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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

79,386 dokument

SuperMind

This intraday A-share screen selects non-ST stocks with price amplitude above 1, ranks candidates by the day’s opening auction amount, and keeps the top five before 10 a.m. It also cites a “five-step limit-up” condition, expressed as a sequence of rising…

AktierKinesiska marknaderMomentumTekniska indikatorer
MQL5 code base

This expert advisor combines a three-moving-average crossover signal with a Price Channel indicator. The moving averages expose configurable periods, shifts, and calculation methods, while the crossover component can be configured for current-bar signals and…

ValutahandelTekniska indikatorerTrendföljningRiskhantering
SuperMind

This A-share screening method combines three price-based conditions: RSI below 65, seven consecutive sessions with down candles, and a positive gain below 35% over the latest 10 sessions. The document explains the intent as filtering for stocks that have not…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
SuperMind

This post outlines a Chinese stock screen requiring turnover within a specified band, a daily gain above a threshold, main-board listing, and minimum company size. Its stated rationale is to focus on actively traded stocks that are rising while avoiding very…

AktierTekniska indikatorerKinesiska marknader
ProRealCode

This charting indicator converts selected market capitalization levels into corresponding share prices. The user supplies shares outstanding in millions; the script multiplies that figure by the current price to estimate market capitalization, chooses a…

AktierTekniska indikatorer
SuperMind

This post describes a stock selection screen for Chinese equities. It selects stocks with a daily high-low range above a threshold, positive afternoon large-order net inflow, and exclusion of the STAR Market. It treats a wide range as a sign of greater price…

AktierVolatilitetMarknadsmikrostrukturTekniska indikatorer
BigQuant

This report examines whether price momentum signals behave differently according to which types of traders account for trading volume. It divides A-share participants into retail, medium, large, and institutional groups based on order size, then compares…

AktierMomentumMedelvärdesåtergångFaktorinvestering
BigQuant

This short data-support exchange explains a discrepancy between stock prices shown by two Chinese market data services. The response attributes the difference to BigQuant providing backward-adjusted prices and notes that providers can use different…

AktierKinesiska marknaderBacktestningStatistik
SuperMind

This Chinese equity screen looks for stocks associated with the robotics concept, with daily amplitude above 1%, circulating market value below 10 billion, and a close above the previous session’s low. The article explains the last condition as a possible…

AktierTekniska indikatorerKinesiska marknaderRiskhantering
ProRealCode

This indicator plots recent fractal high and low levels on a price chart. It tracks candidate highs and lows, then updates the plotted level after subsequent price movements confirm the candidate. These levels can help traders identify local turning points…

Tekniska indikatorerStatistik
SuperMind

This stock screen combines three conditions: turnover between 3% and 12%, a reversal pattern described as an engulfing move, and a short-term price average above a longer moving average. The accompanying examples outline how to filter for turnover, calculate…

AktierTekniska indikatorerMomentumKinesiska marknader
ProRealCode

The document presents a long-only breakout and momentum system for Nasdaq instruments on hourly and four-hour charts. It builds a composite signal from normalized price momentum and a short-term upward impulse, giving the impulse component greater weight. An…

TerminerAmerikanska marknaderUtbrottMomentum
SuperMind

This post describes a Chinese equity screen focused on companies classified in the metaverse theme. It selects shares whose relative volume falls within a specified band and whose MACD DEA line is rising. The post explains the volume condition as a way to…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This post proposes screening Chinese equities using a historical dividend measure alongside price activity: a stated 2019 dividend ratio above 25%, intraday amplitude above 1, and a 9:25 price rise below 6%. It frames the combination as a way to find active…

AktierKinesiska marknaderFaktorinvesteringTekniska indikatorer
ProRealCode

The document describes a visual variation of the moving average convergence divergence (MACD) indicator. It calculates the difference between fast and slow exponential averages, then compares the resulting MACD line with its prior value to determine whether…

Tekniska indikatorerMomentumTrendföljning
SuperMind

This short-stock-screening strategy selects shares with daily amplitude above a threshold, apparent control by major traders on the previous day, and a high ranking by net large-order volume. The rationale is that amplitude indicates price movement, the…

AktierKinesiska marknaderTekniska indikatorerMomentum
Amberdata research

The document explains how lending market metrics can help track activity across protocols and networks. It discusses total value locked (TVL), deposits and withdrawals, borrowing and repayments, liquidations, stablecoin use, and user activity. These measures…

DeFiOn-chain-dataRiskhanteringMarknadsmikrostruktur
SuperMind

This equity screening proposal combines a price-amplitude threshold with institutional participation and positive net buying by major participants during the opening auction. Its final stated conditions specify amplitude above 1, institutional participation…

AktierKinesiska marknaderTekniska indikatorerMarknadsmikrostruktur
Amberdata research

The document reviews crypto market conditions ahead of the Bitcoin halving and discusses how macroeconomic pressure may affect sentiment and options pricing. It points to higher Treasury yields and a stronger dollar as headwinds while noting that implied…

KryptoOptionerVolatilitetPrissättning av derivat
SuperMind

This stock screen combines three technical conditions: RSI below 65, seven consecutive sessions with closing prices at or below opening prices, and a KDJ bullish crossover. The document presents the setup as a way to find stocks that have recently weakened…

AktierTekniska indikatorerMomentumKinesiska marknader
Amberdata research

The webinar summary addresses how to estimate option values in newer crypto markets where liquid options data may be sparse or absent. It describes Amberdata’s approach as using liquid equity options as a reference for generating implied volatility surfaces,…

KryptoOptionerVolatilitetPrissättning av derivat
MQL5 code base

This expert advisor measures the high and low during a configurable opening interval using one-minute data. After that range is complete, it watches for a chart-period bar to close beyond either boundary plus a buffer. A breakout can trigger one market…

UtbrottValutahandelOrderutförandePositionsstorlek
BigQuant

The document raises a portfolio-construction question: how to adjust the weights of several strategies dynamically based on their simulated return curves, instead of assigning fixed weights. It frames the goal as improving the robustness of the combined…

PortföljkonstruktionBacktestningRiskhantering
SuperMind

The document describes a Chinese stock screen requiring daily amplitude above 1, a controlling-shareholder measure above 21, and a position-change ratio above 5%. It presents the three conditions as a way to find stocks with notable price movement and…

Kinesiska marknaderAktierTekniska indikatorerRiskhantering