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
This document describes a Chinese equity screen for stocks classified in the metaverse theme. It selects shares trading above their five-day moving average and where the KDJ indicator has just formed a bullish cross. The proposed logic combines a thematic…
A BigQuant forum exchange discusses why feature extraction can return multiple records for a stock on a given day, even when one record is expected. The suggested cause is that the feature input stage reads across tables; joining data with multiple matching…
This brief introduction contrasts linear regression of factor data with decision trees. Its central point is that market returns may not relate to factors in a simple linear way, so a tree-based method is worth considering when studying how factors…
This report presents an A-share stock-selection framework that applies StockRanker, a gradient-boosted learning-to-rank model, to fundamental, financial, and trading factors. It tests 282 individual factors across short, medium, and long holding horizons,…
This Chinese-language post describes a technical stock screen for mainland China equities. It looks for stocks with daily price amplitude above 1, trading volume above 10,000 lots, an open above the prior close, and a Force Index condition intended to…
This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…
The XBody strategy is a daily, rule-based system presented for stocks, indices, and forex, with parameters optimized by its author on the CAC index. It calculates candle body size as close minus open, then takes the change in that value over time and sums it…
This stock screen selects for daily price amplitude of at least one percent, a volume ratio between 1.5 and 6 relative to a five-day average, and positive weekly price bars. The article frames the amplitude condition as a way to focus on more active stocks,…
The document outlines a Breakout RSI (BRSI), an oscillator inspired by a published technical-analysis article. It names three inputs: the calculation period and overbought and oversold levels. Its calculation resembles the relative-strength index, using…
This stock-screening approach combines three technical conditions: amplitude above a threshold, a rising sequence of price lows, and a MACD signal above its zero line. The document describes the idea as a way to find volatile stocks whose price structure is…
The document summarizes two ways to classify crowded equity holdings. For passive crowding, it first divides stocks into size groups using market-capitalization thresholds, then ranks them within each group by the rolling change in passive-fund ownership as…
This strategy compares each completed candle’s high-low range with the largest range among a user-defined number of preceding candles. When the new candle exceeds that reference range, it enters at the next candle’s open in the direction of the signal…
The document explains how to adapt a StockRanker multi-factor stock-selection workflow to Hong Kong and US equities on BigQuant. The backtest uses BigTrader’s custom historical data input, which must include date, instrument, and daily open, high, low,…
This TqSdk reference explains how to authenticate with a platform account and select a live futures account, a shared platform simulation account, or a local simulation account when creating the API object. It describes live-account binding limits and common…
The document outlines a discretionary short-term momentum setup for currency charts and asks for help turning its rules into an indicator alert. Buy conditions combine a fast and slow linear weighted moving average crossover, price opening above a Laguerre…
This document describes a Chinese equity screening rule that combines daily price range, turnover, and a prior-day indicator intended to represent dominant capital control. The stated thresholds are an amplitude above 1 and turnover above 2% but no more than…
This report reviews Chinese market and exchange-traded product developments for the week of March 30 to April 3, 2020. It summarizes moves in domestic equity indexes, bond yields, precious metals, currencies, and traded ETP categories. Equity and…
This Chinese-language post outlines a short-term stock selection screen. It looks for stocks with at least five overlapping moving averages, a positive but below 35% return over ten days, and a shortening MACD histogram below zero on a 15-minute chart. The…
The document explains a WILL VAL oscillator attributed to Larry Williams. It measures the difference between two exponential moving averages applied to a relative price series, then rescales that difference against its recent maximum and minimum. The…
The document describes an expert advisor that combines two independent systems, one based on SilverTrend_V2 and the other on ColorJFatl_Digit. Each system opens a trade when a completed bar shows a change in the indicator’s trend color. The systems can…
The document presents a basic stock selection screen combining positive MACD, upward movement in short moving averages, and a share price below 12 yuan. It interprets positive MACD as a sign of an upward state and rising averages as evidence of trend…
This document describes an intraday XAUUSD strategy that looks for a wick to breach a confirmed swing high or low and then close back across it. The sweep candle defines an order block; a later candle must close through that zone with sufficient range to…
The document outlines Lyra V2 as a decentralized options venue that replaced its earlier automated market maker model with a gasless central limit order book and on-chain settlement. It describes an app-chain architecture based on an optimistic Layer 2…
The document explains how BigQuant’s factor research platform handles user-created factors and downstream dependencies. A researcher can combine platform factors A and B into a derived factor C, submit C to the platform, and let other users with access clone…