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Βιβλιοθήκη γνώσης

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.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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Stratmill research code
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Robot Wealth
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Hummingbot docs
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Paradigm research
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backtrader
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

MQL5 code base

The ExMass indicator is presented as a tool for evaluating market fluctuations. The document identifies its author and notes that the indicator was first implemented in MQL4 and published in 2006. It provides no further explanation of the calculation, signal…

Τεχνικοί δείκτεςΜεταβλητότητα
MQL5 code base

PFE2 is described as a smooth oscillator displayed as a color histogram, intended to show current market trends. The document offers little detail about its calculation or interpretation: the original author is unknown, and no explanation of the indicator’s…

Τεχνικοί δείκτεςΑκολούθηση τάσης
BigQuant

This report summary examines whether Chinese equity index returns and industry performance vary by lunar calendar month. It analyzes eight major mainland indices using historical monthly average returns and regression tests with autocorrelation-consistent…

ΜετοχέςΣτατιστικήΑγορές ΚίναςΣτρατηγικές βάσει γεγονότων
MQL5 code base

The document presents a MetaTrader implementation of the Variable Index Dynamic Average (VIDYA). It starts with an EMA-style smoothing factor derived from the selected EMA period, then scales that factor by the absolute value of a Chande Momentum Oscillator…

Τεχνικοί δείκτεςΟρμή
SuperMind

This Chinese equity selection proposal filters for stocks with daily amplitude above one percent, at least two limit-up events within the past 500 days, and a positive ten-day return below 35 percent. The rationale combines recent positive momentum with…

ΜετοχέςΟρμήΜεταβλητότηταΑγορές Κίνας
MQL5 code base

The document describes an indicator that measures upper and lower candlestick wick lengths in points and plots them in a separate chart window. It offers four display modes: show the two wick lengths separately, show only the wick opposite the candle’s…

Τεχνικοί δείκτεςΜικροδομή αγοράς
SuperMind

This proposed Chinese equity screen combines three conditions: daily amplitude above one percent, large-order net inflows during the afternoon, and membership in metaverse-related themes such as virtual reality, gaming, or digitalization. Its rationale is…

ΜετοχέςΟρμήΜεταβλητότηταΕπενδυτικό κλίμα
MQL5 code base

This brief indicator description explains the Donchian channel, a technical tool built from the highest high and lowest low over a chosen lookback period. The upper band is the maximum high, the lower band is the minimum low, and the optional middle line is…

Τεχνικοί δείκτεςΔιάσπαση επιπέδου
BigQuant

This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…

ΚρυπτονομίσματαΔικαιώματα προαίρεσηςΜεταβλητότηταΟρμή
Amberdata research

This strategy-sharing article describes an enhanced China Securities 150 equity approach that blends model-based stock ranking with technical timing. The universe is manually narrowed to roughly 100–300 large, liquid constituent-style stocks. An AI model…

ΜετοχέςΜηχανική μάθησηΟρμήΤεχνικοί δείκτες
SuperMind

This Chinese-language post outlines an equity screening idea combining daily amplitude above 1%, an opening price near the 10-day moving average, and an arc-shaped price pattern. The proposed rationale is to find stocks with meaningful movement that are near…

ΜετοχέςΤεχνικοί δείκτεςΜεταβλητότητα
SuperMind

This proposed equity screen combines a price range condition, sustained profitability, and a snapshot of order book demand. It selects stocks whose high minus low is at least one unit, whose return on equity exceeds 15% in each of the prior five years, and…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΜικροδομή αγοράςΤεχνικοί δείκτες
MQL5 code base

This document describes an Expert Advisor that trades using the ASCtrend indicator. A signal is generated when a colored indicator point appears at the close of a bar. The system relies on a compiled indicator file and a supporting trading library, which are…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktesting
BigQuant

This study tests whether machine learning can explain stock returns left unexplained by a conventional linear equity factor model. It uses 22 style factor exposures to predict standardized stock specific returns, then evaluates boosted trees, random forests,…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΜηχανική μάθησηΣτατιστική
SuperMind

This stock screen selects shares whose daily high-low range exceeds one, whose prior-day actual turnover is between 3% and 28%, and whose opening price is near the ten-day moving average. The article frames the range and turnover filters as ways to focus on…

ΜετοχέςΤεχνικοί δείκτεςΟρμήBacktesting
BigQuant

This research summary examines why firms repurchase shares when short sellers increase their positions. It contrasts managerial myopia, in which buybacks protect near-term prices or earnings at a cost to long-term owners, with a private-information…

ΜετοχέςΣτρατηγικές βάσει γεγονότωνΣτατιστικήΑγορές ΗΠΑ
SuperMind

This stock selection proposal combines three filters: daily price range, five consecutive years of return on equity above 15%, and large-order net volume above 0.05 for at least three days. It then suggests smoothing that flow measure and requiring its…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΤεχνικοί δείκτεςΣτατιστική
SuperMind

This post proposes screening A-shares for turnover between 3% and 12%, a positive gain over ten days that remains below 35%, and no limit-up close on the previous day. The author characterizes the method as a momentum-oriented screen and cautions that…

ΜετοχέςΑγορές ΚίναςΟρμήΔιαχείριση κινδύνου
SuperMind

This post presents an A-share screening idea that combines a price-range threshold, a rising short-term moving-average condition, and a circulating market capitalization between 5 and 10 billion yuan. The stated rationale is to find mid-sized companies with…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
Awesome Systematic Trading

This algorithmic example describes a monthly volatility risk premium trade using SPY options and shares. It selects options with an expiry near one month, sells an at-the-money call and put to form a short straddle, and buys a put with a strike near 15%…

Δικαιώματα προαίρεσηςΜετοχέςΜεταβλητότηταΔιαχείριση κινδύνου
BigQuant

This discussion explains why a stock-selection template that lists close divided by the adjustment factor may not produce that calculated feature in its results. The reported output shows the two inputs as separate columns, suggesting the expression was not…

ΜετοχέςΤεχνικοί δείκτες
SuperMind

The screen targets Chinese-listed stocks categorized in the metaverse theme, excludes special-treatment shares, and requires price to be above its five-day moving average. It is intended to run before 10 a.m. and adds a short-term pattern described as a…

Αγορές ΚίναςΜετοχέςΤεχνικοί δείκτεςΟρμή
MQL5 code base

The Squize_MA indicator displays where two moving averages with different averaging periods intersect, alongside horizontal price limits. Its trading premise is that a breakout beyond those flat limits may signal conditions for a sustained trend. The…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΑκολούθηση τάσης
MQL5 code base

This indicator builds a rolling volume profile from completed bars and adjusts price-bin width using Average True Range. It limits the number of bins, identifies the Point of Control as the highest-volume bin, and expands from it to calculate the Value Area.…

ΣυνάλλαγμαΤεχνικοί δείκτεςΕπαναφορά στον μέσο όροΔιάσπαση επιπέδου