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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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8,431 dokument
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Deribit Insights
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Machine Learning for Trading
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vn.py community
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Jesse
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backtesting.py
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Sök i biblioteket

79,386 dokument

SuperMind

This post presents a stock screen using three conditions: daily price range above 1%, positive price-to-earnings ratio, and a ten-day return above zero but below 35%. The intended rationale is to find profitable companies showing recent gains and active…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This post describes a Chinese A-share screening rule: select stocks in the metaverse theme with a positive institutional-flow signal and prior-session auction turnover above 0.26. It gives indicator references and a Python example intended to implement the…

AktierKinesiska marknaderMarknadsmikrostrukturMarknadssentiment
SuperMind

This proposed stock screen combines a daily turnover rate between 3% and 12%, a positive product of daily price change and large-order net flow, and a 2019 dividend ratio above 25%. The article frames turnover as a measure of market activity and the…

AktierKinesiska marknaderTekniska indikatorerRiskhantering
SuperMind

This stock screen selects companies assigned to the metaverse industry using two size conditions: circulating shares at or below 5.5 billion and a stated size threshold of at least 200 million. The document presents the screen as a way to find larger…

AktierKinesiska marknaderFaktorinvestering
OctoBot

This guide explains how OctoBot scripts obtain historical market data for backtesting. It describes requesting candle history by symbol and timeframe, with optional controls for the starting timestamp, exchange, and market type. The default exchange is…

BacktestningKrypto
MQL5 code base

This document describes an indicator that presents the Center of Gravity method associated with J. F. Ehlers as a colored OSMA histogram. The histogram is formed from a smoothed difference between the main Center of Gravity line and its signal line, offering…

Tekniska indikatorer
SuperMind

This stock-selection recipe filters Shenzhen main-board listings using turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, price-to-earnings ratios from 0 to 29.01, and…

AktierFaktorinvesteringRiskhantering
SuperMind

This stock screen combines a daily range filter, a qualitative company-quality condition, and a trend rule requiring the 20-day moving average to exceed the 120-day average. The article interprets the moving-average relationship as evidence that recent price…

AktierTrendföljningTekniska indikatorer
FMZ forum

The article argues that frequent, impulsive trades can erode capital and damage a trader’s discipline. It defines low-value trading as entering on minor price moves or vague possibilities without assessing likely reward against the planned stop. Since…

RiskhanteringPositionsstorlek
SuperMind

This stock screen combines a daily price-amplitude threshold, a MACD condition above the zero line, and year-over-year growth in net profit attributable to parent-company shareholders. The stated profit-growth range is above 20% and up to 100%. The rationale…

AktierTekniska indikatorerMomentumKinesiska marknader
BigQuant

This Chinese research note examines the common practice of relating price-to-earnings ratios to expected earnings growth, including the assumption that a PEG ratio of one indicates fair value. Its hypothetical comparison shows that companies with PE and…

AktierFaktorinvesteringStatistikKinesiska marknader
BigQuant

This overview surveys empirical research on pricing stock-index options, focusing on how systematic stochastic volatility and jump risk affect option values and returns. It describes the evolution from Black–Scholes–Merton assumptions, in which the…

OptionerVolatilitetPrissättning av derivatStatistik
SuperMind

The article proposes a Chinese stock screen combining three price-based conditions: amplitude above a threshold, a rising bottom pattern, and at least one limit-up move within the prior 25 days. It frames wide swings and rising lows as technical signals and…

Kinesiska marknaderAktierTekniska indikatorerMomentum
MQL5 code base

This document describes an MT4 expert advisor designed to manage trades using virtual take-profit, stop-loss, breakeven, and trailing-stop levels. Because these levels are maintained by the advisor rather than sent as broker-side orders, the page says the…

OrderutförandeRiskhanteringPositionsstorlek
MQL5 code base

DMX is described as an oscillator derived from the positive and negative directional indicator lines used in ADX. It normalizes their difference by their sum, producing a bipolar value, and adds a signal line calculated as a moving average of DMX. The source…

Tekniska indikatorerStatistik
ProRealCode

The Double Seven method is presented as a long-only daily strategy for ETF or futures index markets. It first requires the close to be above its 200-day moving average. An entry occurs when the day’s low reaches or falls below the lowest close over the…

AktierTerminerTrendföljningTekniska indikatorer
SuperMind

This stock-screening approach ranks shares by reported buy and sell amounts in the previous day’s trading leaderboard, then filters for names with leaderboard activity and a 20-day moving average above the 120-day average. The ranking is intended to…

AktierKinesiska marknaderMomentumTekniska indikatorer
SuperMind

This Chinese equity-screening note selects stocks with MACD above zero, positive price-to-earnings ratio, and turnover between three and twelve percent. It interprets the MACD condition as an upward trend filter, positive PE as a basic valuation sanity…

Kinesiska marknaderAktierTekniska indikatorerFaktorinvestering
ProRealCode

This indicator guide explains how to identify potential reversal patterns by finding price pivots, connecting them into a zigzag, and checking whether successive peaks or troughs fall within a configurable tolerance. The described defaults use a five-bar…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringBacktestning
SuperMind

This Chinese stock-screening note combines three conditions: daily trading range above one percent of the previous close, weekly MACD above zero, and a prior-day 9:15 matching price at the lower price limit. It presents the screen as a way to find stocks…

Kinesiska marknaderAktierTekniska indikatorerVolatilitet
BigQuant

This research summary describes using machine learning to predict equity returns from alpha factors. It compares LASSO, support vector machines, boosted decision trees, and random forests, selecting random forests for their relatively simple structure,…

AktierKinesiska marknaderMaskininlärningFaktorinvestering
SuperMind

This document describes a Chinese A-share screening rule combining three conditions: amplitude above 1, MACD below zero two days earlier, and a gain below 6% around 9:25. It presents the screen as a way to combine a volatility measure, a trend signal, and a…

AktierKinesiska marknaderTekniska indikatorerVolatilitet
MQL5 code base

This trading script opens a limit order at the price of a specially labeled chart line when triggered by a hotkey. A line above the current price produces a buy limit, while one below produces a sell limit. The user configures the lot size, maximum stop-loss…

OrderutförandePositionsstorlekRiskhanteringValutahandel
MQL5 code base

The expert advisor combines the Commodity Channel Index with a moving average to condition CCI entry thresholds on the moving average’s direction. When the average rises, the system uses one pair of CCI levels for buying and selling; when it falls, it…

Tekniska indikatorerTrendföljningValutahandel