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Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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Sök i biblioteket

12,226 dokument

SuperMind

The document presents a short-term stock screen based on price movement, trading activity, and the open relative to the prior close. Its stated criteria are amplitude above 1, a price or K-line measure below 20, current volume above 10,000 lots, and an…

AktierTekniska indikatorerMomentum
SuperMind

A forum exchange explains when bar data can introduce lookahead bias in a trading strategy. The question concerns whether a bar's closing price is available at the time a daily strategy makes its decision. The response says that, in daily strategies, using…

BacktestningOrderutförandeMarknadsmikrostruktur
SuperMind

The proposed Chinese equity screen combines three conditions: at least five moving averages are said to overlap, the 9:25 opening gain is below 6%, and the 30-day moving average is rising. The accompanying explanation interprets overlap as relatively stable…

Kinesiska marknaderAktierTekniska indikatorerTrendföljning
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…

Kinesiska marknaderAktierMomentumMarknadsmikrostruktur
SuperMind

This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…

HögfrekvenshandelMarknadsgarantverksamhetOrderutförandeMarknadsmikrostruktur
SuperMind

This post describes a stock selection screen that combines RSI below 65, seven consecutive sessions with the close below the open, and declining fund-flow strength. It frames the conditions as a mix of technical signals and investor activity, then offers…

AktierTekniska indikatorerStatistikBacktestning
SuperMind

The article introduces mutually exclusive events as outcomes that cannot happen at the same time, then applies the idea to investment choices constrained by a limited budget. It contrasts positions that cannot be held together under its example budget with…

StatistikPortföljkonstruktionTekniska indikatorerAktier
SuperMind

This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…

AktierKinesiska marknaderMarknadssentimentMomentum
SuperMind

This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This stock screen selects main-board companies identified with the robotics theme, with float market capitalization below the stated threshold and turnover between 3% and 12%. It then ranks eligible stocks by the day’s auction trading value and selects five.…

AktierKinesiska marknaderMarknadsmikrostruktur
SuperMind

The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…

AktierTekniska indikatorerMomentumRiskhantering
SuperMind

This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…

Kinesiska marknaderAktierTekniska indikatorerMedelvärdesåtergång
SuperMind

The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
SuperMind

This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…

AktierFaktorinvesteringMomentumTrendföljning
SuperMind

This proposed Chinese-stock screen combines a technical condition with historical corporate data: it selects shares with RSI at or below 65, a listing history longer than one year, and a 2019 dividend ratio above 25%. The post includes a sample indicator…

AktierTekniska indikatorerFaktorinvesteringKinesiska marknader
SuperMind

This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…

AktierMomentumMarknadssentimentKinesiska marknader
SuperMind

This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…

AktierTekniska indikatorerMomentumKinesiska marknader