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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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MQL5 code base
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Bitget Academy
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Deribit Insights
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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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QuantStart
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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

The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…

Tekniska indikatorerMedelvärdesåtergångVolatilitetTrendföljning
SuperMind

The document proposes screening Chinese stocks in the metaverse theme for a circulating market capitalization above 10 billion yuan and a prior-day actual turnover rate within a stated range. Its final rule specifies turnover between 5% and 20%, while an…

AktierKinesiska marknaderMarknadsmikrostrukturStatistik
SuperMind

The document describes a Chinese stock selection rule combining three filters: RSI below 65, positive large-order net inflow in the afternoon, and a dividend ratio above 25% for 2019. It also gives example indicator and Python logic for applying these…

AktierTekniska indikatorerKinesiska marknaderFaktorinvestering
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

ValutahandelOrderutförandeBacktestningTekniska indikatorer
MQL5 code base

This expert-advisor description explains an order trigger based on price crossing a moving average rather than on candle values. It says a hedge order can follow when a later candle produces another crossover relative to prior orders. The supplied logic…

Tekniska indikatorerOrderutförandeRiskhantering
SuperMind

This stock-selection method screens for shares priced below 12 yuan, with MACD above its zero line and more than two limit-up days in the preceding ten days. The post says the screen runs before 10 a.m. each trading day. It frames the combination as a way to…

AktierKinesiska marknaderTekniska indikatorerMomentum
Freqtrade

This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…

Tekniska indikatorerMomentumRiskhanteringHögfrekvenshandel
BigQuant

This strategy note selects Chinese convertible bonds using low price, low conversion premium, and low remaining issue balance. It ranks eligible bonds by the sum of price and conversion premium, favors the lowest scores, and describes equal-weight holdings…

Kinesiska marknaderPositionsstorlekRiskhantering
SuperMind

This Chinese stock-selection note describes a screen combining turnover, circulating share capital, and a concentration measure. Its stated final rule keeps stocks with turnover at or below 12%, circulating market capitalization at or below 5.5 billion…

AktierKinesiska marknaderTekniska indikatorer
ProRealCode

This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
SuperMind

This Chinese-market stock screen combines turnover, a reversal-style candle condition, and a daily price-decline band. It selects stocks with turnover between 3% and 12%, applies a reversal filter, and keeps candidates whose daily percentage change is…

Kinesiska marknaderAktierTekniska indikatorerMedelvärdesåtergång
Hummingbot docs

Hummingbot 1.27 introduces Strategy V2 templates for funding rate arbitrage and cross-exchange market making (XEMM). The funding strategy compares current perpetual futures funding rates across configured exchanges for selected tokens, then evaluates whether…

KryptoArbitragePerpetuella terminskontraktMarknadsgarantverksamhet
ProRealCode

This document describes the True Strength Index (TSI), a technical indicator intended to reflect trend direction and overbought or oversold conditions. Its calculation applies two exponential smoothing stages to one-period rate of change, then divides the…

Tekniska indikatorerMomentum
BigQuant

This short research note discusses how machine learning might classify stock price patterns. It uses a triple-bottom formation to show why chart labels can be ambiguous: after a decline and consolidation with three lows, an upward break may confirm a…

AktierMaskininlärningTekniska indikatorerBacktestning
SuperMind

This document outlines an intraday Chinese stock selection idea. It screens the metaverse industry for non-ST shares, ranks candidates by the day’s opening auction amount, keeps the top five, and applies a named five-stage limit-up method before 10 a.m. The…

AktierMomentumUtbrottOrderutförande
BigQuant

This document describes a Chinese equity strategy research approach that uses supervised neural networks to generate many weak alpha factors from a set of input factors. It proposes transforming those outputs into low-correlation components, then weighting…

AktierFaktorinvesteringMaskininlärningPortföljkonstruktion
SuperMind

This stock-selection idea screens for Chinese beverage and alcohol-related companies, with turnover between 3% and 12% and a buying-versus-selling activity condition described as external volume exceeding internal volume by a factor greater than 1.3. The…

AktierKinesiska marknaderMomentumTekniska indikatorer
ProRealCode

The indicator compares the current regression slope of closing prices with stored slopes from confirmed pivot highs and lows. A pivot is identified using highs or lows across a configurable window; the slope over the bars leading into each pivot is saved in…

MaskininlärningTekniska indikatorerStatistikBacktestning
ProRealCode

This document describes a Bollinger Bands variant built around a linear regression of closing prices. The regression line serves as the center; upper and lower bands are formed by adding and subtracting a multiple of the standard deviation of that regression…

Tekniska indikatorerStatistikVolatilitet
MQL5 code base

This document explains the Stochastic Oscillator as a momentum indicator that compares a security’s latest close with its recent high-low range. It describes %K as the current oscillator reading and %D as a moving average of %K. The underlying interpretation…

MomentumTekniska indikatorerValutahandel
Stratmill research code

This document describes a trading rule that measures a spread’s latest value against its recent average and standard deviation. It uses separate lookback windows for the mean and standard deviation, then calculates a z-score to identify unusually high or low…

MedelvärdesåtergångTekniska indikatorerStatistikRiskhantering
BigQuant

This document describes a chart indicator that draws a price channel from the high and low of a candle on a selected higher timeframe. The user chooses the timeframe, and the indicator uses that period’s candle range as the channel boundaries on the chart.…

Tekniska indikatorerUtbrott
MQL5 code base

This research summary examines whether trading volume, represented by turnover, can distinguish stronger from weaker stock momentum signals. It separates intraday price changes from overnight returns and reports different price-volume patterns for each.…

AktierKinesiska marknaderMomentumFaktorinvestering
MQL5 code base

The document outlines an oscillator built around the lower Bollinger Band. Its motivating observation is that an extended period of price remaining below that band may be associated with a greater chance of further declines. The calculation first measures…

Tekniska indikatorerVolatilitetMomentum