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79,386 dokumenti
This support exchange concerns warnings from BigQuant’s feature extractor that it cannot find the open, high, low, close, and volume fields in its field mapping. The logs show the warnings recurring across multiple years while basic feature extraction still…
This document describes an oscillator that expresses the percentage ratio between prices and candlestick sizes over a selected range. It identifies two settings: the calculation period, which determines the range length, and whether the range begins on the…
This document outlines an Expert Advisor that trades when the Ozymandias indicator’s middle line changes color. It is a simple signal-based approach, with the color transition serving as the trade decision trigger. The system requires the compiled indicator…
This Chinese-language post describes an equity screen combining price movement, large-order net volume, and valuation. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and positive P/E. The post…
This platform comparison organizes crypto futures venues around practical selection criteria: contract and market availability, fees, leverage, regional access, and security or regulatory status. Its table contrasts several exchanges, while the surrounding…
This automated trading system implements the principal components of the Original Turtle rules. It sizes positions according to market volatility, enters on breakouts of fast or slow Donchian channels, and skips a later signal after a successful breakout. It…
This indicator is described as a Donchian channel modified with a slope, with the Moving Average of Momentum mentioned as part of its use. Its key control is the xslope parameter: when set to zero, the indicator behaves like a regular Donchian channel. The…
The document presents an equity screen using three conditions: daily price amplitude above 1%, RSI below 65, and the prior day’s price above its 250-day moving average. It frames the moving-average condition as a way to favor stocks with stronger long-term…
The document describes a method for testing factor effectiveness dynamically and selecting stocks within industries. It examines whether differences in style-factor exposure relate to differences in stock returns, then uses the results to form industry-based…
The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose weekly five-period moving average crosses above the ten-period average. The article…
This guide describes how a BigAlpha competition participant can build equity factors using BigQuant’s DAI data engine. The specified universe is the historical membership of the CSI 1000, and the listed inputs include one-minute bars and order-book…
The document presents a Chinese equity screen combining three conditions: MACD above its zero line, a price-change and very-large-order-flow condition, and a dividend ratio above 25% for 2019. It describes MACD as a trend filter and trading-flow data as a…
This proposed equity screen combines several filters: a reported increase in position holdings above 5%, a price change below 2.6% and above -5%, market capitalization no greater than 10 billion yuan, and a history without losses. The post interprets the…
This document describes configurable indicators for marking local highs and lows, also called swing points or fractals. A candidate high or low is identified by comparing a candle with neighboring candles. Users can set the neighborhood radius, which lets…
This overview explains the main stages of a machine-learning workflow for quantitative investing, using a fruit-selection analogy to introduce training data, labels, features, prediction, and validation. It recommends defining the market and stock universe,…
ASQ SuperTrend is described as an ATR-based trend-following indicator for MetaTrader 5. It draws a changing line around price, uses color to indicate bullish or bearish direction, and marks trend reversals with arrows. The line can be used to track a trend…
This Chinese equity screening proposal selects stocks with amplitude above 1, a specified ratio between yesterday’s turnover rate and today’s auction volume relative to yesterday’s volume between 0.5 and 2, and a circulating share count no greater than 5.5…
This Qlib demonstration explains how to reuse a processed data handler across repeated model training runs. It first trains the same configured task more than once without explicitly reusing the handler, then constructs the configured data handler in memory…
This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and prior-day trading value above 60 million. The document interprets amplitude as a way to find more volatile stocks, the MACD…
The document describes a simple A-share stock screen using a minimum daily high-low range, a specified closing price, and a bounded daily return. It frames the filters as a way to select for price movement while restricting the current price and recent…
This research summary examines stock selection factors derived from operating financial statement items, especially changes in operating current liabilities. It reports that these factors showed selection ability, with the strongest cited result for a…
The article explains why investment managers entering digital assets need consolidated data on markets, liquidity, risk, and blockchain activity. Crypto trading is spread across global venues that operate continuously, with each venue using its own changing…
This research overview examines risk parity within the broader development of portfolio allocation methods. It describes several risk measures and risk-allocation principles, emphasizing Euler allocation to define each asset’s contribution to portfolio risk.…
This MetaTrader indicator overlays candles from a higher timeframe as filled rectangles, using DRAW_FILLING buffers. Their colors follow the cloud direction of the CronexAC indicator: bullish or bearish cloud states determine the candle body color, while the…