Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
79,386 na dokumento
This proposed daily A-share screen combines a positive MACD reading, a share price below 12 yuan, and a latest close above the previous session’s low. The article says selections are made before the market opens and frames the price and MACD conditions as…
This Chinese-language article describes an equity screen based on price amplitude, prior-day trading activity, and opening-auction turnover. The stated final rule selects stocks whose amplitude exceeds one, whose prior-day turnover exceeds 60 million, and…
This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…
This Chinese-language description outlines an equity screening rule that combines a daily amplitude threshold, a high equal to the highest high across two days, and positive afternoon large-order net inflow. Its rationale is to pair price movement and a…
The U Trend Sensor is an oscillator built from two triangular moving averages with different lookback periods. Each average is updated only when it moves beyond a percentage threshold relative to its current level, creating step-like series. The indicator…
The Trend Levels indicator uses the highest high and lowest low over a configurable lookback period to identify potential changes in direction. A new period high sets an uptrend state, while a new period low sets a downtrend state; arrows mark those…
This commentary reviews the Chinese quantitative-investing environment in 2022 and presents a private manager’s expectations for 2023. It attributes a difficult path to excess returns to weak trading activity and rapid shifts in market style, alongside a…
This stock-selection screen combines three conditions: daily high-to-low range above 1% of the opening price, prior-day trading activity above the stated threshold, and a positive weekly MACD condition. The document presents the rules as a way to focus on…
This weekly report compares artificial intelligence stock-selection portfolios across broad A-share universes, industry-neutral portfolios, and portfolios restricted to the CSI 300 or CSI 500. It names XGBoost, support vector machines, random forests,…
The document outlines a daily, after-close stock-selection screen that requires the MACD line to be above zero, limits the universe to companies with floating market capitalization above 10 billion yuan, and ranks candidates by a measure of individual-stock…
The document describes an A-share stock screen intended to find possible short-term rebounds. It combines a 14-period RSI below 65, first-level bid volume greater than ask volume, and a stated daily maximum decline between 4% and 5%. The accompanying…
The document presents a Chinese A-share backtest question: after selling a holding at the open, a daily-frequency strategy places a purchase near the close but buys only a small amount. The author wonders whether the simulator updates available cash only on…
This document presents a Chinese stock screening rule combining daily amplitude above 1, a newly formed KDJ crossover, and circulating market capitalization of at least 200 million. It describes the crossover as a possible sign of improving sentiment and…
The Percentage Volume Oscillator (PVO) compares a fast and a slow moving average of tick volume to describe changes in volume momentum. The indicator can display its main line, a signal line, and a histogram, with configurable periods and moving-average…
This document describes a short-term Chinese stock screen that looks for shares with an amplitude above 1, evidence of main-force control on the prior day, and a current-day low between 4% and 5% below the previous close. The stated rationale is to focus on…
The document introduces Markov chain Monte Carlo as a numerical approach for approximating Bayesian posterior distributions when analytical integration is impractical, especially in models with many parameters. It explains the Metropolis algorithm as a basic…
The document describes a short-term Chinese equity screen combining turnover, recent price performance, and limit-up frequency. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and more than two limit-up sessions during…
The article proposes a short-term stock screen requiring price amplitude above a threshold, at least two limit-up events within a 500-day lookback, and a prior-session 9:15 indicative match price at the limit-down level. It interprets the last condition as a…
This article describes an equity screen combining price amplitude above a stated threshold, an upward relationship among recent moving averages, and a 2019 dividend payout ratio above a stated threshold. It frames the conditions as a way to find volatile…
The document surveys option buyer and seller risks, then explains dynamic delta hedging as a way to manage directional exposure. It describes how delta changes with the underlying price, time to expiration, and volatility, and illustrates rebalancing a short…
This document describes a chart utility for viewing groups of long and short symbols together. Users can configure each basket with up to 50 symbols, select a symbol to display on the chart, and review per-symbol and total statistics. These include weekly…
This code module outlines methods for constructing sparse portfolios intended to exhibit mean reversion. It includes Box–Tiao canonical decomposition, greedy support selection, semidefinite optimization under volatility constraints, and sparsity methods…
This Chinese-language strategy note describes a stock screen combining a turnover range of 3% to 12%, first-level bid volume greater than first-level ask volume, and three consecutive sessions of declining closing prices. The intended idea is to find liquid…
A liquidity miner describes using automated pure market making across cryptocurrency pairs in liquidity mining campaigns. His approach is to distribute capital across available pairs, use a spreadsheet to plan allocations, order sizes, balance limits, and…