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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.

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MQL5 code base
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Bitget Academy
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Machine Learning for Trading
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arXiv papers
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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

MQL5 code base

DayDeMarker adapts the DeMarker indicator’s calculation period to the number of bars elapsed in the current day. It is presented for intraday decision support and is available on timeframes from one minute through one day. The description notes that…

Tekniska indikatorerStatistik
MQL5 code base

This short page describes a simple way to view the intraday performance of individual currencies. Users can adjust line appearance and choose the hour and minute that define the start of a trading day, so the comparison can be aligned to a preferred session…

ValutahandelTekniska indikatorer
BigQuant

This document introduces mobile network activity as an alternative data source for quantitative investing. It explains that mobile devices continually exchange signals with cell towers and Wi-Fi access points, and that legally anonymized records may reveal…

AktierKinesiska marknaderStatistik
SuperMind

This Chinese-language post outlines a stock screen combining price movement, recent strength, and MACD. The initial criteria look for stocks with a large daily high-low range, at least one session with a gain of 10% or more in the recent 25 trading days, and…

AktierMomentumTekniska indikatorerVolatilitet
SuperMind

This stock selection method screens after each trading day for shares whose MACD histogram is above zero and whose close is above the prior day's low. It then ranks qualifying names by reported stock heat, from highest to lowest, and the example code retains…

AktierKinesiska marknaderTekniska indikatorerMomentum
MQL5 code base

This brief indicator note describes ATRratio_HTF, a version of the ATRratio indicator that lets the user choose the chart period through an input parameter. The example period shown is four hours, illustrating that the indicator can be configured to use a…

Tekniska indikatorerVolatilitet
BigQuant

This beginner tutorial uses the MNIST handwritten digit dataset to introduce TensorFlow through a simple image classification task. Each image has a digit label, and the model is intended to predict that label from the image. The tutorial chooses softmax…

MaskininlärningStatistik
SuperMind

This Chinese equity screening idea selects stocks with an amplitude above 1, a product of yesterday’s turnover and today’s auction volume relative to yesterday’s volume between 0.5 and 2, and a prior-day signal that major market participants controlled the…

AktierKinesiska marknaderMomentumMarknadsmikrostruktur
MQL5 code base

This brief document describes a customizable version of Bollinger Bands. Its distinguishing feature is that users can choose the moving average method used in the calculation and select which price series supplies the input. The listed average methods…

Tekniska indikatorerVolatilitet
SuperMind

This document outlines a Chinese equity screen requiring turnover between 3% and 12% and year-over-year growth in net profit attributable to shareholders of the parent company between 20% and 100%. It then ranks qualifying stocks by capital strength, which…

AktierKinesiska marknaderFaktorinvesteringRiskhantering
SuperMind

This document describes a Chinese equity screening strategy combining membership in the metaverse sector, a pre-open or opening gain below 6%, and a signal interpreted as institutional buying. Its rationale is to find stocks that institutions may be…

AktierKinesiska marknaderFaktorinvesteringTekniska indikatorer
SuperMind

The article presents a short-term stock screen combining positive price change, turnover between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and a positive product of price change and large-order net flow. Its rationale is that liquidity…

AktierMarknadsmikrostrukturTekniska indikatorerMomentum
SuperMind

This stock-selection idea combines membership in the metaverse theme with a limit on the opening price increase and a history of strong return on equity. The stated screen seeks firms with ROE above 15% for five consecutive years and an opening gain below…

AktierFaktorinvesteringTekniska indikatorerRiskhantering
MQL5 code base

The document describes a chart indicator that displays signals generated by a separate METRO_Sign indicator on a chosen timeframe. It distinguishes continued trends, shown with a colored circular symbol, from trend changes, shown with a directional arrow.…

Tekniska indikatorerTrendföljning
BigQuant

This stock screen combines three conditions: daily price range above 1%, closing price below 20, and more than two limit-up sessions in the preceding ten days. The document provides example implementations in a Chinese stock analysis formula language and…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

The article explains how WorldQuant’s 101 formulaic alphas combine short horizon price and volume features, often mixing momentum and mean reversion. It distinguishes signals traded on the same day as their latest input from those traded later, and walks…

AktierFaktorinvesteringMomentumMedelvärdesåtergång
SuperMind

The document outlines a daily pre-market screen for Chinese stocks that combines three conditions: MACD above zero, positive trailing P/E, and a circulating share count no greater than 5.5 billion shares. It interprets positive MACD as a sign of an upward…

AktierKinesiska marknaderTekniska indikatorerFaktorinvestering
BigQuant

This article challenges three barriers commonly associated with quantitative investing: needing advanced mathematical credentials, being able to code extensively, and having a large portfolio. It presents quantitative analysis as a way to use statistics and…

FaktorinvesteringStatistikMaskininlärningAktier
SuperMind

This stock-selection rule screens companies classified in the metaverse theme, requiring the prior day’s actual turnover to fall between 3% and 28% and the opening price to be above the ten-day moving average. The article gives the conditions in plain…

AktierKinesiska marknaderTekniska indikatorerTrendföljning
NautilusTrader

This guide describes NautilusTrader’s system for turning completed backtests into interactive or static performance reports. Users can select charts and themes, include run metadata and performance statistics, and inspect equity, drawdown, monthly and yearly…

BacktestningRiskhanteringPortföljkonstruktion
BigQuant

This guide explains simple and exponential moving averages as ways to smooth price series. An SMA averages prices over a selected window, while an EMA updates recursively and gives more weight to recent prices. It illustrates both calculations with a short…

Tekniska indikatorerTrendföljningMomentumStatistik
MQL5 code base

Zero Point Force (ZPF) is a technical indicator built from moving averages of price and volume. Its formula multiplies the moving average of volume by the difference between a shorter-period and a longer-period moving average of price, then divides the…

Tekniska indikatorerStatistik
SuperMind

This note proposes selecting stocks in the metaverse theme whose previous closing price is above the 250-day moving average, then applying a filter for company characteristics. It describes the theme as a way to target a popular sector and the long moving…

AktierKinesiska marknaderTekniska indikatorerTrendföljning
SuperMind

This note describes a technical stock screen requiring MACD to be above its zero line, short-term moving averages to fan upward, and the weekly price to cross above a 30-week moving average. It supplies indicator formulas and a Python example that…

AktierKinesiska marknaderTekniska indikatorerTrendföljning