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This article introduces Algorand as a smart-contract blockchain and explains its pure proof-of-stake consensus. Block creation uses a proposer-selection stage followed by a vote from randomly selected token holders; the article argues that stake-weighted…
This platform discussion explains why a simulated strategy’s trade detail may not show during the trading session whether a stock was actually purchased. The platform updates market data after the close and then calculates that day’s simulated results before…
This article presents a discretionary trading framework for Chinese equities, organized around risk control, opportunity selection, and execution. Its defensive principles include cutting positions when the trade thesis fails, diversifying exposure, avoiding…
The report outlines a framework for estimating forward dividend yield by combining expected payout behavior and expected net income with the stock’s current market value. It groups cash dividend policies into fixed-per-share payouts and payouts tied to…
The report summarizes research on whether the asymmetry of stock returns predicts expected returns, a relationship for which prior findings have conflicted. It presents two distribution-based measures beyond conventional skewness: the difference between the…
This 2018 analysis assesses a sharp decline in Chinese equities and treats the U.S. market as the main near-term risk trigger. It proposes two possible U.S. paths: continued weakness without a meaningful rebound, or stabilization followed by months of…
This review examines whether market, macroeconomic, sentiment, valuation-spread, and momentum signals can forecast equity factor returns. It explains why factor premia can vary as risk compensation, investor behavior, and market frictions change. The…
This reference introduces NumPy as a Python library for array-based numerical work and explains why it is useful for handling financial data. It describes multidimensional arrays, broadcasting, optimized computation, linear algebra, and random number…
Despite a page title referring to Ease of Movement, the supplied indicator section describes the Directional Movement Index, or DMI. It identifies high, low, and close prices as inputs, along with a lag parameter, and presents pseudocode for its main…
This document summarizes a research report on estimating the duration of public bond funds. It describes two approaches that use information from different reporting streams: portfolio holdings disclosed in quarterly fund reports and fund net asset values…
This compilation summarizes CITIC Securities’ 2022 outlook for Chinese equities, the economy, overseas-listed Chinese firms, U.S. stocks, innovation-focused small companies, financial sectors, and electric vehicles. Its A-share thesis divides the year into a…
The document summarizes research on forecasting the correlation between stock and bond returns, a quantity used in portfolio construction, hedging, and risk assessment. It argues that simply extrapolating historical monthly correlations can be unreliable…
This report summary describes the risk-prediction component of a multi-factor investment framework. It outlines adjustments to factor covariance estimates, including Newey–West autocorrelation correction, eigenvalue adjustment, and volatility-bias…
The report presents DFQ-2018, a structured risk model for Chinese A-shares. It combines industry and style factors to identify exposures, estimate stock-return covariance, and support portfolio performance analysis. Among its design choices, it uses a…
The report describes two steps for improving an equity alpha model: remove factors that duplicate information, then optimize the remaining signals while accounting for their correlations. It uses Fama–MacBeth regressions to screen factors and reports…
This document explains how to build an expected dividend yield factor for equity selection. Traditional measures use recent annual or trailing cash dividends, but they can jump when dividends leave the trailing window and may not reflect future payouts. The…
This report summary examines how to select timing variables and forecast equity factor returns within a multi-factor strategy. It proposes Lasso and Elastic Net regression for screening predictors and estimating factor returns. It also describes extensions…
This legacy platform tutorial outlines a workflow for predicting stock direction with a hybrid convolutional and recurrent neural network. It labels each observation according to whether the following ten-day return is positive or negative, builds rolling…
This study evaluates analyst-consensus valuation and earnings factors for stock selection across the Chinese equity market and its industries. It compares factor information coverage and effectiveness, using information coefficients to assess the…
This Chinese-language guide compares three configurations for a trading bot called “Wind Following”: a classic two-sided mode, a custom-multiple long-only mode, and a fast-entry, fast-exit long-only mode. It gives suggested account sizes, per-coin…
This report describes a Chinese equity selection factor called CPV, built from the relationship between intraday prices and trading volume. It combines three characteristics of daily price-volume correlation: its average level, variability, and trend. The…
This Chinese market-timing report assesses the broad A-share market as still being in a longer-term decline despite a recent rebound. It combines distance from a moving average and a measure of market-wide profit-making breadth to classify the trend, then…
The article compares several foreign exchange data API providers and describes iTick’s advertised features, including free low-frequency access, coverage of currency pairs and indexes, real-time quotes, and technical support. It explains how developers might…
This report develops Chinese equity money-flow signals using tick data to reconstruct order sizes. It argues that conventional fixed cutoffs miss meaningful institutional activity, tests 44 absolute amount thresholds, and finds that lower cutoffs can better…