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Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.

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Stratmill research code
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Ieškoti bibliotekoje

79,386 dokumentų

SuperMind

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…

Kinijos rinkosAkcijosTechniniai rodikliaiRizikos valdymas
SuperMind

This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…

AkcijosKinijos rinkosKintamumasTechniniai rodikliai
BigQuant

This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…

AkcijosPramušimasTechniniai rodikliai
BigQuant

The post reports a discrepancy between a backtesting platform’s monthly return for the CSI 300 benchmark and an external reference calculation. It attributes the difference to the platform using the first day of the month’s closing price as the starting…

Istorinis testavimasStatistikaPortfelio konstravimas
SuperMind

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…

AkcijosTechniniai rodikliaiImpulsasKinijos rinkos
SuperMind

The document describes a Chinese equity screening rule that selects beverage and alcohol related companies, requires turnover within a stated 3% to 12% range, and excludes stocks that hit the daily upper price limit on the previous day. It provides example…

AkcijosKinijos rinkosTechniniai rodikliai
SuperMind

This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…

AkcijosTechniniai rodikliaiGrįžimas prie vidurkioKinijos rinkos
TqSdk

The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…

Ateities sandoriaiIstorinis testavimasPavedimų vykdymasRizikos valdymas
BigQuant

This note introduces the Awesome Oscillator (AO) and gives its basic input and calculation. It uses median price, defined as the average of the session high and low, then subtracts a longer-period moving average from a shorter-period moving average. The…

Techniniai rodikliai
SuperMind

This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…

AkcijosTechniniai rodikliaiPrekyba pagal tendencijąKinijos rinkos
BigQuant

This short discussion outlines data-related challenges faced by quantitative investment teams as they develop and test strategies. It describes quantitative investing as turning historical market behavior into data, using statistics and programming to…

StatistikaMašininis mokymasisIstorinis testavimas
SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

AkcijosTechniniai rodikliaiImpulsasRizikos valdymas
MQL5 code base

This short description presents an indicator that transforms price time-series processed by a Directed Movement algorithm into a candlestick sequence. It states that this representation may make the output more informative for analysis, but does not explain…

Techniniai rodikliaiPrekyba pagal tendenciją
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

AkcijosTechniniai rodikliaiInvestavimas pagal veiksniusKinijos rinkos
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

AkcijosKinijos rinkosTechniniai rodikliaiStatistika
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

AkcijosKinijos rinkosImpulsasTechniniai rodikliai
FMZ forum

This article introduces Monte Carlo methods through random sampling examples, contrasting an approach that can return a promising answer without guaranteeing the optimum with randomized search that keeps trying until it finds a valid solution. It illustrates…

StatistikaMašininis mokymasis
SuperMind

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity,…

AkcijosKinijos rinkosTechniniai rodikliaiRinkos mikrostruktūra
Cryptohopper blog

The article explains how Bitcoin halvings reduce the issuance of new coins and considers possible effects on price and mining. It describes the expected block reward reduction and argues that a supply decrease could support prices if demand does not fall by…

KriptoturtasNeatidėliotinų sandorių rinkosRenginiais pagrįsta prekyba
BigQuant

This report summary examines how disclosure requirements and historical accuracy of earnings previews differ across Chinese equity-market boards. It compares preview disclosure rates, reports that the ChiNext board generally has the broadest coverage and the…

AkcijosKinijos rinkosStatistikaInvestavimas pagal veiksnius
SuperMind

This document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

AkcijosKinijos rinkosImpulsasTechniniai rodikliai
MQL5 code base

This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…

Techniniai rodikliaiAteities sandoriaiPramušimas
BigQuant

This forum post raises a portfolio-selection question about factor neutralization when the stock universe changes over time. The author describes selecting the five highest-scoring stocks from an initial group, then adding more stocks the next day and…

Investavimas pagal veiksniusPortfelio konstravimasStatistika
MQL5 code base

This MQL5 indicator description outlines automated support and resistance trendlines with breakout detection. It lists real-time breakout alerts and chart arrows, a configurable pip threshold, and an adjustment feature that redraws trendlines after…

Techniniai rodikliaiPramušimas