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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.

Quant Q&A
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MQL5 code base
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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QuantStart
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Stratmill research code
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Robot Wealth
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Paradigm research
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OctoBot
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Systematic trading blog (Rob Carver)
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Qlib
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Hyperliquid docs
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Ieškoti bibliotekoje

79,386 dokumentų

SuperMind

The document outlines a stock screen that selects companies in a designated metaverse category, requires a positive recent return, and excludes firms listed for less than a chosen period. Its rationale is to combine thematic exposure and recent performance…

AkcijosImpulsasTechniniai rodikliai
SuperMind

This post describes a rule-based screen for Chinese main-board stocks. It selects shares with turnover between 3% and 12%, a daily gain above 1%, and a circulating share count no greater than 5.5 billion. The stated intent is to combine trading activity,…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
BigQuant

This brief description introduces a reinforcement-learning lecture on the theoretical foundations of dynamic programming. It says the lecture studies dynamic-programming algorithms as contraction mappings and asks when and how those mappings converge to the…

Mašininis mokymasisStatistika
BigQuant

This paper summary examines whether historical trading data can predict the next month’s cross-sectional returns of Chinese A-shares. It describes a dataset of 108 stock characteristics from 1997 to 2019 and compares traditional econometric methods with six…

Kinijos rinkosAkcijosMašininis mokymasisInvestavimas pagal veiksnius
MQL5 code base

Ultra Trend is presented as a trend-detection indicator built from multiple Jurik-smoothed price series. The described procedure calculates several smoothed values, checks the slope of each, and combines the upward and downward slope readings to determine…

Techniniai rodikliaiPrekyba pagal tendenciją
MQL5 code base

DS Stochastic is described as a version of the Stochastic Oscillator that applies exponential moving average smoothing. The entry identifies it as an indicator and notes that its implementation relies on a smoothing library for intermediate calculations. It…

Techniniai rodikliaiStatistika
SuperMind

This Chinese-language stock screen combines an amplitude threshold above 1, a ranking among the five highest stocks by the day’s auction amount, and a rising K value from the KDJ indicator. Its rationale is to find stocks with larger price movement and…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
MQL5 code base

The Gann High-Low Activator tracks separate averages of recent highs and lows. The document says the close determines which curve is displayed, and describes the resulting line or channel as a level that price must break to signal a possible trend change.…

Techniniai rodikliaiPrekyba pagal tendencijąPramušimas
SuperMind

This Chinese-language screening note describes selecting stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and a reversal pattern called “fan bao.” The stated rationale is to find active stocks where buying-side…

AkcijosKinijos rinkosTechniniai rodikliaiGrįžimas prie vidurkio
FinRL

The document presents daily portfolio rebalancing as a Markov decision process. An agent selects nonnegative weights for Dow 30 stocks, normalized to sum to one, using a state that combines a rolling covariance matrix with MACD, RSI, CCI, and ADX indicators.…

AkcijosPortfelio konstravimasMašininis mokymasisTechniniai rodikliai
SuperMind

This stock-selection post proposes combining three filters: an increase in holdings share above a stated threshold, weekly MACD above its zero line, and at least two limit-up sessions within a stated lookback period. The accompanying explanation treats these…

AkcijosImpulsasTechniniai rodikliaiInvestavimas pagal veiksnius
MQL5 code base

This brief indicator description presents Stowell’s upper and lower three-bar net line patterns. It explains the indicator’s interpretation: a breakout of the three-candle line is treated as a possible trend change. The description distinguishes between…

Techniniai rodikliaiPramušimasPrekyba pagal tendenciją
FMZ forum

This forum post asks how to use pyramiding in a strategy that combines a higher-level long signal with lower-level entry and exit signals. The author wants to add long entries whenever the smaller-scale long condition occurs while the larger long condition…

AkcijosPozicijos dydžio nustatymasIstorinis testavimasRizikos valdymas
FMZ forum

This tutorial explains how to add reusable template libraries to trading strategies and use a cryptocurrency spot-trading library. It demonstrates calling library buy and sell functions from interactive controls, while the template handles details such as…

KriptoturtasNeatidėliotinų sandorių rinkosPavedimų vykdymasRinkos mikrostruktūra
ProRealCode

Q-Trend combines a rolling price midpoint with average true range to create a trend line and volatility-adjusted thresholds. The midpoint is calculated from the highest and lowest source values over a chosen trend period. A sensitivity band is formed by…

Techniniai rodikliaiPrekyba pagal tendencijąPramušimasKintamumas
MQL5 code base

The document describes a chart indicator that organizes price swings into higher highs, higher lows, lower highs, and lower lows. For each completed move, it displays the distance in pips, the number of bars, and the retracement percentage. A Market Story…

Techniniai rodikliaiStatistika
BigQuant

The document studies a definition of an industry leader based on analyst coverage and strong links between a stock’s fundamentals and those of its industry peers. It describes the selected stocks’ general characteristics and examines whether their price…

Kinijos rinkosAkcijosInvestavimas pagal veiksniusStatistika
BigQuant

This article introduces XGBoost as a machine-learning method for quantitative stock selection using price and volume factors. It explains boosting as a process that adds weak learners in sequence, then contrasts AdaBoost’s reweighting of misclassified…

AkcijosMašininis mokymasisInvestavimas pagal veiksniusStatistika
BigQuant

This research summary examines whether stock return synchronicity—the degree to which a stock’s returns move with common factors—signals more or less information in prices. The conventional view treats high synchronicity as evidence of less firm-specific…

AkcijosStatistikaRinkos mikrostruktūraJAV rinkos
SuperMind

This post presents a Chinese stock-selection screen using three main conditions: RSI below 65, float market capitalization between 5 billion and 10 billion yuan, and positive net buying attributed to major participants during the opening auction. Its Python…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
SuperMind

This post describes a Chinese A-share stock screen combining daily price range, company size, profitability, turnover activity, and a weekday filter. It selects stocks with a daily high-to-low range of at least 1%, market capitalization up to 10 billion…

AkcijosKinijos rinkosTechniniai rodikliaiRizikos valdymas
MQL5 code base

This expert advisor trades within a configured time interval and uses the highest and lowest prices observed over a chosen number of bars as breakout levels. According to the description, a break below the low triggers a buy, while a break above the high…

Valiutų rinkaPramušimasPavedimų vykdymasRizikos valdymas
BigQuant

The document raises a portfolio-construction question about using a stock-ranking model to select both ends of its predictions: stocks with the highest factor scores and stocks with the lowest scores. The proposed idea is to hold the two groups together as a…

AkcijosInvestavimas pagal veiksniusPortfelio konstravimasMašininis mokymasis
SuperMind

The proposed Chinese equity screen focuses on stocks classified in the metaverse sector. It ranks them by the day’s auction amount, keeps the top five, and requires the prior day’s main-fund-flow measure to be positive. The post presents this as a way to…

AkcijosKinijos rinkosRinkos mikrostruktūraPavedimų vykdymas