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 study summary describes estimating bond fund asset exposures from externally available data when reported holdings are delayed, infrequent, and incomplete. Its central method is regression: fund returns are related to price-weighted asset returns, using…
This stock screen combines three conditions: daily amplitude above one percent, at least two apparent limit-up moves in the prior 500 days, and three consecutive declines in closing price. The stated rationale is to find historically active stocks that have…
The document analyzes a sharp crypto market selloff through price moves, liquidations, open interest, funding, order book depth, imbalance, and spreads. It describes a two-stage explanation: macro events first pushed prices lower, then leveraged positions…
This post presents a proposed Chinese A-share screen using RSI below 65, an external-to-internal trade-volume ratio above 1.3, and exclusion of Beijing-listed stocks. It also describes a 10-day price-change filter in the Python example, retaining stocks with…
This Chinese-language forum post addresses how to identify, for each stock, the day with the greatest trading volume in a prior window and retrieve that day’s closing price along with the previous day’s close. It outlines a windowing approach: shift the data…
This exchange API guide explains how to lower the quantity of an existing order while retaining its place in the queue at the same price. It compares an in-place amendment with cancel-and-replace: cancel-and-replace creates a new order behind orders already…
This notebook demonstrates an end-to-end Qlib workflow for a China-market stock ranking model. It initializes Qlib data, uses the CSI 300 universe and Alpha158 features, and trains a LightGBM model on historical data with separate training, validation, and…
This post presents an A-share stock screen that combines a technical indicator, reported earnings growth, and institutional ownership. It selects shares with RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and…
This Chinese-language post outlines a short-term A-share stock screen that combines price activity and a limit-up pattern. Its stated filters include amplitude above a threshold, a claim of main-force control on the prior day, exclusion of ST-designated…
This market recap describes how Bitcoin and Ether derivatives changed during a sharp Bitcoin rally linked in the document to positive news about BlackRock and EDX Markets. It tracks realized volatility, term structure, option skew, trading volume, and dealer…
The indicator detects gaps between the high and low prices of neighboring bars. It marks upward and downward gaps with directional arrows, can shade each gap region with a rectangle, and draws upper and lower boundary lines that an Expert Advisor can access.…
This document outlines a Chinese stock screening idea that combines a daily price-range threshold, a newly formed KDJ crossover, and a company-type condition. The intended output is a pool of candidate stocks. It also sketches formula and Python…
The post describes a stock-selection screen that ranks companies by capital-flow strength and considers share price and revenue growth. Its core growth condition compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1. The final proposed…
This proposed stock screen targets companies classified in the metaverse sector during 2021. It selects stocks that appeared on the previous day’s trading leaderboard, have market capitalization below the stated limit, and report positive net income. The…
This brief description outlines a trading program whose signals use four moving-average indicators, each calculated from a different price field: open, high, low, and close. It states that the system trades only on hedging accounts and includes a parameter…
The paper constructs a monthly measure of fear of missing out from three weighted components: a short-term versus long-term moving-average spread, Google search activity for FOMO-related terms, and investor margin-account use. It examines the index over 2004…
The document presents a short-term stock screen that selects shares with current turnover between 3% and 12%, greater volume at the best bid than at the best ask, and previous-day turnover above 8%. It frames turnover as a liquidity and activity measure and…
This essay defines quantitative investing as using mathematical methods, data, and factors to guide security selection and trading. It groups approaches by time-series versus cross-sectional decisions, by signal source such as price and volume factors or…
This document outlines a two-symbol expert advisor that uses moving average conditions on a base instrument to open positions in both that instrument and a designated hedge instrument. Entry conditions are checked only when a new bar appears, while the…
The note describes a way to turn high-frequency trade data into a daily measure of stock order book pressure. It uses intraday tick price movements to identify displayed orders above and below traded prices, aggregates these observations at the close, and…
This Expert Advisor uses changes in the ColorJFatl_Digit indicator’s line color as trade signals, assessed when a bar closes. It follows the indicated trend and increases position volume when unrealized profit, measured in points, rises past a threshold set…
This Chinese equity screening rule selects main board stocks with turnover between 3% and 12%, a listing year of 2021, and a latest close more than 1% above the previous close. It combines a liquidity or activity filter with a recent price strength condition…
This Supertrend variation aims to keep its values stable after a bar closes. It replaces the moving average of the bars’ high-low midpoints with a moving statistical median, which the document describes as more robust to extreme values than an average. The…
The document describes a Price Cycle oscillator with four configurable inputs: a calculation period, a calculation method, and overbought and oversold levels. Its stated calculation takes a moving average of the difference between the close and low prices,…