below 65, and revenue in 2021 more than 1.1 times revenue in 2018. The document describes the mix as a way to pair technical conditions with a measure of company growth. Its formula and…

股票技術指標動能因子投資
SuperMind

This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional…

股票技術指標市場情緒中國市場
ProRealCode

This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…

技術指標趨勢追蹤波動率風險管理
SuperMind

This Chinese community post describes an equity screen requiring a price-range condition, circulating market value above 10 billion yuan, and a 9:25 a.m. gain below 6 percent. The rationale is to find larger companies with some price movement while excluding…

股票中國市場技術指標
ProRealCode

This indicator description combines directional movement from ADX with Bollinger Bandwidth to visualize trend direction alongside volatility expansion. It colors the histogram green when the positive directional indicator is at least the negative one, and…

技術指標波動率趨勢追蹤