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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

Lumibot

This example organizes daily decisions across leveraged sector and broad-market ETFs using separate AI agents for technology, financials, healthcare, energy, and consumer-related groups. Each sector pod is instructed to consult recent news and macroeconomic…

AktierPortföljkonstruktionRiskhanteringMaskininlärning
BigQuant

The document explains how to generate moving-average features in BigQuant when only selected lookback windows are wanted. It contrasts a range-based list comprehension, which the platform accepts, with a list of chosen values, which it says is unsupported in…

Tekniska indikatorerStatistik
ProRealCode

This stock-selection idea combines three short-term conditions: daily amplitude above a threshold, at least one limit-up event during the past month, and a positive ten-day return below an upper bound. The article’s proposed refinement adds a PEG ceiling,…

AktierMomentumTekniska indikatorerFaktorinvestering
vn.py community

Peek+ is a configurable indicator that looks back over a window to find when the most recent highest high or lowest low occurred. It turns those offsets into separate streak measures associated with persistent upward and downward extreme-setting. A signal…

Tekniska indikatorerMedelvärdesåtergångUtbrott
BigQuant

This guide outlines a workflow for preparing a factor research report for a quantitative trading competition. It recommends generating factor data, then using BigQuant’s FactorLens v4 to calculate single-factor results. The platform returns ranking metrics…

FaktorinvesteringStatistikBacktestning
BigQuant

This text introduces market efficiency as a contested idea whose meaning shapes how investors approach investing and valuation. It says the chapter offers a basic definition and considers what efficient markets would imply for investors. It also points…

StatistikBacktestningAktier
MQL5 code base

The Fractal Dimension Index is presented as a way to characterize market behavior and volatility. The document identifies 1.5 as a reference value associated with random price action and suggests that departures from this level may indicate more structured…

Tekniska indikatorerVolatilitetTrendföljning
SuperMind

This Chinese stock-selection post describes a screen combining three conditions: an amplitude measure above a threshold, a 9:25 price gain below a ceiling, and a rising DEA line from MACD. The stated rationale is to combine a measure of price movement with a…

Kinesiska marknaderAktierTekniska indikatorerMomentum
ProRealCode

This indicator studies whether price tends to rise or fall on the bar after a run of consecutive candles with the same direction. It measures runs from one to twelve candles and simulates a long position entered at the close of the run and exited one candle…

Tekniska indikatorerStatistikBacktestning
SuperMind

The article proposes a Chinese equity screen restricted to the metaverse industry. It looks for stocks opening near or above their ten-day moving average, then ranks candidates using a measure combining the session’s price change with large-order activity.…

AktierKinesiska marknaderTekniska indikatorerMomentum
Amberdata research

This market recap describes a week of softer realized and implied volatility in Bitcoin and Ether options as spot prices drifted within recent ranges without a major macro catalyst. It notes that Bitcoin’s term structure shifted lower, especially at the…

KryptoOptionerVolatilitetPrissättning av derivat
MQL5 code base

The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…

Tekniska indikatorerVolatilitetStatistik
MQL5 code base

This Expert Advisor uses three moving averages to generate directional entries. A long setup requires the fast average to cross above the middle average while both faster averages remain above the slow average across the current and prior bar comparisons.…

Tekniska indikatorerTrendföljningPositionsstorlekRiskhantering
vn.py community

This forum response offers a troubleshooting sequence for multiple VeighNa strategies that appear to stop responding. It recommends checking whether logs continue, adding output in tick or bar callbacks to confirm incoming data, verifying that a strategy is…

OrderutförandeMarknadsmikrostruktur
MQL5 code base

This document describes an MT5 chart indicator that displays broker-provided information about the selected symbol and market. It covers live prices, spread, market status, contract size, lot limits, tick value, margin details, swap values, trading mode, and…

OrderutförandeMarknadsmikrostrukturRiskhantering
MQL5 code base

XMA is described as a moving average whose output is filtered by a minimum price step. It first calculates a moving average using a selected period, calculation method, and applied price. The displayed value updates only when the difference from the prior…

Tekniska indikatorerTrendföljning
MQL5 code base

The Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…

Tekniska indikatorerVolatilitetTrendföljning
Lumibot

This document explains a strategy lifecycle callback invoked when a broker reports a partial order fill. The callback receives the updated position, order, fill price, newly observed fill quantity, and options multiplier. It can support quantity-sensitive…

OrderutförandeRiskhantering
ProRealCode

This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…

Tekniska indikatorerTrendföljningVolatilitetStatistik
MQL5 code base

This document describes an automated forex expert advisor that looks for bullish and bearish Butterfly harmonic patterns across selected chart timeframes. It says the system identifies patterns using pivot points and offers configurable risk and session…

ValutahandelTekniska indikatorerRiskhantering
BigQuant

This short forum post asks whether a linear equity strategy can compare a stock’s ranking when purchased with its current ranking and sell after sufficient deterioration. The example uses a small-capitalization strategy holding ten stocks: a stock bought at…

AktierFaktorinvesteringOrderutförandeBacktestning
SuperMind

This research summary argues that banks should be modeled separately in equity selection because their asset-heavy business structure and distinctive price behavior can make factors selected across the full market less effective within the sector. It…

AktierFaktorinvesteringPortföljkonstruktionRiskhantering
SuperMind

This document describes a Chinese equity screen using three conditions: daily price range above a threshold, share price below a ceiling, and a 2019 dividend ratio above a threshold. It frames the screen as a mix of technical behavior and dividend…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This document describes an A-share screen for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a volume ratio between 1.5 and 6. The volume ratio is calculated against a five-session average. The article presents the pattern…

AktierKinesiska marknaderMedelvärdesåtergångTekniska indikatorer