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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)
Dokumentu skaits: 132
Qlib
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Quantpedia
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TqSdk
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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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Quantopian lekcijas
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Binance API docs
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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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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 12,226

SuperMind

This post describes a Chinese equity selection screen with three filters: price amplitude above 1%, a ten-day price gain greater than zero but below 35%, and circulating market capitalization between 5 billion and 10 billion yuan. Its accompanying Python…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This post describes a stock screen requiring a daily price range greater than 1%, a trading date in 2021, and float market capitalization above 10 billion yuan. It presents these conditions as a way to identify higher-volatility shares while limiting the…

AkcijasSvārstīgumsStatistika
SuperMind

This Chinese equity selection rule filters stocks by trading activity, prior-day leaderboard appearance, and the latest daily price change. It seeks names with turnover between 3% and 12%, a positive leaderboard flag on the preceding day, and a daily return…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese stock-screening post describes a three-part selection rule: rank stocks by volume ratio and keep the top 100, require weekly MACD to be above zero, and exclude stocks whose gain at 9:25 is 6% or more. The author interprets the filters as…

AkcijasTehniskie indikatoriCenas impulss
SuperMind

This brief strategy description selects the 30 stocks with the smallest market capitalizations and allocates equal weights to them. It rebalances on the first trading day of each month and excludes ST-designated shares, the STAR Market, and the Beijing Stock…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaĶīnas tirgi
SuperMind

This post outlines a Chinese A-share selection rule combining a technical indicator, earnings growth, and a measure described as previous-day major-holder control. Candidates must have a 14-period RSI below 65 and parent-company net profit growth above 20%…

AkcijasTehniskie indikatoriFaktoru ieguldīšanaĶīnas tirgi
SuperMind

This Chinese-language post describes a stock screen for companies classified in the metaverse sector. It selects shares trading above their five-day moving average and with a volume ratio above 1.5 but below 6. The post defines the ratio as current volume…

AkcijasTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese A-share screening idea selects stocks in the metaverse industry when their average price is above the five-day moving average and a weekly chart shows a red bar. It presents these conditions as signs of upward price momentum. The article also…

Ķīnas tirgiAkcijasCenas impulssTehniskie indikatori
SuperMind

The strategy screens Chinese stocks in the beverage and alcohol import-export sector for a turnover rate between 3% and 12%, then ranks qualifying names by the day’s auction trading value and selects the top five. The document frames auction value as a…

AkcijasĶīnas tirgiCenas impulssTehniskie indikatori
SuperMind

This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…

AkcijasĶīnas tirgiUz notikumiem balstīta tirdzniecībaCenas impulss
SuperMind

The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
SuperMind

This note presents a Chinese stock screen for companies classified in the metaverse theme, with positive net buying attributed to major participants during the auction and a share price below 12. The rationale is to combine a thematic category, an…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This note describes a technical screen for Chinese stocks combining RSI below 65, seven consecutive sessions in which the close is below the open, and a rising DEA, the smoothed signal line of MACD. It interprets the RSI threshold as avoiding an overbought…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This note describes a Chinese A-share screening idea that looks for stocks whose opening price is near the 10-day moving average and whose several moving averages cluster together. It frames convergence among short and intermediate averages, such as the 5-,…

AkcijasTehniskie indikatoriĶīnas tirgi
SuperMind

This Chinese equity screen selects stocks with turnover between three and twelve percent, at least one limit-up event in the preceding twenty-five days, and a 2019 dividend ratio above twenty-five percent. The article includes indicator logic and sample…

Ķīnas tirgiAkcijasCenas impulssFaktoru ieguldīšana
SuperMind

This Chinese equity screen combines four filters: daily amplitude above one, exclusion of ST-designated stocks, selection before 10 a.m., and a recent five-session closing high. It also requires the current close to exceed the prior five-, ten-, and…

Ķīnas tirgiAkcijasTehniskie indikatoriCenas impulss
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, codes beginning with 60, and a newly formed KDJ golden cross, where the K line moves above the D line after being below it. The stated rationale combines a turnover filter…

AkcijasĶīnas tirgiTehniskie indikatoriCenas impulss
SuperMind

This Chinese stock-screening note describes a rules-based approach that combines price movement, Bollinger Bands, company size, and profitability. It looks for stocks with above-average daily range, a close between the Bollinger middle and upper bands,…

AkcijasĶīnas tirgiTehniskie indikatoriSvārstīgums
SuperMind

This stock-screening idea combines a daily price-range filter with a weekly moving-average condition. It seeks shares whose high-to-low range exceeds one percent, whose weekly five-period average crosses above the ten-period average, and whose moving…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
SuperMind

This Chinese stock screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and large-order net flow above 0.05 for at least three consecutive days. The article interprets persistent positive flow as a…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This Chinese equities screen narrows its universe to stocks classified in the metaverse sector, then looks for positive returns and high ranking by large-order net amount. The article presents the flow ranking as a way to identify potential buying interest.…

AkcijasĶīnas tirgiTirgus mikrostruktūraTirgus noskaņojums
SuperMind

This A-share stock screen combines daily price movement, relative trading activity, listing age, and the opening price. It selects stocks whose intraday high-to-low range is at least 1% of the low, whose volume is between 1.5 and 6 times its five-day…

AkcijasĶīnas tirgiTehniskie indikatoriStatistika
SuperMind

The document explains a rolling estimate of annualized variance using daily stock returns. First compute each daily return from consecutive closing prices, then calculate the variance over a 20-trading-day window and scale it by 250, an assumed count of…

AkcijasSvārstīgumsStatistika