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
The Balance of Power indicator is presented as an oscillator for gauging relative buying and selling pressure and spotting possible trend reversals. Its calculation compares the close with an earlier open, then scales that difference by the high-low range…
This Chinese equity screening rule combines a daily price-range threshold, a market-cap ceiling, positive quarterly earnings, and a KDJ bullish crossover. The crossover is described as J moving above K, alongside recent indicator comparisons; the example…
This brief indicator note introduces Island Reversal, abbreviated IR, and lists its inputs as close, high, low, a lookback length, and a percentage parameter. Its pseudocode calculates prior-period high and low boundaries, then derives two price levels…
This post outlines a stock screen that combines a daily price-range threshold with a rising DEA signal, while applying geographic exclusions. It then suggests expanding the screen with valuation measures such as price-to-earnings and price-to-book ratios,…
This article contrasts retail investors' execution environment with that of quantitative firms. It describes exchange co-location and direct connectivity as ways to reduce signal and order latency, then discusses how automated systems may react quickly to…
This short forum post concerns an error that repeatedly appears when connecting VeighNa, also known as VN.PY, to Interactive Brokers through the IB API. The traceback ends with a Python TypeError: the API invokes the wrapper’s error callback with more…
This introductory article outlines four blockchain themes: Bitcoin’s shared public ledger, Ethereum-style smart contracts, zero-knowledge proofs for privacy, and decentralized services for storage, messaging, and network access. It explains how a distributed…
This post describes a historical A-share stock screen using an RSI reading below 65, a price range greater than 1%, and a 2021 date filter. It presents RSI as a gauge of price strength and overbought or oversold conditions, while the range criterion is…
The article discusses two reported measures intended to reduce speed advantages for quantitative firms in China’s A-share market: removing servers located inside exchange facilities and adding latency equivalent to a stated 200-kilometer separation. It…
This stock-selection example screens Shenzhen main-board shares associated with the metaverse theme. Its stated criteria require price above the five-day moving average, positive price-to-earnings and price-to-book ratios, and upper bounds of 29.01 and 3.11…
This guide introduces the Avellaneda–Stoikov framework for setting bid and ask quotes while managing a market maker’s inventory. It describes a reservation price that shifts away from the mid-price according to inventory deviation, risk aversion, volatility,…
This 2022 overview describes Hong Kong as a base for international and Chinese quantitative asset managers and as a channel for overseas investors seeking exposure to mainland China. It cites hiring and regional-office examples involving Citadel and Two…
The report describes stock-return prediction with machine-learning models built for short, medium, and long forecast horizons. It groups selection factors according to their information coefficients at different horizons, reflecting the idea that factor…
The post asks whether a feature expression can take the maximum of four moving averages and whether a similar expression can calculate their standard deviation for one day. The example uses 5-, 10-, 30-, and 60-day averages as four contemporaneous values,…
This stock screen combines three conditions: membership in the metaverse industry, a 2021 listing year, and an opening price near the ten-day moving average of closing prices. The accompanying example describes both a crossover-style technical condition and…
This implementation describes a threshold-based rule for a cointegrated pair. It opens a long-spread trade when the spread falls to or below a lower entry level, or a short-spread trade when it rises to or above an upper entry level. A trade closes when the…
This report outlines a first step in building a multifactor model: choosing which factors to combine. It proposes screening combinations using three criteria: how strongly a factor differs from benchmark exposure, how correlated the factors are with each…
This Expert Advisor uses the Money Flow Index (MFI) as a threshold-crossing signal. It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. Signals are evaluated at bar close, so…
This Chinese equity screen first limits candidates to the metaverse theme, then requires the opening price at 9:25 to be less than six percent above the previous close. It also looks for the weekly five-period moving average to cross above the ten-period…
This note describes a short-term screen for Chinese equities using three conditions: daily high-low amplitude above one percent, a closing price below 20, and a prior-day close that was not near the stated upper limit threshold. It presents the rules as a…
An order book delta represents one incremental change to a book and is used when a venue or data provider sends updates that a trading system must apply locally. The document distinguishes three supported granularities: order-level Level 3 data, price-level…
This research summary outlines three refinements to genetic programming for finding stock-selection factors: fitness measures based on mutual information and long-only excess return, ways to transform nonlinear factors, and validation procedures intended to…
The document describes a MetaTrader-style utility that closes matching open orders when calculated losses reach a user-set percentage of account balance. A caller supplies a drawdown threshold and a magic number to select orders; using zero is described as…
This document describes a trade-management utility for open positions rather than a signal generator or strategy. It can add missing stop-loss and take-profit levels, move stops to break even as trades become profitable, and apply trailing stops to help…