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

Quant Q&A
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8,431 dokument
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Deribit Insights
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vn.py community
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Stratmill research code
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quant-trading
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Jesse
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pyfolio
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backtesting.py
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Sök i biblioteket

79,386 dokument

SuperMind

This post proposes screening Chinese stocks for a daily price move of at least one percent, a nonempty name for an outstanding convertible bond, and exclusion from a specified market segment. It presents the range condition as a way to identify active stocks…

AktierKinesiska marknaderTekniska indikatorerStatistik
MQL5 code base

This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…

Tekniska indikatorerValutahandelRåvarorVolatilitet
SuperMind

This post describes a Chinese equity screen combining three conditions: reported position increases above a threshold, the prior close above a long-term moving average, and a limited opening gain at 9:25. It also offers an alternative using turnover and a…

AktierKinesiska marknaderTekniska indikatorerBacktestning
SuperMind

This stock screen combines four filters: price amplitude above a stated threshold, market capitalization below a stated ceiling, positive net profit, and exclusion of the STAR Market. The accompanying discussion presents the amplitude filter as a way to find…

AktierKinesiska marknaderVolatilitetFaktorinvestering
TqSdk

This example describes a futures strategy using the Volume Price Trend (VPT) indicator on daily bars. It updates VPT by adding volume multiplied by the latest percentage price change, then compares the current value with a moving average. A trade is…

TerminerTekniska indikatorerMomentumBacktestning
BigQuant

This report explains how the MSCI China A50 Connect Index selects and weights large-cap Chinese equities. It chooses stocks across GICS industries, first taking leading free-float market-cap names by industry and then filling to 50 constituents; weights are…

AktierKinesiska marknaderFaktorinvesteringPortföljkonstruktion
BigQuant

This study examines quantitative stock selection within China’s electronics and electronic-components sectors. It reviews conventional fundamental and price-volume factors, reporting promising selection results for valuation, quarterly profit growth, return…

AktierFaktorinvesteringKinesiska marknaderBacktestning
BigQuant

The document introduces the Bias indicator, which expresses a closing price’s percentage deviation from its moving average over a chosen number of days. The calculation compares the close with the moving average, subtracts the average, and scales the…

Tekniska indikatorerStatistik
MQL5 code base

Volume Profile displays transaction volume at each price level over a chosen time interval as a horizontal histogram. Longer bars indicate prices where more trading occurred, while shorter bars indicate lower activity. The description presents it as a…

Tekniska indikatorerMarknadsmikrostruktur
ProRealCode

I Seek Trends adapts the ATR-based SuperTrend by inserting neutral phases between confirmed bullish and bearish states. Its five states distinguish established trends, transitions out of either trend, and full neutrality after a failed breakout. When price…

TrendföljningTekniska indikatorerVolatilitetRiskhantering
Hummingbot docs

The document explains an algorithmic strategy as a repeated cycle of collecting market and account data, processing it, and placing or cancelling orders. In Hummingbot, strategies read exchange data and user state on each clock tick, then apply logic…

KryptoOrderutförandeMarknadsmikrostruktur
BigQuant

Return on equity (ROE) measures net income relative to shareholders’ equity, expressing how much profit a company generates from its equity base. The document gives the formula and a simple numerical illustration, then describes how investors may interpret…

AktierFaktorinvesteringStatistikRiskhantering
SuperMind

This short-term stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on China’s Dragon-Tiger list with reported buying greater than selling, and a current high that is the highest over the recent two-day window.…

AktierKinesiska marknaderUtbrottVolatilitet
MQL5 code base

The described indicator estimates the relative strength of a selected currency, such as the New Zealand dollar, using closing prices from seven currency pairs that contain it. A zero line represents an average over a user-chosen period. A colored histogram…

ValutahandelTekniska indikatorerMomentum
MQL5 code base

This indicator compares each candle with the immediately preceding candle, looking for opposing changes in candle size and volume. It labels a candle as a growing divergence when its range increases while volume falls, and as a falling divergence when its…

Tekniska indikatorerStatistik
SuperMind

This daily stock screen selects securities before the market opens using three conditions: MACD above zero, a positive price-to-earnings ratio, and more than one year since listing. The document presents MACD as a way to identify an upward trend, treats…

AktierTekniska indikatorerMomentumKinesiska marknader
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the i_Trend oscillator. A signal is generated when a bar closes and the indicator cloud changes color, making the method dependent on confirmed bar-close changes rather than intrabar movement. Running the…

ValutahandelTekniska indikatorerBacktestningOrderutförande
SuperMind

This stock screening approach combines a Metaverse concept classification with an upward-sloping 30-day moving average and fundamental filters. It first selects companies associated with the theme, then looks for a rising average and firms below the stated…

AktierTekniska indikatorerTrendföljningFaktorinvestering
ProRealCode

The indicator colors a chart background according to whether the close agrees with both Supertrend and Parabolic SAR. It marks an upward condition when the close is above both indicators and a downward condition when the close is below both. The example uses…

Tekniska indikatorerTrendföljning
MQL5 code base

POGO is described as an oscillator intended to display the mean bar size over a selected period. Its calculation begins with the difference between each bar’s open and close, then applies a moving average to those values. The user can adjust the calculation…

Tekniska indikatorerStatistik
Freqtrade

This Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…

KryptoTekniska indikatorerMedelvärdesåtergångRiskhantering
SuperMind

This equity selection proposal combines RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and simultaneous bullish crossovers in three technical indicators, with MACD, KDJ, and DMI offered as examples. It interprets the RSI…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This proposed equity screen looks for stocks with turnover between 3% and 12%, three consecutive declining sessions, and a high product of price change and very large order net volume. The article frames the setup as a possible rebound candidate: the…

AktierMedelvärdesåtergångMarknadsmikrostrukturTekniska indikatorer