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79,386 dokumentů
This weekly report reviews style-factor signals across several Chinese equity universes and summarizes recent quantitative fund performance and market conditions. It reports that price-and-volume factors, especially beta, were relatively strong in the week…
The discussion describes a proposed rolling evaluation in which training and testing periods are kept separate. Its example uses successive annual training windows and test windows offset into later years, with each test period’s results concatenated to form…
The post proposes a Chinese stock-selection screen combining price movement, trading activity, and company size. Its stated rules require amplitude above 1, a product involving the previous day’s turnover rate and today’s auction volume relative to the prior…
The question asks how to limit the capital assigned to any one stock to 20% of the portfolio. The response refers to a calculated weight for a stock and places an order targeting a percentage of portfolio value. This points to a useful portfolio-construction…
CandleStop_System is described as a chart indicator that colors candlesticks when they move beyond the limits of a CandleStop channel. The color also communicates the candle’s relationship to the prevailing trend: brighter fills mark candles aligned with the…
The post describes a strategy adapted from another approach and characterized by its author as a moving-average method that takes long positions. The author reports a four-year backtest with a total return of 120 times the starting value and a maximum…
This brief Chinese-language support note addresses why a filter applied directly in a DataSource may not work as expected. It recommends using a dedicated data-filter module, filtering the resulting dataframe with boolean conditions, or passing a query…
The article questions whether asset pricing and investment can be understood only by predicting returns from company characteristics. It uses the example of rose prices on Valentine’s Day: prices rise when demand is concentrated and sellers are scarce, then…
The indicator identifies candidate liquidity zones from repeated wick tests that fail to close through a candle-body reference level. It maintains separate upside and downside references, counts contacts only when tests are sufficiently spaced, and confirms…
Momentum Pinball adapts the relative strength index to track changes in daily price movement rather than relying directly on the current close. It compares the change between consecutive daily closes with the prior change, separates upward and downward…
The example builds a single-stock daily strategy from trend and momentum conditions. Entry requires the 21-period simple moving average to exceed the 60-period average, price to be above both averages, and daily and weekly MACD histograms to be positive. It…
This Chinese stock-selection example combines three short-term conditions: daily amplitude above 1%, a high equal to the highest high across two days, and an asserted Dragon-Tiger List signal from the prior day. The accompanying discussion interprets the…
KLines is a technical indicator that plots support and resistance levels using the high and low extremes of periods across five timeframes. Its central idea is to use recent or timeframe-specific extremes as reference prices where the market may encounter…
This proposed stock screen combines an amplitude threshold above 1, three moving-average crossover conditions, and a positive institutional-direction indicator. The explanation frames the moving averages as a trend filter and the institutional measure as a…
The document describes a stochastic expansion oscillator as a variation on the conventional stochastic oscillator, with a distinct calculation and display. It identifies three inputs: the %K lookback period, a slowing period, and a noise filter period used…
This stock selection rule screens A-shares using four conditions: turnover between 3% and 12%, the product of daily percentage change and super-large-order net flow above zero, positive institutional activity, and volume expansion. A reference formula adds a…
This article offers a checklist for choosing strategies from a trading community. It first asks investors to set their capital, acceptable drawdown, and return expectations, then distinguishes conservative from aggressive choices. The conservative profile…
This document outlines a common set of measures for evaluating trading performance: cumulative and annualized returns, annualized volatility, the Sharpe ratio, and maximum drawdown. It gives mathematical definitions for the return, volatility, and Sharpe…
This article describes a China A-share stock screen that combines turnover, company size, profitability, and a rising-lows price pattern. Its stated filters restrict turnover to a specified band, market capitalization to below a stated ceiling, and earnings…
This report studies whether stocks that suffer sustained, sharp declines later rebound, and how to identify such episodes. It uses rolling-window local extrema with a 15-period parameter to mark turning points, then applies pattern conditions to select 2,048…
This Chinese stock-screening idea combines three conditions: a positive MACD reading, a share price below 12 yuan, and a small price gain at the 9:25 pre-open observation. The post describes screening before the market opens and includes example indicator…
This podcast overview introduces Panoptic, a decentralized protocol for minting, trading, and making markets in perpetual put and call options. The conversation is described as covering co-founder Guillaume Lambert’s path from physics into decentralized…
The strategy screens Chinese mainland stocks using three conditions: RSI below 65, a circulating market capitalization between 5 and 10 billion yuan, and a shortening MACD histogram on 15-minute bars. The rationale is that RSI constrains the short-term…
This example configures a live trading framework to connect to Derive’s test environment and exercise its built-in execution tester on an ETH perpetual instrument. At startup, the strategy can open a position using an immediate-or-cancel order and maintain…