Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 79,386
This study considers whether a company’s decision to capitalize research and development spending conveys information about future project profitability. Because accounting rules allow judgment in deciding whether development costs should be capitalized, the…
This study turns unusual intraday stock behavior into a measurable event signal. It describes days when a stock repeatedly moves against the direction of the broader index, then uses correlation to screen for these cases. The resulting event samples are…
This study examines whether managers of equity-focused and mixed equity funds can anticipate shifts between market styles defined by company size, and whether any apparent skill persists. It identifies funds that ranked near the top around past style…
The post outlines a rules-based stock screen using three filters: price amplitude above 1, circulating market capitalization above 10 billion yuan, and a volume-ratio range above 1.5 but below 6. It presents the combination as a way to select stocks with…
The newsletter assesses a sharp rise in Bitcoin volatility alongside macroeconomic catalysts and crypto market positioning. It uses options implied volatility and term-structure richness as indicators of stress, noting that a high backwardation reading has…
This release overview describes VeighNa 4.0 and its new vnpy.alpha module for developing machine-learning, multi-factor strategies. The module is organized around feature datasets, model training, strategy research, workflow management, and example…
The document presents a SQL approach to estimating annualized variance for Chinese stocks. It first calculates daily close-to-close returns for each instrument, then applies a rolling 20-observation standard deviation, squares that value, and multiplies by…
The article describes a framework that links macroeconomic and style factors with traditional asset-class allocation. It proceeds from selecting factors and estimating asset exposures to building factor-mimicking portfolios, forecasting their returns,…
This stock screen selects shares with a daily range above a stated threshold, at least two limit-up moves during the preceding 500 days, and a current low below the previous day’s low. The article interprets the range and historical limit-up conditions as…
The PDFma indicator is described as a weighted average or digital filter whose coefficients are derived from a probability density function. It offers floating levels, quantile levels, or no levels, with the last option enabling a slope-based mode. Color…
This Expert Advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. Each side has its own magic number, position sizing settings, and switches for enabling entries and exits, allowing its parameters to be configured…
The document describes a multi-timeframe version of the ChannelsFIBO_v2 indicator. Its distinguishing setting is a source-data timeframe parameter: the indicator can display the situation associated with a chosen chart period even when the user’s active…
The document presents a Chinese-market equity screen for stocks classified in the metaverse industry. It requires a bullish MACD crossover, a 5-day moving average crossing above both the 10-day and 20-day averages, and at least one daily gain of 10% or more…
The document outlines an extended Wilder double-smoothed exponential moving average that adapts its responsiveness using a volatility ratio. According to the description, the adaptation is intended to make the indicator react more quickly to market changes…
The document describes a Chinese-market stock screen combining three conditions: rank stocks by volume ratio and retain the top 100, require the opening price to be near the 10-day moving average, and require the close to be above the 30-day average. It…
This note describes a Chinese stock screen requiring an RSI below 65, greater displayed buy-side than sell-side volume at the best quote, and an issuance year of 2021. It presents RSI as a price-momentum measure and the order-book comparison as a gauge of…
This note proposes a Chinese stock screen using three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and free-float shares no greater than 5.5 billion. It frames amplitude as a measure of…
This note describes a Chinese A-share screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires MACD to have been below zero two days earlier. It presents the filters as a way to combine trading activity with a…
This MetaTrader 5 Expert Advisor trades reversals in the direction of the FatlMacd indicator. It forms a signal at bar close when the indicator changes direction. Running the advisor requires the compiled FatlMacd indicator file in the platform's Indicators…
A forum user asks how to check whether enough funds are available before starting a spread-arbitrage order algorithm. The stated motivation is to avoid opening only one leg of a paired trade when the account cannot support both sides. A reply points to…
The document describes an indicator that plots relative strength or correlation across eight currencies and gold. Users choose one of several technical measures as the basis for the calculation: moving average, MACD, stochastic oscillator, RSI, CCI, Relative…
This document explains an MT5 indicator for placing an alert at a chosen price directly on a chart. A trader selects an alert type and time zone, then clicks the chart to set the price threshold. The alert can appear in a window, arrive as a mobile push…
This Expert Advisor variant adds a configurable weekly trading window to an EA based on a Spearman rank correlation histogram. Inputs set whether interval-based trading is enabled and define the start and end by weekday, hour, minute, and second. The example…
LaguerreVolume applies a Laguerre filter to smooth volume data. The document identifies the indicator’s creators as Emerald King and t_david and notes that it was first implemented in MQL4 and published in 2007. The description offers no equations, parameter…