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 Chinese-language post describes a stock screen combining three conditions: price amplitude above 1, circulating market capitalization above 10 billion yuan, and appearance on the previous day’s Dragon-Tiger List, a disclosure of notable trading…
The article explains return on invested capital (ROIC), return on equity (ROE), and weighted average cost of capital (WACC) as tools for judging whether a company’s growth creates value. ROIC relates after-tax operating profit to invested capital, while ROE…
The document presents an intraday stock-selection screen for Chinese equities. It selects stocks with an amplitude above 1, a product of prior-day turnover and the ratio of current auction volume to prior-day volume between 0.5 and 2, and a price rise below…
The document describes a technical indicator built from three moving averages: a short-term average displaced forward by three periods, a medium-term average displaced by five, and a long-term average displaced by five. It identifies the periods as 3, 7, and…
The post proposes a stock selection rule combining price amplitude above a stated threshold, progressively rising bottom levels, and a bullish weekly bar. It characterizes these as technical signals for price movement and buying interest, then suggests…
The post reports a BigQuant backtest failure in which the data extraction stage returned zero rows, and the backtest then raised an IndexError while constructing its rebalance schedule. The logs show the sequence from feature processing to an empty extracted…
The post describes a way to prompt a language model to produce backtest code for the SuperMind platform: provide platform-specific function documentation, spell out the desired trading logic, and warn against known invalid patterns. Its example requests a…
This brief BigQuant community post reflects on the challenge of improving a strategy’s Sharpe ratio while also controlling drawdowns. The author’s remarks suggest that judging a strategy by Sharpe alone can overlook the difficulty of managing losses. They…
This short-term Chinese stock screen selects shares whose daily price amplitude exceeds 1, whose reported daily control measure has an absolute change above 21, and whose auction-period return lies between -2% and 5%. The post presents these filters as a…
This Chinese equity screening proposal combines a ranking by capital strength with an exclusion for Beijing-listed A-shares and a revenue-growth condition. Capital strength is described broadly using measures such as trading volume, turnover, or order-side…
The Guppy Multiple Moving Average indicator groups two sets of moving averages to compare shorter-term price behavior with longer-term market direction. Its fast group uses six averages from 3 to 15 periods, while its slow group uses six averages from 30 to…
This Chinese equities screen combines three price conditions: daily amplitude above 1, a 9:25 price gain below 6%, and a closing price above the previous day's low. The stated intent is to find stocks with some volatility and strength while avoiding an…
This Chinese stock screen looks for companies in the metaverse industry that also have a robotics concept, recorded a limit-up day during the prior 25 days, and have a free-float market value below 10 billion yuan. The rationale is to combine a recent strong…
This expert advisor trades after a chosen number of consecutive candles share the same direction: it buys after a bullish run and sells after a bearish run. Version 6 adds configurable exits when the next candle goes against the position, an event the…
This Chinese research summary describes an equity index-enhancement approach using listed companies’ reported revenue by business line. It uses annual and interim report data, then applies Chinese-language keyword extraction and similarity analysis to…
This note describes a way to rescale the Stochastic Momentum Index (SMI) against its recent volatility. It first computes the SMI, then forms upper and lower bands around a 24-period exponential moving average using two standard deviations. The current SMI’s…
This brief forum post advocates managing market data as files rather than relying solely on a database, particularly when handling large volumes of tick data. The author shares a personal approach using Parquet files and points readers to an implementation…
This A-share stock screen combines three filters: reported net buying above 5% for the day, three consecutive declining sessions, and a 20-day moving average above the 120-day moving average. The article interprets net buying as possible institutional…
This stock-selection idea combines a daily turnover rate between 3% and 12%, a reversal pattern described as a price move that recovers after a decline, and a positive daily MACD reading. The article presents the combination as a way to find stocks showing…
This note describes a simple stock screen built around the 5-, 10-, 20-, 30-, and 60-day moving averages converging. It interprets convergence as a period of price balance that may precede a change in direction, and proposes using the signal to identify…
The post proposes a Chinese equity screen combining a positive MACD reading, positive price change and net large-order flow, and a positive but capped ten-day gain. It gives formulas for MACD, daily price change, large-order net volume, and the ten-day…
This guide surveys the languages and visual tools available for building trading strategies on FMZ, including JavaScript, TypeScript, Python, Rust, C++, My language, Pine, Blockly, and Workflow. It describes selected platform features: JavaScript…
This indicator description explains a way to compare the movements of seven major currencies against the US dollar. Each series is rebased to a common starting point, allowing changes over the selected period to be viewed on a shared relative scale. An…
The post asks why Alpha158 labels use different forward-return horizons in two implementations. It compares a label spanning the close at T+1 to the close at T+3 with a Qlib label spanning T+1 to T+2, then relates those choices to China’s T+1 stock-trading…