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 market commentary links changing US inflation, employment, and rate expectations to crypto risk sentiment, then reviews Bitcoin and Ethereum options positioning ahead of an FOMC decision. It describes bullish Bitcoin flows, including call buying and put…
This Chinese stock screening proposal combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a listing date in 2021. It frames the screen as a way to focus on newer companies in…
JSATL combines two smoothing methods in sequence: it first applies the Slow Adaptive Trend Line (SATL) digital filter to a price series, then applies JMA adaptive smoothing to the filtered output. The additional smoothing is intended to reduce reactions to…
This stock selection rule combines an RSI reading below 65, a daily gain greater than 1%, main-board listing status, and an intraday low between 4% and 5% below the reference level. The stated rationale is to find shares with possible rebound potential,…
This Chinese stock screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion of stocks that hit the daily limit the previous day. The rationale is to seek…
This Chinese equity screen combines an amplitude threshold with two MACD-based conditions: a positive weekly histogram, described as a red bar, and a positive daily MACD reading. The article frames the amplitude filter as a way to retain stocks with price…
OpenTime 2 describes an Expert Advisor that can open positions during two configurable time windows on selected weekdays. Each window has its own allowed direction, stop loss, take profit, and closing-time setting. The EA permits at most one position per…
This Chinese stock screen combines three filters: daily amplitude above one, more than a year since listing, and a closing price above its five-day moving average. The article presents the moving-average condition as a way to identify a short-term upward…
This document describes two extended indicator functions intended to expand the calculation choices available to trading programs such as expert advisers. The Bollinger Bands extension accepts a fractional deviation value and supports moving-average types…
This short document describes a higher-timeframe variant of the Ozymandias standard deviation indicator. Its stated addition is a timeframe input, which lets the user select the chart period from which the indicator draws its data. The example setting shown…
This document describes how to configure Lumibot’s CCXT broker for KuCoin. KuCoin is not presented as a globally auto-detected credential route, so the guide uses an explicit broker configuration with the exchange identifier and API key, secret, and…
OctoBot profiles determine which strategies and evaluators run, which cryptocurrencies and trading pairs are considered, which exchanges are enabled, and whether trading uses spot or futures. The guide explains how to edit strategy settings through the…
The document explains the DeMarker oscillator as a way to compare recent price action with the preceding period to gauge demand. It describes the indicator as bounded from 0 to 1 and notes that, unlike many oscillators, it does not use smoothed data. Traders…
This article describes a daily A-share screening rule applied after the market opens. It keeps stocks whose MACD is above the zero line, ranks them from highest to lowest by stock popularity, and excludes companies classified as being from Beijing. The rule…
The document presents a Chinese A-share screening rule combining price movement, large-order net volume, and company size. It selects stocks with an amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and circulating…
This research summary studies whether lagged returns from related industries can help predict industry returns for sector rotation. It motivates the question by noting that such predictability would not be expected in an ideal frictionless market, while real…
This research summary examines low-volatility investing in overseas markets and mainland Chinese equities. It presents the low-volatility anomaly as a source of long-run risk-adjusted performance, with a behavioral explanation: speculative demand and…
This weekly crypto market note reviews Bitcoin’s rally, liquidation-driven price swings, upcoming US macro events, and the implications for options volatility. It connects a sharp move through prior price levels with short liquidations, a subsequent rapid…
This screen selects stocks associated with the metaverse theme, with a rising 30-day moving average and a 14-period RSI below 65. It combines a thematic filter with a basic trend condition and an RSI threshold. The post gives formula references and a Python…
This stock-selection screen combines a turnover range of 3%–12%, a recent KDJ golden cross, and a share price below 12. It is presented as a way to focus on liquid, potentially rising lower-priced shares. The article includes a formula reference and a Python…
This report summary describes a Barra-style risk model for Hong Kong stocks, built to study factor returns and portfolio exposures. Its data foundation combines security details, prices, trading activity, Hang Seng industry classifications, valuation…
This note proposes screening metaverse-sector stocks whose opening price is near the ten-day moving average and that show positive afternoon net inflow from large orders. It presents proximity to the average as a way to find relatively steady price action…
This framework overview explains TqSdk’s component layout and message flow. It describes TqChan as a one-way queue between components and outlines how order messages travel from user code through TqApi and TqAccount to a trading gateway. In the reverse…
This note describes a Chinese equity screen combining metaverse-sector membership, a rounded price pattern, and year-over-year growth in net profit attributable to shareholders of the parent company between 20% and 100%. It presents the pattern as a possible…