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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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Strategy library
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vn.py community
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Kvantitatív kurzuskönyvtár
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Cryptohopper blog
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Qlib
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Quantpedia
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quant-trading
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Keresés a könyvtárban

Dokumentumok száma: 79,386

Amberdata research

The article surveys possible uses of artificial intelligence in crypto trading and decentralized finance. It discusses robo-advisory, automated bots, strategy development and backtesting, risk assessment, arbitrage monitoring, sentiment analysis, predictive…

KriptovalutákGépi tanulásVisszatesztelésArbitrázs
ProRealCode

The document describes a moving median indicator for price data and explains the underlying Torben search algorithm. For each window, the routine finds its minimum and maximum, tests a midpoint, and counts values below, above, or equal to that candidate. It…

Technikai indikátorokStatisztika
SuperMind

This document explains a moving median indicator based on Torben Mogensen’s selection method. A median is the central value in an ordered set and is less affected by outliers than common averages. The described method searches between the minimum and maximum…

Technikai indikátorokStatisztika
SuperMind

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…

RészvényekKínai piacokPiaci hangulatPiaci mikroszerkezet
MQL5 code base

The document introduces i-sig, a semaphore-style trading indicator that analyzes the most recent five bars. It identifies the indicator’s authorship and notes that it was originally written in MQL4 and published in 2007. The document does not explain how the…

Technikai indikátorok
MQL5 code base

This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…

Technikai indikátorokVolatilitás
Stratmill research code

This code implements a collection of cross-sectional and time-series equity alpha factors, mainly using close, open, high, low, volume, returns, and VWAP data. The factors combine operations such as rolling ranks, correlations, moving averages, extrema, and…

RészvényekFaktoralapú befektetésTechnikai indikátorokStatisztika
SuperMind

This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…

RészvényekTechnikai indikátorokMomentumKínai piacok
MQL5 code base

This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…

Technikai indikátorokRészvények
MQL5 code base

This document describes a version of the Relative Vigor Index (RVI) that can calculate its indicator on a selected timeframe independently of the chart’s timeframe. It presents the result visually as a cloud, allowing the trader to view the higher- or…

Technikai indikátorok
BigQuant

A brief forum exchange addresses a user whose stock strategy appears not to run. The response suggests two checks: use English names for features, and print the daily buy and sell candidate lists to see whether any stocks meet the strategy’s conditions. The…

RészvényekMegbízások végrehajtása
BigQuant

This research summary proposes combining price-to-book ratio (PB) with return on equity (ROE) to find companies with stronger fundamentals and lower valuations in China’s A-share market. It treats ROE and other operating measures as indicators of value…

Kínai piacokRészvényekFaktoralapú befektetésPortfólióépítés
MQL5 code base

The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…

KockázatkezelésPozícióméretezés
vn.py community

A trader asks where an individual can access tick-by-tick trades that include buyer or seller initiation, intending to calculate aggressive buying and selling volume at each price for an order-imbalance strategy. The reply says that ready-made aggressor-side…

Piaci mikroszerkezetMegbízások végrehajtásaStatisztika
ProRealCode

This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…

Technikai indikátorokTrendkövetésStatisztika
SuperMind

This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…

RészvényekTechnikai indikátorokÁtlaghoz visszatérésKockázatkezelés
BigQuant

This market-monitoring report summarizes Chinese trading conditions for July 13, 2022. It reviews broad index and sector performance, then gauges equity sentiment using limit-up and limit-down counts, next-day returns for stocks that had hit either limit,…

RészvényekHatáridős ügyletekPiaci hangulatPiaci mikroszerkezet
SuperMind

This note outlines a Chinese stock selection screen that combines a reported daily increase in buying participation above five percent, Shenzhen main-board membership, specified price-to-earnings and price-to-book ranges, and a short moving average above a…

RészvényekTechnikai indikátorokMomentumKínai piacok
SuperMind

This note describes a Chinese equity screen combining a metaverse industry classification, a stock code beginning with 60, and an opening price near the 10-day moving average. Its indicator example expresses the condition through crossings between the open,…

RészvényekTechnikai indikátorokKínai piacok
MQL5 code base

This brief description presents a histogram version of the classical Relative Vigor Index (RVI). Color changes identify when the oscillator enters overbought or oversold areas, while a colored cloud between the oscillator and its signal line highlights their…

Technikai indikátorokRészvények
SuperMind

This post proposes screening Chinese A-share stocks with three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and turnover between 3% and 12%. It supplies example indicator formulas and a Python-style workflow that retrieves market…

RészvényekKínai piacokTechnikai indikátorokPiaci mikroszerkezet
MQL5 code base

This document describes a chart overlay intended to make price history easier to inspect. Vertical lines mark hourly boundaries, with distinct colors for the starts of weeks, days, and months. Horizontal lines mark psychological round-number price levels and…

Technikai indikátorokStatisztika
MQL5 code base

This indicator presents a smoothed DeMark oscillator as a histogram centered around zero, with values described as ranging from minus fifty to plus fifty. A configurable coloring approach can emphasize either breaks through overbought or oversold levels or…

Technikai indikátorokÁtlaghoz visszatérésMomentum