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Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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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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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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WonderTrader
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Alphalens
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backtesting.py
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Technical Analysis
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QTPyLib
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Lumibot strategies
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 12,226

SuperMind

This Chinese-language post describes an equity screening rule that combines a daily high-low range threshold, five consecutive years of return on equity above 15%, and a KDJ indicator condition below 20. The intended combination is a technical filter…

Ķīnas tirgiAkcijasTehniskie indikatoriFaktoru ieguldīšana
SuperMind

This stock selection example combines three filters: turnover between three and twelve percent, outside volume greater than 1.3 times inside volume, and a positive institutional direction measure. The article frames turnover as a liquidity or activity…

Ķīnas tirgiAkcijasTirgus mikrostruktūraStatistika
SuperMind

This Chinese stock screen selects listed shares with turnover rates between three and twelve percent, excludes Beijing-listed stocks, and keeps stock codes beginning with 60. The article describes these filters as a way to focus on relatively active shares…

Ķīnas tirgiAkcijasRīkojumu izpilde
SuperMind

This stock selection example combines a daily price range filter with a calendar-year condition and a rising Commodity Channel Index (CCI) pattern. It first looks for a high-to-low range exceeding one percent of the previous close, restricts observations to…

Ķīnas tirgiAkcijasTehniskie indikatoriSvārstīgums
SuperMind

This document describes a stock screen intended to find possible trend changes. It looks for equities whose moving averages converge, using at least five averages as the selection condition, and also imposes a limit on the indicated pre-open gain. The…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This document proposes a Chinese equity screen combining prior-day price amplitude above 1, appearance on the trading leaderboard with purchases exceeding sales, and a connection to the metaverse theme. The rationale is that a larger daily range may identify…

AkcijasĶīnas tirgiSvārstīgumsTirgus noskaņojums
SuperMind

This stock selection rule combines a 14-period RSI below 65, price above its five-day moving average, and a reversal pattern. The article’s final formulation calls for three consecutive bearish candles followed by a bullish candle. It presents indicator…

AkcijasĶīnas tirgiTehniskie indikatoriAtgriešanās pie vidējās vērtības
SuperMind

This document outlines a Chinese equity screen based on an intraday amplitude threshold, exclusion of ST-designated stocks, a five-day high condition described as a limit-up method, and at least two limit-up events over a 500-day lookback. It supplies a…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This document presents a Chinese equity selection rule requiring MACD above zero, the current high to match a two-day high, and more than two limit-up events within ten days. It explains these conditions as indicators of positive momentum, a nearby price…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This document describes a Chinese equity screening idea that combines turnover between 3% and 12%, at least one limit-up event in the prior 25 days, a concentration condition, and a minimum market-cap filter. Its stated rationale is to find stocks with…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This proposed equity screen looks for main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and at least one day with a gain of 10% or more during the prior 25 trading days. The document frames a large recent daily move as a sign of…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This stock-selection proposal combines three filters: daily price amplitude of at least 1%, turnover between 2% and 9%, and a ratio of buying-side to selling-side volume above 1.3. The author presents amplitude and turnover as measures of price activity and…

Ķīnas tirgiAkcijasTehniskie indikatoriTirgus mikrostruktūra
SuperMind

This stock screen targets companies in the metaverse industry that had a limit-up event within the prior 25 days and have a rising DEA indicator. It proposes running the selection before 10 a.m. and choosing stocks for that day. The document includes a brief…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This note describes selecting stocks with turnover between 3% and 12%, a rising DEA measure, and a 2021 listing date. The proposed rationale is to combine a band of trading activity with a trend signal, while restricting the universe to recently listed…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note presents a stock screen combining a daily price range of at least one percent, a volume ratio between 1.5 and 6, and a positive daily MACD condition. The accompanying indicator formula adds a transition check: the prior MACD is below zero while the…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
SuperMind

The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

The document proposes a daily Chinese A-share screening rule using three conditions: MACD above its zero line, share price below 12 yuan, and the opening price within five percent of the 10-day simple moving average. It says the screen is run before 10 a.m.…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This post proposes a Chinese A-share stock screen combining a 14-period RSI below 65, at least two limit-up sessions within 500 days, and a gain over 2021. It presents the criteria as a way to find stocks with prior strong moves while filtering for a less…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This Chinese equity screen selects stocks associated with the metaverse concept, with a 30-day moving average that is rising and at least one daily gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

This study presents StockRanker, a supervised learning-to-rank method for selecting Chinese A-shares. It uses gradient-boosted trees to rank the market by expected future return. The input features are derived from seven basic price and volume series using…

Ķīnas tirgiAkcijasMašīnmācīšanāsFaktoru ieguldīšana
SuperMind

This stock selection proposal looks for a reported increase in holdings above 5%, a prior session that did not finish at the daily limit, and a shortening green histogram bar on a 15-minute MACD. The article interprets the position increase as possible…

AkcijasTehniskie indikatoriCenas impulssĶīnas tirgi
SuperMind

This stock screen combines a turnover range of 3% to 12% with a positive product of price change and net large-order flow. It also requires current volume above 10,000 lots and an opening price above the prior close. The accompanying implementation ranks…

AkcijasTirgus mikrostruktūraTirgus noskaņojumsĶīnas tirgi
SuperMind

This stock selection rule combines a daily price move threshold, a minimum listing age, and an upward alignment of moving averages. The formula requires the close to exceed averages from short to long lookback windows, with each average higher than the next.…

AkcijasTehniskie indikatoriSekošana tendenceiĶīnas tirgi