Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.
79,386 έγγραφα
The document describes a semaphore-style indicator that uses two JFatl indicators, one based on open prices and the other on close prices. It produces a signal when the difference between their values changes sign. This event is said to correspond to a…
This Chinese-language research digest summarizes two separate topics. The first reviews the United States target-date fund market, covering market share and flows, relative performance among fund series, and glide paths. It discusses glide-path averages and…
The document outlines an expert advisor that combines three indicators sampled on different timeframes. MACD on a five-minute chart supplies the trade signal, RSI on an hourly chart checks whether conditions are overbought or oversold, and the Alligator on a…
The document describes an indicator for visualizing pair trading by overlaying one instrument’s price series on another. When the two series diverge, the example strategy sells the relatively higher pair and buys the lower one; both positions are closed when…
This indicator displays candles from a higher timeframe as filled rectangles over a chart. It colors the candle body and shadows according to the direction signaled by the VolatilityPivot indicator, using distinct palettes for the two trend directions. The…
This Chinese community post proposes a stock selection rule combining daily price range, a positive but bounded ten-day return, and positive afternoon net inflow from large orders. The stated rationale is to find stocks with some recent appreciation and…
The document explains how Qlib’s tuner searches hyperparameters and combinations of models, trainers, strategies, and data labels. A configuration defines each tuner’s search spaces and evaluation limit, then organizes tuners into a pipeline. Users choose a…
This MetaTrader 5 Expert Advisor generates trades from an Oracle indicator that can redraw its historical signals. At bar close, it can trigger when the signal line crosses the zero level, changes direction, or crosses the indicator line, depending on the…
This indicator attempts to identify periods around a potential crossing between a shorter weighted moving average and a longer simple moving average. It marks a bullish zone when the weighted average is above the simple average while a second, smoothed…
This stock-selection idea screens Chinese equities associated with the metaverse theme, requires a positive institutional-flow reading, and selects stocks whose closing prices lie between the middle and upper Bollinger bands. The proposed rationale is to…
This report describes a Chinese equity index-enhancement strategy built from a composite stock-selection signal and portfolio constraints. It combines factors spanning company size, valuation, growth, profitability, technical behavior, liquidity, and…
The document describes a weighted price average in which each bar receives weight according to its high minus low range. It places this method within a general weighted-average framework: price observations are multiplied by weights and divided by the sum of…
This research report describes a Chinese equity fund approach that first selects industries through fundamental analysis, then applies a multi-factor model to stocks within those industries. Industry research estimates long-term growth across more granular…
This proposed Chinese equity screen combines daily amplitude above 1, circulating market capitalization above 10 billion yuan, and convergence among five moving averages. The post presents amplitude as a measure of volatility, market capitalization as a size…
This stock-screening idea combines three conditions: amplitude above 1, a change in an institutional trading-volume measure, and at least one limit-up event within the prior month. The accompanying explanation treats volatility as a sign of active trading,…
These notes summarize ideas from a Chinese trading book through ten named principles and effects. They cover how payment frequency shapes perceived gains and losses, how unknown factors and nonlinear systems complicate market decisions, and how penalty kicks…
This post proposes a Chinese equity screen combining price movement and Bollinger Band position. It selects stocks with a daily high-to-low range above a volatility threshold, at least one daily gain of 10% or more during the previous 25 trading days, and a…
This document describes an unnormalized oscillator using a Fisher transform in a RAVI indicator. Its stated signal occurs when the oscillator breaks through an upper or lower trigger level, which is set in the indicator parameters. The example configuration…
This document describes a display indicator for the Commodity Channel Index (CCI). It presents the oscillator value for a user-selected period across multiple timeframes in a text panel, with options to adjust the panel size and font and hide timeframes that…
This research note reviews the growth and allocation case for quantitative funds in China, focusing on index enhancement and equity long-short strategies. It reports that in the first half of 2021, CSI 500 enhancement strategies outperformed selected active…
The article proposes screening Chinese A shares in the metaverse industry for stocks reported on the prior day’s Dragon-Tiger list and with first-level bid volume greater than first-level ask volume. It interprets the quote imbalance as a sign of positive…
This indicator identifies bullish or bearish engulfing candles using either candle bodies or full high-low ranges. A configurable lookback checks whether a chosen number of preceding closes moved consecutively in one direction, then requires that sequence…
The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…
The discussion concerns how to retrieve constituent stocks for Tonghuashun industry indices, including index 881129. The original poster says common index, industry, and concept constituent functions did not return the desired codes. A reply suggests…