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Dokumentu skaits: 79,386
The submission contrasts discretionary and quantitative investing. It describes quantitative work as gathering and cleaning high-dimensional data, calculating factors, and using rules to make trades programmatically. It also suggests that machine learning…
This document explains the purpose and use of a repository of example strategies for Jesse, a trading research platform. The examples are intended to demonstrate different implementation approaches, indicators, and strategy functions. Users can copy a…
This document describes a Chinese equity screen that combines an amplitude threshold, high current trading volume, an opening price above the prior close, and seven consecutive declining sessions. It frames the setup as a way to find heavily traded, volatile…
This document describes an Expert Advisor that runs two SilverTrend-based trading systems, one for long positions and one for short positions. Each side has separate settings, including its own identifier, trade sizing mode, and controls for permitting…
The post describes a Chinese equity screen requiring a turnover rate between 3% and 12%, a stock code beginning with 60, and a positive daily MACD reading. It frames positive MACD as a sign of an upward trend and moderate turnover as a selection constraint.…
The article challenges three barriers often thought to exclude individual investors from quantitative trading: advanced mathematics, coding skills, and large capital. It presents quant methods primarily as statistical tools for understanding markets, and…
This post outlines a Chinese equity screen for companies associated with the metaverse theme. It combines an RSI reading below 65 with market capitalization below 10 billion yuan and a history described as having no losses. It also mentions filtering for…
This post describes a screen for Chinese stocks associated with the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose 20-day moving average is above the 120-day moving average. The short average condition…
This post proposes an A-share selection rule using three conditions: at least five moving averages are said to converge, a morning-star candlestick pattern appears, and the gain observed at 9:25 is below 6%. It frames the moving-average condition as a sign…
This indicator summarizes the direction of a ColorZerolagJCCX oscillator across ten timeframes. It displays a set of colored squares: pink represents a falling oscillator, light blue a rising oscillator, and gray indicates neither direction. Its readings use…
This note describes an indicator based on a formula by Welles Wilder. It combines a fluctuation indicator with a cumulative fluctuation index and presents price movement as a colored histogram. The document identifies the indicator’s origin and says it was…
The proposed stock screen combines three conditions: daily price range above a threshold, MACD above its zero line, and positive afternoon net large-order inflow. The accompanying rationale treats a wide range as evidence of volatility, positive MACD as a…
The author warns that rented strategies can display steadily rising live curves while concealing a risk of catastrophic loss. They describe systems resembling martingale or complex hedged, locked-position approaches, and recount a trader who ran several…
This brief indicator description explains a signal built from two Commodity Channel Index calculations applied to open and close price series. It generates a semaphore-style marker when the difference between the two CCI values changes sign, matching a…
The article summarizes research using Forcerank, a platform where participants rank stocks by expected performance over roughly a week. Regressions of consensus ranks on past returns show that participants extrapolate recent performance, with more weight on…
The document describes an account-level risk utility for prop-firm evaluations. Attached to one chart, it monitors account equity against daily loss and maximum drawdown limits. When a threshold is reached, it closes open trades, removes pending orders…
This strategy combines volatility bands, a long moving average, a short-period RSI, and a trading-hours filter to take both breakout and reversal trades. It calculates bands from an exponentially weighted mean and variance of log prices. Signals use price…
The document describes a trading expert advisor that uses fractals across two timeframes to identify support and resistance, with entries based on the open candle. It lists configurable controls for trade sizing, moving averages, stop loss and take profit,…
The Chande Momentum Oscillator measures momentum by comparing the total gains and losses over a recent period with the total price movement. This variation replaces fixed threshold levels, commonly set at plus and minus fifty, with Discontinued Signal Lines…
This article proposes a Chinese stock screen requiring at least five moving averages to converge, appearance on the previous day's market activity list, and a shortening MACD histogram on a 15-minute chart. It interprets clustered averages as a stable…
This article describes a Chinese stock screen combining RSI below 65, membership in the beverage and alcohol import-export industry, and positive net buying pressure from the opening auction. It presents the auction-flow condition as a short-term measure of…
This sector-rotation study uses the absorption ratio to measure how concentrated the risks embedded in a group of asset returns are. The ratio reflects the share of total return variation explained by a small set of orthogonal components: higher readings are…
This research summary examines whether hedge funds’ exposure to changes in investor sentiment predicts subsequent performance. It estimates each fund’s sentiment beta with a rolling 36-month window, forms equal-weighted portfolios by beta, and uses…
This post outlines a Chinese equity screen that combines price behavior with a share-float constraint. It selects stocks with amplitude above 1, a rising bottom pattern, and a circulating share count no greater than 5.5 billion shares. It gives example…