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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
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

SuperMind

This Chinese community post outlines an equity screen combining a price-range condition, five consecutive years of return on equity above 15%, membership in a robotics-related concept group, and circulating market value below 10 billion yuan. It presents the…

股票中國市場因子投資
MQL5 code base

The document introduces an MQL4 display tool for showing daily percentage changes across symbols in a Market Watch list. It describes three visual modes—scale, gradient, and heatmap—and says the example uses RGB colors with the standard string-to-color…

技術指標多資產
SuperMind

The document outlines a technical stock screen requiring price amplitude above 1%, a high equal to the highest high over two days, and a newly formed KDJ golden cross. It presents these conditions as a way to find stocks with active price movement, recent…

股票中國市場技術指標動能
SuperMind

This Chinese A-share screening strategy combines a technical condition, a fundamental growth condition, and a market price filter. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…

中國市場股票技術指標動能
MQL5 code base

The document describes an indicator that uses principal component analysis to choose coefficients for instruments in a pseudo-stationary portfolio intended to return toward zero. It frames each instrument as a dimension in a multivariate dataset and uses PCA…

統計投資組合建構均值回歸風險管理
MQL5 code base

The document introduces a channel indicator that redraws using a specified number of bars ahead. Its only parameter described is a look-up distance of 24 bars, which controls how far the indicator looks forward. This makes the indicator’s plotted channel…

技術指標回測
Amberdata research

This overview describes an interactive Moody’s data story examining prominent stablecoin depegs through dynamic charts. The reported episodes include Terra’s collapse, an FTX-related USDT depeg, USDC losing its peg amid stress in traditional finance, and a…

加密貨幣去中心化金融波動率風險管理
SuperMind

This Chinese A-share selection screen combines an intraday price-movement filter with size, profitability, and pre-open price-change conditions. It seeks stocks with an amplitude above 1, market capitalization no greater than 10 billion yuan, positive net…

股票中國市場波動率動能
ProRealCode

This indicator uses a rolling linear regression of closing prices to identify directional trend changes. It plots a blue line during a positive regime and a red line during a negative regime. The described settings use a 100-bar regression window and a…

技術指標趨勢追蹤均值回歸波動率
SuperMind

This stock screen selects companies in the metaverse industry whose volume ratio is between 1.5 and 6 and whose best bid volume exceeds best ask volume. The article presents the conditions as a way to combine an industry theme with signs of elevated trading…

股票中國市場技術指標市場微結構
SuperMind

This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range exceeds one percent of the prior close, and whose one-day return is below 2.6% but above negative 5%. The document gives both formula-style conditions and a…

股票中國市場波動率技術指標
MQL5 code base

The document describes an indicator that displays BrainTrend2_V2 candle colors across ten user-selected timeframes. Its inputs specify the timeframes and the bar from which to read a signal, along with the underlying indicator's ATR period. The display uses…

技術指標趨勢追蹤
vn.py community

The discussion describes a rolling-window backtest in which parameters are optimized on a sequence of historical months and then applied to the next month. As the test advances, the training window shifts forward by one month, so each new period is evaluated…

回測統計
NautilusTrader

This document explains how a backtest matching engine assigns fill prices across depth books, top-of-book data, and bar-based triggers. Market orders can walk available levels; limit orders use crossed prices when taking liquidity and their limit when…

回測交易執行市場微結構風險管理
SuperMind

The document describes a Chinese stock-selection screen combining turnover, order-flow imbalance, and positive returns. Its stated selection logic looks for stocks with turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, and positive…

股票中國市場技術指標市場微結構
MQL5 code base

The document clarifies why a chart may show two values for the MESA Adaptive Moving Average (MAMA). It identifies the second value as the Following Adaptive Moving Average (FAMA), a companion average associated with John Ehlers. The two values are used…

技術指標趨勢追蹤
MQL5 code base

This document describes an Expert Advisor that acts on signals from a technical indicator called Stalin. A trade signal is generated when a colored arrow appears at the close of a bar, so the system’s entries depend on the indicator’s plotted direction cues.…

外匯技術指標回測
SuperMind

This stock screen selects shares with an amplitude above one, a price average above the five-day moving average, and high current-day auction turnover, retaining the top five by turnover. The article interprets the amplitude filter as a way to find volatile…

股票技術指標動能風險管理
SuperMind

This Chinese equity screen combines a positive MACD reading with positive price change and positive large-order net buying. It also limits candidates to companies with market capitalization at or below 10 billion yuan and positive profit. The article frames…

股票中國市場技術指標動能
SuperMind

This Chinese equity screening strategy selects robot-concept stocks with a turnover rate between 3% and 12%, a circulating market value below 10 billion yuan, and prior-session opening-auction turnover above 0.26. The article suggests the auction activity…

股票中國市場技術指標動能
MQL5 code base

The document describes a simple indicator intended to assess autocorrelation in a price series. Positive readings are presented as signs of more directional movement, which might accompany a developing trend or a possible reversal. Negative readings are…

技術指標統計
MQL5 code base

The document briefly introduces the Keltner channel as an indicator whose upper and lower boundaries depend on a multiplier and a chosen measure of range. It identifies two calculation approaches: averaging candle-body size or using average true range data.…

技術指標波動率