Povzetki in ključne ideje knjig, razprav, člankov in kode, ki jih berejo naši agenti UI, pripravljeni s Stratmillovim raziskovalnim agentom. Na vsaki strani je povezava do izvirnika.
79,386 dokumentov
This extended Donchian Channel indicator plots the rolling high and low boundaries, calculated over a configurable period and shifted by a selected number of bars. It presents the channel in three forms: directly on the price chart, as a centered oscillator,…
The document describes an indicator derived from PanPrizMA Sin leverage 72 that calculates a wave’s phase and amplitude. Phase is expressed in degrees across a full cycle, with a complementary antiphase representation; amplitude is measured in price points.…
This Chinese equity screening proposal filters for stocks with daily amplitude above 1% and a positive ten-day gain below 35%, then ranks qualifying names by a market-attention measure. The rationale is to find stocks showing activity and some recent…
This proposed Chinese A-share screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed or Beijing-based names, and uses enterprise ownership or company classification as an additional selection dimension. The accompanying discussion…
This literature summary describes applying classification and regression trees (CART) to cross-sectional stock selection. The motivating advantage is that a tree can represent nonlinear relationships and interactions among variables, which linear models or…
This weekly Chinese equity research note tracks index-enhancement portfolios benchmarked to the CSI 300, CSI 500, and CSI 1000, and monitors single-factor portfolios within those indices and a public-fund-heavy-stock universe. Its portfolio construction is…
This post proposes screening Chinese stocks for daily amplitude above 1%, a robot-related concept, circulating market capitalization below 10 billion yuan, and a weekly candle condition described as a sufficiently tall red bar. It presents example screening…
This post describes a Chinese equity screen that combines membership in the metaverse theme, positive net buying attributed to large participants during the opening auction, and a share price at or above 18.5 yuan. It sketches implementations using…
The document explains a MetaTrader volume profile indicator that groups trade counts or reported volume by price over chart intervals or a user-selected range. Users can choose range boundaries, data source timeframe, histogram style, and which reference…
This article outlines an approach to improving a random forest stock-selection model through factor screening and parameter experimentation. It first limits the stock universe by excluding firms under special treatment and delisted stocks. Candidate…
This document describes a smoothed Money Flow Index oscillator displayed as a histogram. Its values are mapped to a symmetric range from -50 to +50 to make the display easier to read. Histogram colors can be configured to highlight either breaks beyond…
This Chinese-language note describes a stock screen based on daily price amplitude above 1%, trading value above 60 million on the previous day, and a positive daily MACD. It presents amplitude and turnover as ways to find active stocks, while MACD is used…
The document describes a chart indicator that displays three JFATL smooth fast digital filters, each using a different timeframe. Its stated function is to let users view the filters together on one chart, potentially offering a multi-timeframe perspective…
This document introduces a VWAP indicator for intraday trading and describes its use in judging price relative to a volume-weighted average. It notes that algorithmic and institutional traders use VWAP as a reference, while day traders may use it to assess…
This document summarizes experiments with a convolutional neural network (CNN) trading model called Deep Alpha. It reports that a seven-layer version performed better than a two-layer version in a same-period comparison, which the authors attribute to…
The document describes a Chinese stock selection rule that combines a technical screen with historical revenue growth. It selects stocks with RSI below 65, a rising MACD signal line (DEA), and 2021 revenue more than 10% above 2018 revenue. The accompanying…
The Quantitative Qualitative Estimator (QQE) combines a smoothed Relative Strength Index with fast and slow trailing levels. These levels are based on the variability of the smoothed RSI rather than directly on price ranges. To construct them, the method…
A Recursive Moving Average applies repeated smoothing to a price series, with the number of iterations controlling how smooth the result becomes. The description connects this approach to indicators such as double and triple exponential moving averages and…
This stock-selection method screens shares whose codes begin with 60 and whose turnover rate is between 3% and 12%, then selects those with three consecutive sessions where the close is below the open. It treats a run of down candles as a possible reversal…
The article explains a box spread formed from four options at two strike prices: a lower-strike call is bought, a higher-strike call is bought, and puts at the two strikes are sold and bought in the corresponding legs. It presents the position as the…
This Qlib documentation explains a workflow for preparing financial data for quantitative research. Users convert market data into Qlib’s binary format, derive features with its expression engine, apply more complex transformations through data handlers, and…
This description outlines an expert advisor that adds orders at set grid intervals after an initial position is opened. Traders can configure whether order size increases as the grid expands, and can use RSI and CCI signals at grid steps to filter additional…
This post describes a stock screen based on a trading-range threshold, three consecutive days of gains, and at least a year since listing. It presents the range condition as a way to find active stocks, the recent gains as a short-term strength signal, and…
This document describes a Tom DeMark-inspired moving average indicator that identifies a likely trend from changes in recent highs or lows. A bullish condition occurs when the current low exceeds prior lows over a configurable trend period; a bearish…