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
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

Amberdata research

The article surveys possible uses of artificial intelligence in crypto trading and decentralized finance. It discusses robo-advisory, automated bots, strategy development and backtesting, risk assessment, arbitrage monitoring, sentiment analysis, predictive…

加密貨幣機器學習回測套利
ProRealCode

The document describes a moving median indicator for price data and explains the underlying Torben search algorithm. For each window, the routine finds its minimum and maximum, tests a midpoint, and counts values below, above, or equal to that candidate. It…

技術指標統計
SuperMind

This document explains a moving median indicator based on Torben Mogensen’s selection method. A median is the central value in an ordered set and is less affected by outliers than common averages. The described method searches between the minimum and maximum…

技術指標統計
SuperMind

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…

股票中國市場市場情緒市場微結構
MQL5 code base

The document introduces i-sig, a semaphore-style trading indicator that analyzes the most recent five bars. It identifies the indicator’s authorship and notes that it was originally written in MQL4 and published in 2007. The document does not explain how the…

技術指標
MQL5 code base

This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…

技術指標波動率
Stratmill research code

This code implements a collection of cross-sectional and time-series equity alpha factors, mainly using close, open, high, low, volume, returns, and VWAP data. The factors combine operations such as rolling ranks, correlations, moving averages, extrema, and…

股票因子投資技術指標統計
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

股票技術指標動能中國市場
MQL5 code base

This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…

技術指標股票
MQL5 code base

This document describes a version of the Relative Vigor Index (RVI) that can calculate its indicator on a selected timeframe independently of the chart’s timeframe. It presents the result visually as a cloud, allowing the trader to view the higher- or…

技術指標
BigQuant

A brief forum exchange addresses a user whose stock strategy appears not to run. The response suggests two checks: use English names for features, and print the daily buy and sell candidate lists to see whether any stocks meet the strategy’s conditions. The…

股票交易執行
BigQuant

This research summary proposes combining price-to-book ratio (PB) with return on equity (ROE) to find companies with stronger fundamentals and lower valuations in China’s A-share market. It treats ROE and other operating measures as indicators of value…

中國市場股票因子投資投資組合建構
MQL5 code base

The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…

風險管理部位規模
vn.py community

A trader asks where an individual can access tick-by-tick trades that include buyer or seller initiation, intending to calculate aggressive buying and selling volume at each price for an order-imbalance strategy. The reply says that ready-made aggressor-side…

市場微結構交易執行統計
ProRealCode

This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…

技術指標趨勢追蹤統計
SuperMind

This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…

股票技術指標均值回歸風險管理
BigQuant

This market-monitoring report summarizes Chinese trading conditions for July 13, 2022. It reviews broad index and sector performance, then gauges equity sentiment using limit-up and limit-down counts, next-day returns for stocks that had hit either limit,…

股票期貨市場情緒市場微結構
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

股票技術指標動能中國市場
SuperMind

This note describes a Chinese equity screen combining a metaverse industry classification, a stock code beginning with 60, and an opening price near the 10-day moving average. Its indicator example expresses the condition through crossings between the open,…

股票技術指標中國市場
MQL5 code base

This brief description presents a histogram version of the classical Relative Vigor Index (RVI). Color changes identify when the oscillator enters overbought or oversold areas, while a colored cloud between the oscillator and its signal line highlights their…

技術指標股票
SuperMind

This post proposes screening Chinese A-share stocks with three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and turnover between 3% and 12%. It supplies example indicator formulas and a Python-style workflow that retrieves market…

股票中國市場技術指標市場微結構
MQL5 code base

This document describes a chart overlay intended to make price history easier to inspect. Vertical lines mark hourly boundaries, with distinct colors for the starts of weeks, days, and months. Horizontal lines mark psychological round-number price levels and…

技術指標統計
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

技術指標均值回歸動能