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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.

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Keresés a könyvtárban

Dokumentumok száma: 79,386

SuperMind

This Chinese equity screen selects stocks with daily price amplitude above a threshold, a positive but capped ten-day return, and an appearance on the previous day’s trading activity list. The post frames amplitude as a volatility measure, the return band as…

Kínai piacokRészvényekMomentumVolatilitás
SuperMind

This stock-selection idea combines three filters: MACD above its zero line, a share price below a stated threshold, and at least two limit-up sessions within a historical lookback. The post says the screen is run before the market opens each trading day. It…

Kínai piacokRészvényekTechnikai indikátorokMomentum
BigQuant

This report develops a framework for rotating between the CSI 300 and ChiNext indices, whose valuations, market capitalizations, and industry exposures differ. It organizes potential drivers of their relative performance into factors covering real economic…

Kínai piacokRészvényekFaktoralapú befektetésPortfólióépítés
SuperMind

The proposed Chinese equity screen combines a positive MACD reading with order-book and company filters: first-level bid volume must exceed first-level ask volume, market capitalization must be no more than 10 billion yuan, and net profit must be positive.…

Kínai piacokRészvényekMomentumTechnikai indikátorok
BigQuant

The document introduces MACD as a momentum and trend indicator derived from the difference between a short-period and a long-period exponential moving average. It describes the signal line as an EMA of MACD and the histogram as the difference between those…

Technikai indikátorokMomentumTrendkövetés
NautilusTrader

This quickstart walks through a bar-based exponential moving average crossover strategy in a backtesting engine. The strategy waits for its fast and slow averages to initialize, then buys when the fast average is at or above the slow one and sells when it is…

DevizapiacTrendkövetésTechnikai indikátorokVisszatesztelés
MQL5 code base

The document explains Supertrend as an ATR-based trend-following indicator that plots a changing support or resistance band. It describes how volatility sets the band width and how the line changes sides when price movement signals a trend reversal. An…

TrendkövetésTechnikai indikátorokVolatilitás
BigQuant

This introductory overview explains machine learning as using historical data to fit a model and then applying that model to new cases. A scheduling example illustrates how prior observations can inform a prediction, while noting that a practical model may…

Gépi tanulásStatisztika
vn.py community

This community exchange discusses a VeighNa live-trading strategy that uses imported local one-minute bars. The user asks whether a futures-style symbol such as rb2501 is recognized, reports an initialization error indicating that a data service is not…

Határidős ügyletekMegbízások végrehajtása
MQL5 code base

This brief description outlines an automated trading strategy built around the Average Directional Movement Index and Bollinger Bands. The EA evaluates signals only when a new bar appears and keeps at most one open position, allowing it to operate on either…

DevizapiacTechnikai indikátorokMegbízások végrehajtása
Cryptohopper blog

This introductory guide explains how to mark support and resistance zones on cryptocurrency charts and inspect technical indicators in TradingView. It recommends locating recent price highs and lows, treating levels associated with heavier volume as…

KriptovalutákTechnikai indikátorokPiaci mikroszerkezet
SuperMind

This stock screen selects shares when MACD is above zero, the five-day moving average crosses above the ten-day average, and first-level bid volume exceeds ask volume. The article presents the conditions as a combination of trend signals and a measure of…

RészvényekKínai piacokTechnikai indikátorokPiaci mikroszerkezet
Freqtrade

This strategy describes frequent, small-target long trades on a one-minute chart, using a five-minute moving average as a broad trend filter. Entry conditions combine a fast stochastic crossover with configurable low readings in money flow and stochastic…

KriptovalutákTechnikai indikátorokKockázatkezelés
FMZ forum

Fundamental analysis estimates a security’s intrinsic value by examining economic conditions, industry trends, company finances, and qualitative factors such as management. Analysts use public information to form a value estimate and compare it with the…

RészvényekKötvénypiacStatisztika
MQL5 code base

The document gives a brief description of a semaphore-style indicator built from crossovers between the Di Plus and Di Minus lines of a smoothed ADX indicator. It identifies the line relationship used to produce the signal, but does not explain the signal’s…

Technikai indikátorokDevizapiac
MQL5 code base

The document describes a forex chart indicator that assigns a degree value to price position on the active timeframe and alerts when the trend state changes. It divides readings into bearish, bullish, and stronger versions of each state, with degree ranges…

DevizapiacTechnikai indikátorokTrendkövetés
FMZ forum

The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…

DevizapiacRácskereskedésPozícióméretezésKockázatkezelés
Amberdata research

This interview summary reports Shawn Douglass’s views on institutional participation in digital assets and DeFi, including how U.S. regulation may affect adoption. It says institutions continued building crypto capabilities after the FTX collapse and points…

KriptovalutákDeFiOpciókArbitrázs
BigQuant

This beginner’s post describes an attempted reproduction of a quantitative research report’s “Water Drops Wear Away Stone” factor and a single-factor stock-selection backtest. The author says the implementation was prepared as a learning exercise with help…

RészvényekFaktoralapú befektetésVisszatesztelés
SuperMind

The proposed stock screen combines three short-term technical conditions: daily amplitude above 1, a rising or expanding moving-average configuration for the day, and a shortening negative MACD histogram on a 15-minute chart. The document interprets the…

RészvényekTechnikai indikátorokMomentumKínai piacok
SuperMind

This stock-selection method looks within China’s metaverse sector for shares ranking among the top five by the day’s auction value, then filters for a 2019 stock-dividend ratio above 25%. The document gives screening logic and example implementations for two…

RészvényekKínai piacokFaktoralapú befektetésKockázatkezelés
BigQuant

The report estimates a fund’s equity exposure by regressing daily fund returns on daily returns for 29 first-level industry indices. It treats the sum of fitted industry coefficients as the estimated position. Because industry returns are correlated, it…

RészvényekStatisztikaGépi tanulásPortfólióépítés
SuperMind

This stock-selection screen combines three conditions: RSI below 65, positive large-order net inflow during the afternoon, and a rising 30-day moving average. The accompanying indicator references use a 14-period RSI and compare closing price with the 30-day…

RészvényekKínai piacokTechnikai indikátorokMomentum