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.
79,386 dokumentų
The distance approach forms pairs by rescaling each asset’s training-period prices to a common range, calculating the sum of squared differences between each pair’s normalized series, and selecting the closest matches. In the cited original study, the…
This guide introduces statistical learning through an example of predicting the S&P 500 from company fundamentals. It frames the task as estimating a response from predictor features plus residual error, then distinguishes prediction, which prioritizes…
This note describes a Chinese equity screen that combines a turnover band of 3% to 12%, a rising DEA condition, and a prior-day closing price of 18.5 yuan. It provides a platform formula and a Python-oriented example, both intended to identify stocks meeting…
The document proposes screening Chinese equities for price amplitude above a threshold, a high daily control measure, and at least five overlapping or aligned moving averages. It presents this as a technical filter intended to narrow the universe, then…
This document outlines a simple foreign exchange Expert Advisor built around Williams Percent Range (WPR). It sells when the oscillator crosses downward through an overbought level and buys when it crosses upward through an oversold level. The signal is…
The document describes a script that writes closing prices for all symbols available on a trading platform to a CSV file. The user can choose the output filename and select which bar’s close to export, making the script a basic way to collect a cross-section…
This report overview surveys supervised learning methods with potential uses in investment research. For regression, it distinguishes penalized models such as Lasso, ridge, and elastic net, which can address correlated inputs, from nonparametric approaches…
This Chinese-language post outlines an A-share screening idea focused on metaverse stocks. Its initial filters are prior-day turnover above 8% and a measure intended to identify afternoon large-order net inflows. The author discusses dependence on…
This short forum exchange distinguishes callbacks triggered by incoming tick data from callbacks that run when a bar has been completed. It says the ordinary bar callback runs when a tick marks a new minute, while window-bar callbacks run when the aggregated…
This weekly market note connects Federal Reserve expectations and US economic releases with crypto and equity volatility. It argues that rates and inflation data could influence risk assets, then compares Bitcoin and gold implied volatility as a way to frame…
The Random Walk Index (RWI) is presented as a way to assess whether price movement is more consistent with a statistically meaningful trend or with random, choppy behavior. It compares observed price ranges over a chosen period with a range expected under a…
DI Cluster overlays three versions of an ADX-family indicator calculated with separate periods. Rather than applying fixed threshold levels, it uses intersections among the three lines to define changing reference points. The display can show the ADX…
This note presents an equity screen combining turnover between 3% and 12%, seven consecutive non-rising closes, and a positive daily MACD reading. It frames the setup as a way to identify stocks that have recently weakened while retaining a positive trend…
This note describes a short-term A-share screening rule for stocks classified in the metaverse industry. It looks for an opening price crossing above the 10-day moving average after the previous close and open were below that average, along with a daily…
This post describes a Chinese equity selection rule that combines an amplitude threshold, a morning-star style candlestick condition, and an estimate of prior-day dominant capital control. The accompanying implementation sketch adds moving-average alignment…
The document proposes a short-term Chinese equity screen combining an amplitude threshold, a 15-minute MACD histogram that is negative but contracting, exclusion of special-treatment stocks, an early-morning selection time, and a limit-up pattern referred to…
This stock screen selects shares with turnover between 3% and 12%, a positive product of daily price change and net large-order flow, and a bullish alignment among three moving averages. The accompanying example uses the 5-, 10-, and 20-day averages,…
This stock-selection idea combines three conditions: an amplitude measure above a stated threshold, a rising price bottom, and shortening green bars in the 15-minute MACD histogram. The article frames amplitude and rising lows as ways to identify active…
The document describes an automated strategy that places buy-stop and sell-stop orders around the current price. It uses a configurable initial distance and checks the spread before placing orders; if the spread is above a set limit, it skips placement. The…
This A-share screening idea selects stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and which appeared on the prior day’s top-trader list. The example code further filters for stocks near the upper end of…
This Chinese A-share screening proposal combines a metaverse industry filter and a custom arc-shaped price pattern with positive auction-period price change and large plus extra-large buy orders above 70 million yuan. Its refined version adds average…
This document describes a MetaTrader 5 indicator that adds a timeframe input to an average bar size indicator. The user can select a chart period, with a four-hour period shown as the default, so the indicator can present average bar size information from a…
This indicator calculates a central pivot from the previous day’s high, low, and close, then derives support and resistance levels using 38.2%, 61.8%, and 100% of that day’s trading range. It displays the resulting levels for the current day, offering…
The discussion addresses how to trade a cross-sectional, multi-factor strategy when the platform’s alpha section offers backtesting but no apparent live-trading module. The proposed workflow is to generate a CSV of the strategy’s selections each day and…