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BigQuant

This study considers whether a company’s decision to capitalize research and development spending conveys information about future project profitability. Because accounting rules allow judgment in deciding whether development costs should be capitalized, the…

Hisse senetleriÇin piyasalarıOlay odaklıFaktör yatırımı
BigQuant

This study turns unusual intraday stock behavior into a measurable event signal. It describes days when a stock repeatedly moves against the direction of the broader index, then uses correlation to screen for these cases. The resulting event samples are…

Hisse senetleriÇin piyasalarıOlay odaklıİstatistik
BigQuant

This study examines whether managers of equity-focused and mixed equity funds can anticipate shifts between market styles defined by company size, and whether any apparent skill persists. It identifies funds that ranked near the top around past style…

Hisse senetleriÇin piyasalarıİstatistikFaktör yatırımı
SuperMind

The post outlines a rules-based stock screen using three filters: price amplitude above 1, circulating market capitalization above 10 billion yuan, and a volume-ratio range above 1.5 but below 6. It presents the combination as a way to select stocks with…

Hisse senetleriTeknik göstergelerÇin piyasalarıİstatistik
Amberdata research

The newsletter assesses a sharp rise in Bitcoin volatility alongside macroeconomic catalysts and crypto market positioning. It uses options implied volatility and term-structure richness as indicators of stress, noting that a high backwardation reading has…

KriptoOpsiyonlarVolatiliteVadeli işlemler
vn.py community

This release overview describes VeighNa 4.0 and its new vnpy.alpha module for developing machine-learning, multi-factor strategies. The module is organized around feature datasets, model training, strategy research, workflow management, and example…

Makine öğrenimiFaktör yatırımıHisse senetleriGeriye dönük test
BigQuant

The document presents a SQL approach to estimating annualized variance for Chinese stocks. It first calculates daily close-to-close returns for each instrument, then applies a rolling 20-observation standard deviation, squares that value, and multiplies by…

Hisse senetleriİstatistikVolatilite
BigQuant

The article describes a framework that links macroeconomic and style factors with traditional asset-class allocation. It proceeds from selecting factors and estimating asset exposures to building factor-mimicking portfolios, forecasting their returns,…

Çoklu varlıkFaktör yatırımıPortföy oluşturmaGeriye dönük test
SuperMind

This stock screen selects shares with a daily range above a stated threshold, at least two limit-up moves during the preceding 500 days, and a current low below the previous day’s low. The article interprets the range and historical limit-up conditions as…

Hisse senetleriÇin piyasalarıTeknik göstergelerMomentum
MQL5 code base

The PDFma indicator is described as a weighted average or digital filter whose coefficients are derived from a probability density function. It offers floating levels, quantile levels, or no levels, with the last option enabling a slope-based mode. Color…

Teknik göstergelerİstatistik
MQL5 code base

This Expert Advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. Each side has its own magic number, position sizing settings, and switches for enabling entries and exits, allowing its parameters to be configured…

DövizTeknik göstergelerPozisyon büyüklüğüGeriye dönük test
MQL5 code base

The document describes a multi-timeframe version of the ChannelsFIBO_v2 indicator. Its distinguishing setting is a source-data timeframe parameter: the indicator can display the situation associated with a chosen chart period even when the user’s active…

Teknik göstergelerÇoklu varlık
SuperMind

The document presents a Chinese-market equity screen for stocks classified in the metaverse industry. It requires a bullish MACD crossover, a 5-day moving average crossing above both the 10-day and 20-day averages, and at least one daily gain of 10% or more…

Hisse senetleriTeknik göstergelerMomentumÇin piyasaları
MQL5 code base

The document outlines an extended Wilder double-smoothed exponential moving average that adapts its responsiveness using a volatility ratio. According to the description, the adaptation is intended to make the indicator react more quickly to market changes…

Teknik göstergelerVolatiliteTrend takibi
SuperMind

The document describes a Chinese-market stock screen combining three conditions: rank stocks by volume ratio and retain the top 100, require the opening price to be near the 10-day moving average, and require the close to be above the 30-day average. It…

Hisse senetleriTeknik göstergelerMomentumÇin piyasaları
SuperMind

This note describes a Chinese stock screen requiring an RSI below 65, greater displayed buy-side than sell-side volume at the best quote, and an issuance year of 2021. It presents RSI as a price-momentum measure and the order-book comparison as a gauge of…

Hisse senetleriTeknik göstergelerPiyasa mikro yapısıÇin piyasaları
SuperMind

This note proposes a Chinese stock screen using three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and free-float shares no greater than 5.5 billion. It frames amplitude as a measure of…

Hisse senetleriTeknik göstergelerMomentumÇin piyasaları
SuperMind

This note describes a Chinese A-share screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires MACD to have been below zero two days earlier. It presents the filters as a way to combine trading activity with a…

Hisse senetleriTeknik göstergelerÇin piyasaları
MQL5 code base

This MetaTrader 5 Expert Advisor trades reversals in the direction of the FatlMacd indicator. It forms a signal at bar close when the indicator changes direction. Running the advisor requires the compiled FatlMacd indicator file in the platform's Indicators…

DövizTeknik göstergelerGeriye dönük test
vn.py community

A forum user asks how to check whether enough funds are available before starting a spread-arbitrage order algorithm. The stated motivation is to avoid opening only one leg of a paired trade when the account cannot support both sides. A reply points to…

ArbitrajEşli işlem stratejisiRisk yönetimi
MQL5 code base

The document describes an indicator that plots relative strength or correlation across eight currencies and gold. Users choose one of several technical measures as the basis for the calculation: moving average, MACD, stochastic oscillator, RSI, CCI, Relative…

DövizEmtialarTeknik göstergeler
MQL5 code base

This document explains an MT5 indicator for placing an alert at a chosen price directly on a chart. A trader selects an alert type and time zone, then clicks the chart to set the price threshold. The alert can appear in a window, arrive as a mobile push…

Teknik göstergelerEmir gerçekleştirme
MQL5 code base

This Expert Advisor variant adds a configurable weekly trading window to an EA based on a Spearman rank correlation histogram. Inputs set whether interval-based trading is enabled and define the start and end by weekday, hour, minute, and second. The example…

Teknik göstergelerİstatistikGeriye dönük testRisk yönetimi
MQL5 code base

LaguerreVolume applies a Laguerre filter to smooth volume data. The document identifies the indicator’s creators as Emerald King and t_david and notes that it was first implemented in MQL4 and published in 2007. The description offers no equations, parameter…

Teknik göstergelerİstatistik