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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.

Quant Q&A
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8,431 dokument
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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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FMZ forum
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vn.py community
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QuantStart
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Stratmill research code
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Robot Wealth
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191 dokument
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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 stock-selection method screens Chinese equities using three filters: a 14-period RSI below 65, a ten-day price gain above zero but below 35%, and a ranking by individual-stock popularity. The accompanying Python example additionally considers stocks…

AktierTekniska indikatorerMomentumKinesiska marknader
BigQuant

This analysis compares analyst forecast data from two Chinese financial data providers, examining report coverage, forecast accuracy, and the usefulness of forecast-related factors in stock selection. One provider is described as covering more stocks, while…

AktierFaktorinvesteringStatistikKinesiska marknader
SuperMind

A forum post asks how to retrieve popular industry indices through iWencai and pass them into a variable. The author describes a query combining industry indices with weekly KDJ conditions and recent main-fund-flow filters, then reports that a Python query…

Kinesiska marknaderAktierBacktestning
ProRealCode

This indicator marks upward and downward breakout signals by comparing the Force Index, calculated from closing prices, with Bollinger Bands applied to that index. A reading at or above the upper band produces a positive signal shown in green; a reading at…

Tekniska indikatorerUtbrottMomentum
MQL5 code base

ColorBears presents Bears Power as a colored histogram, with an option to choose Open, Close, High, or Low prices for its calculation. It also smooths the resulting indicator, allowing users to view a less jagged series. The document describes the…

Tekniska indikatorer
BigQuant

This article introduces support vector machines for classification and regression, then applies them to A-share stock selection. It explains the maximum-margin principle for linear SVMs, slack variables for imperfectly separable observations, and kernel…

AktierMaskininlärningStatistikBacktestning
SuperMind

This tutorial explains how support vector machines classify data by finding a boundary with a wide margin, and how slack variables allow some classification errors in noisy data. It introduces kernel methods as a way to handle nonlinear boundaries by…

AktierMaskininlärningStatistikBacktestning
MQL5 code base

This expert advisor is built on the idea that price crossing a moving average and traveling a specified distance may continue in that direction. It places Buy Stop and Sell Stop pending orders, then updates their distance from a long-period moving average at…

ValutahandelTrendföljningUtbrottOrderutförande
SuperMind

This note describes a daily stock screen combining MACD above zero, a share price below 12 yuan, and three consecutive declines in closing price. It interprets the MACD condition as a positive trend context and the recent losses as a possible short-term…

AktierTekniska indikatorerMedelvärdesåtergång
Hyperliquid docs

The document explains manual borrowing of USDC or USDT against supplied HYPE or BTC collateral for supported Hyperliquid account types. Borrow capacity is calculated from collateral quantity, oracle price, and the asset's loan-to-value ratio, with…

KryptoRiskhanteringPrissättning av derivat
BigQuant

The document outlines a factor attribution framework for evaluating active equity funds within a fund of funds (FOF). It separates returns into broad risk exposures, such as market, style, and industry effects; alpha-factor contributions from technical and…

FaktorinvesteringAktierPortföljkonstruktion
SuperMind

This stock-selection rule combines three filters: daily price range greater than 1%, closing price below 20, and prior-day trading value above 60 million. The article interprets the range as a sign of price movement and the trading-value threshold as a…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This Chinese equity screen looks for stocks in the metaverse sector whose prior-day price is above the 250-day moving average while MACD was below zero two days earlier. The intended combination is sector exposure, a long-term price trend filter, and a…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This stock screen combines a turnover range of 3% to 12%, appearance on the prior day’s market leaderboard, and a stated intraday drawdown between 4% and 5%. The article frames turnover as a liquidity filter, leaderboard presence as a sign of market…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
MQL5 code base

This document describes an indicator built from a single simple moving average that displays a channel on a chart. Users can choose between two plot styles: lines or bars. The indicator is presented as a visual way to classify the prevailing direction of a…

Tekniska indikatorerTrendföljning
SuperMind

This note proposes a short-term Chinese equity screen using three conditions: a price-range measure above 1, a 9:25 price rise below 6%, and a previous-day 9:15 matched price associated with a limit-down event. It frames the filters as a combination of…

AktierTekniska indikatorerMarknadssentimentKinesiska marknader
TqSdk

This documentation explains how to run a TqSdk strategy over historical data without changing its core logic, and how to retrieve trade logs and account statistics when the simulation ends. It describes catching a backtest-finished event, accessing summary…

BacktestningTerminerAktierOrderutförande
SuperMind

This note describes a Chinese stock selection screen that combines a daily price-range condition, five consecutive years of return on equity above 15%, and a limit on tradable share count. It presents the range condition as a measure of volatility, the ROE…

AktierFaktorinvesteringVolatilitetKinesiska marknader
BigQuant

This Chinese-language note estimates potential market upside across four equity groups: the CSI Bank sector, SSE 50, CSI 500, and ChiNext. Its framework considers fundamental trends, whether expected earnings growth supports current valuation, and the risk…

AktierKinesiska marknaderFaktorinvesteringStatistik
ProRealCode

The document presents a four-hour forex system: a breakout approach for NZD/USD and a reversal variant for AUD/NZD, described as using the same code with long and short orders reversed. The sample rules combine the direction of recent daily closes, a…

ValutahandelUtbrottMedelvärdesåtergångTekniska indikatorer
MQL5 code base

This indicator displays the current Relative Strength Index alongside RSI calculated on a second, user-selected timeframe. Its period parameter controls the RSI calculation length, while a separate timeframe parameter selects the additional interval. The…

Tekniska indikatorerMomentum
SuperMind

This Chinese equity screen combines three conditions: daily high-low range relative to the opening price above 1%, a ten-day return above zero and below 35%, and bullish technical filters. The accompanying Python example calculates moving averages of the…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

The document introduces a 2017 Guotai Junan research report that constructed 191 short-cycle alpha factors from price and volume characteristics and combined them in a stock-selection system. It notes that the factor expressions resemble those in…

AktierKinesiska marknaderFaktorinvesteringBacktestning