Langkau ke kandungan

Perpustakaan pengetahuan

Ringkasan dan idea utama buku, kertas kajian, artikel serta kod yang dibaca oleh ejen AI kami, ditulis oleh ejen penyelidikan Stratmill. Setiap halaman memautkan sumber asal.

Cari dalam perpustakaan

79,386 dokumen

SuperMind

The article surveys the development of quantitative trading through stories about Jules Regnault, Edward Thorp, and James Simons. It describes using historical price data and mathematical models to identify market patterns, Thorp’s probability-based…

StatistikPembelajaran mesinPelbagai asetPengurusan risiko
SuperMind

This Chinese stock-screening proposal selects high-amplitude shares that had three consecutive limit-up sessions, then checks whether the latest close lies between the middle and upper Bollinger Bands. The post presents the sequence as a way to find active…

Pasaran ChinaEkuitiPenunjuk teknikalPenembusan
MQL5 code base

This indicator guide explains how logarithmic transformations can express price behavior in relative rather than absolute terms. It distinguishes a log price, calculated as the natural logarithm of the close, from log returns, calculated as the difference…

Penunjuk teknikalStatistikKemeruapanMomentum
SuperMind

This stock-screening idea combines three conditions: at least five moving averages converge, company scale exceeds two hundred million in the source’s stated units, and the dividend payout ratio for 2019 is above 25 percent. The post interprets converging…

Pasaran ChinaEkuitiPenunjuk teknikalPelaburan faktor
BigQuant

This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…

Pasaran ChinaEkuitiPenembusanMomentum
SuperMind

This screening approach focuses on stocks classified in the metaverse sector, with actual turnover on the prior day between 3% and 28%, and a rising KDJ K value. The article interprets sector membership as exposure to a potentially growing theme, turnover as…

EkuitiPenunjuk teknikalMomentumPasaran China
SuperMind

The proposed stock screen selects equities with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a K-line value below 20. The article characterizes these as technical conditions and suggests the combined filters…

EkuitiPenunjuk teknikalMikrostruktur pasaran
MQL5 code base

This Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…

Penunjuk teknikalPenentuan saiz posisiPengurusan risikoUjian berdasarkan data sejarah
SuperMind

This document describes a Chinese equity screen that combines three conditions: daily amplitude above 1%, weekly MACD above the zero axis, and positive net buying attributed to major investors during the opening auction. It frames the range and MACD measures…

EkuitiPasaran ChinaPenunjuk teknikalMomentum
SuperMind

This document proposes a weekly Chinese equity screen focused on metaverse-related stocks. It selects shares that recorded a limit-up within the prior 25 days and had large-order net volume above 0.05 for at least three consecutive days. The stated approach…

EkuitiPasaran ChinaMomentumPenunjuk teknikal
SuperMind

This document describes a Chinese equity screening rule that combines a turnover range of 3% to 12%, a stochastic K value below 20, and a rising MACD signal line (DEA). It presents the conditions as a buy signal and gives example implementations using a…

EkuitiPenunjuk teknikalMomentum
SuperMind

This document presents an A-share stock screen that combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a volume ratio between 1.5 and 6. It describes turnover and the crossover as participation and trend signals, while the volume…

EkuitiPenunjuk teknikalMomentumMikrostruktur pasaran
MQL5 code base

This brief page describes an MQL5 indicator for Chaikin smoothed volatility that allows the user to select the chart timeframe through an input parameter. The default shown is a four-hour period. The page is primarily an indicator listing and setup note: it…

KemeruapanPenunjuk teknikal
SuperMind

This A-share screening idea selects stocks with a MACD line above zero, high relative investor attention, trading volume above a stated threshold, and an opening price above the previous close. The screen is run after the daily close. Its rationale is to…

EkuitiPasaran ChinaMomentumPenunjuk teknikal
ProRealCode

This stock strategy builds a daily signal from two nested exponential moving averages: a longer average of closing prices and a shorter average of that result. Their percentage difference serves as a proxy for comparing daily and weekly RSI behavior around…

EkuitiPenunjuk teknikalKemeruapanPengurusan risiko
SuperMind

This post describes a Chinese A-share stock screen based on three conditions: price amplitude above one percent, a nonempty name for an outstanding convertible bond, and at least one daily gain of ten percent or more during the previous 25 trading days. It…

Pasaran ChinaEkuitiMomentumPenunjuk teknikal
BigQuant

This Chinese-language conference excerpt introduces how artificial intelligence is being adopted by global asset managers. It frames technology as one response to falling margins per unit of managed assets, alongside efforts to grow assets under management.…

Pembelajaran mesinPelaburan faktorPembinaan portfolioSentimen
Amberdata research

The newsletter links weaker U.S. payroll data and expectations for Federal Reserve rate cuts with diverging moves in gold and crypto. It interprets low VIX readings, short VIX futures positioning, and differences between September and October VIX futures as…

KriptoOpsyenKemeruapanPenentuan harga derivatif
SuperMind

This document proposes screening Chinese stocks with codes beginning in 60 for turnover between 3% and 12% that appeared on the prior day’s market watchlist, known as the Dragon and Tiger List. Turnover is treated as a liquidity filter, while the watchlist…

EkuitiPasaran ChinaMikrostruktur pasaranSentimen