Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
79,386 documentos
This document describes a smoothed correlation indicator intended to distinguish trending price action from ranging or erratic movement. It calculates a bar-to-bar correlation coefficient over a correlation period and then applies smoothing, with both…
This stock-screening proposal selects equities whose 5-, 10-, 20-, 30-, and 60-day moving averages converge, with turnover above 2% and below 9%, and a dividend payout ratio above 25% for 2019. The author interprets clustered short- and medium-term averages…
This introductory programming note describes several Python mistakes that can make code behave unexpectedly or become harder to maintain. It recommends checking which Python version a program targets, favoring clear code over compressed one-liners, and…
This short forum exchange discusses how to handle large orders when building options strategies with the elite_optionstrategy module. A response explains that the module does not provide detailed control over placing and canceling orders. Instead, it…
This overview organizes common machine learning methods in two ways: by their form or function, and by how they learn from data. It surveys regression, instance-based methods, regularization, decision trees, Bayesian methods, clustering, association rules,…
The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…
The indicator described here creates an index for one of the eight major currencies from a configurable basket of as many as ten components. Users can select currency pairs or other instruments, turn each component on or off, and choose whether to invert the…
This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…
This MetaTrader expert advisor combines three moving averages with the Moving Average of Oscillator and Relative Vigor Index indicators. It evaluates signals only when a new bar forms, and exposes a minimum separation setting for the moving averages. The…
The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…
A multi-factor analysis reports factor coverage below the required threshold, even though basic descriptive statistics and a null check do not reveal an obvious problem. The suggested diagnosis is that a feature extraction step removes rows containing…
A trader reports that a stock-selection strategy using TA-Lib indicators produces different results each time it is run. The response points to an SQL query in one module that lacks an explicit sort order as the likely cause. When rows arrive in an…
Paromon is a chart indicator that marks the start of each trading day and displays that day’s high and low prices. Its purpose is to make the daily range visible on a price chart, which can help traders orient intraday price action around the session’s…
The document briefly describes an indicator built from two Double Exponential Moving Averages applied to averaged high and low price series. Together, these averages form a channel. Candles that move beyond the channel receive a color associated with the…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, displayed first-level bid volume greater than ask volume, and reported holder concentration below 20%. The candidates are then ranked by price change,…
The document describes a configurable engine that combines up to 11 common indicators into long or short signals. Users can require every enabled indicator to agree or allow any one of them to trigger. The indicators include moving average crossovers, RSI,…
The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…
This article proposes a compact framework for reviewing the equity market by sector rather than inspecting every stock individually. To gauge sector persistence, it counts stocks moving from an initial limit-up session to a second consecutive limit-up…
The document outlines a mean-reversion strategy for two assets selected for cointegration. It uses the Engle–Granger two-step approach: regress one price series on the other, test whether the residuals are stationary, then fit an error-correction model and…
The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…
This research summary describes a study of retail investor attention and asymmetric volatility in China’s A-share market. The authors use the balance of positive, negative, and neutral posts on online stock message boards to construct a proxy for asymmetry…
This user post describes rolling model training for stock forecasts using two approaches. The StockRanker example updates the model annually, fitting on one year of data and predicting over the following year. The XGBoost example instead constructs monthly…
This Chinese equity research excerpt analyzes the beer industry’s shift from pursuing output scale toward improving profitability through premium products. It separates the outlook into volume and price per ton: production depends on the number of operating…
The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…