A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 79,386
This description presents a trading-platform header library intended to let Expert Advisors submit buy, sell, and modification requests asynchronously. Its central idea is to avoid making the strategy wait for a server response after each order, allowing…
This brief strategy description selects the 30 stocks with the smallest market capitalizations and allocates equal weights to them. It rebalances on the first trading day of each month and excludes ST-designated shares, the STAR Market, and the Beijing Stock…
This post outlines a Chinese A-share selection rule combining a technical indicator, earnings growth, and a measure described as previous-day major-holder control. Candidates must have a 14-period RSI below 65 and parent-company net profit growth above 20%…
This Chinese-language post describes a stock screen for companies classified in the metaverse sector. It selects shares trading above their five-day moving average and with a volume ratio above 1.5 but below 6. The post defines the ratio as current volume…
This strategy ranks the full Chinese A-share universe using two cross-sectional signals: circulating market capitalization and five-day price momentum. It ranks each factor, adds the scores, and selects the highest-ranked 50 stocks. The portfolio assigns…
This indicator description explains a charting tool inspired by Stanislav Chuvashov's wave theory. It uses a modified Zig Zag to distinguish impulse waves from corrective waves, color upward and downward sequences differently, and label wave lengths at…
This Chinese A-share screening idea selects stocks in the metaverse industry when their average price is above the five-day moving average and a weekly chart shows a red bar. It presents these conditions as signs of upward price momentum. The article also…
The document describes a monthly allocation rule based on a yield gap: the difference between an earnings yield measure for the S&P 500 and the yield on a ten-year Treasury bond. It fits a linear regression using historical yield gaps and stock market…
The document summarizes a study of deep value episodes, defined as periods when the valuation gap between cheap and expensive securities is unusually wide relative to its history. The study examines individual stocks across global markets, equity index…
The Absolute Strength Oscillator (ASO) is described as a trend-following indicator that compares bullish and bearish forces to represent the current market trend. Its configurable inputs include the calculation period, smoothing period, mode, calculation…
This article surveys three uses of unsupervised learning in investment research: manifold learning, clustering, and matrix factorization. For visualization, it applies t-SNE to fund returns, projecting high-dimensional observations into two dimensions so…
The strategy screens Chinese stocks in the beverage and alcohol import-export sector for a turnover rate between 3% and 12%, then ranks qualifying names by the day’s auction trading value and selects the top five. The document frames auction value as a…
This indicator displays DeMarker oscillator conditions across ten timeframes to give a compact view of current market trends. Each line represents an indicator on a separate timeframe. Its color marks whether the oscillator is below the oversold threshold,…
The document describes a script intended to compare how much an asset moves across trading days. Its single input is the number of trading days to include. The proposed workflow is to analyze historical data and convert the output into a column chart, making…
The indicator maps the direction of Heikin Ashi candles from a chosen higher timeframe onto a lower-timeframe chart. It colors a histogram according to whether the higher-timeframe candle is rising or falling, marks new higher-timeframe bars, and emits a…
This document explains how to connect to BitMEX through Lumibot’s CCXT broker interface using an explicit exchange configuration and API credentials. It notes that BitMEX is not among the globally auto-detected credential paths, and identifies the exchange…
The article presents developments in 2021 as signs that cryptocurrencies, especially Bitcoin, were gaining acceptance as an investment asset and payment method. It points to Tesla’s Bitcoin purchase, banks exploring custody, payment firms adding digital…
This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…
This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a…
The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…
A BigQuant user reports that a simulated run fails at a missing-data cleanup step, even though the backtest sample contains two rows. The discussion distinguishes the historical backtest data from the prediction data used during simulation, which may be…
The document explains a simple transformation of the Relative Strength Index (RSI) into a bounded indicator. It takes an RSI value for a selected period and price input, subtracts a baseline, and multiplies the difference by a sensitivity factor. The result…
This research summary tests whether hedge funds can time sector-specific returns and whether that ability predicts subsequent performance, flows, and survival. The study first removes market exposure from industry returns, then estimates fund-level timing…
This market commentary surveys crypto conditions around the period following Ethereum’s Shapella upgrade. It describes a permit-signature scam risk: gasless token approvals can look like ordinary wallet signatures, making it difficult for users to recognize…