Огляди й ключові ідеї книжок, наукових праць, статей і коду, які читають наші ШІ-агенти. Їх підготував дослідницький агент Stratmill. На кожній сторінці є посилання на оригінал.
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This brief note describes a higher-timeframe variant of the ColorMFI_X20 indicator. Its main feature is an input that lets the user choose the timeframe used for the indicator’s calculations, with a four-hour period shown as the default. This allows the…
Wave Weis Bar Force is a volume indicator based on Weis wave analysis. It accumulates volume as long as the market direction remains unchanged, then starts a new accumulation when direction shifts. The indicator grades a wave’s intensity by comparing its…
This article outlines an asset allocation method that combines risk parity with the Black-Litterman framework. Risk parity portfolio weights serve as prior weights, which are used to infer prior expected returns. Short-term momentum views are then…
This Chinese stock screening note describes a selection rule based on price amplitude, opening auction value, and the previous session’s actual turnover. The initial screen looks for amplitude above 1, ranks stocks by current auction value, keeps the top…
This stock screen selects companies listed in 2021 whose ten-day price change is positive but below 35%, while turnover falls between 3% and 12%. The article frames the filters as a way to find stocks with recent gains and constrain the screen to a specified…
This article explains how to model multi-stock trading as a Markov decision process and train a deep deterministic policy gradient (DDPG) agent with FinRL. The state includes prices, holdings, and cash; actions change holdings through buying, selling, or…
This brief note describes an indicator that plots price speed and acceleration, with an option to smooth the calculations using the Hull moving average (HMA). Users can also display the values as absolute magnitudes, keeping plotted values above zero. These…
This indicator guide divides intraday trading into Asian, London, and New York session windows, including separate New York morning, lunch, and afternoon periods. It marks each window’s high and low as chart zones, then extends prior session levels as pivots…
This weekly review summarizes Chinese equity market conditions for the week ending April 3, 2020, then presents Haitong Securities’ market timing, factor, industry rotation, and strategy-performance views. Its evidence includes index returns, valuation and…
This introductory guide explains call and put options, the distinction between in-, at-, and out-of-the-money contracts, and key features of China’s 50ETF options, including contract size, exercise style, settlement, and price limits. It emphasizes that…
This brief BigQuant forum exchange concerns errors in a factor-analysis template when a factor’s coverage falls below the platform’s threshold. One concrete cause is division by zero: the expression using the difference between the high and close prices can…
This guide explains the CTA strategy workflow in VeighNa Fusion, from connecting to the trading gateway and creating a strategy instance to configuring parameters, initializing, starting, and stopping it. Each instance has its own target contract, parameter…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and a reversal signal. It selects stocks with an intraday high-low range of at least one percent, positive net profit, and market…
MAMACD combines three moving averages with MACD as a directional filter. Two slower averages use low prices, with periods of 85 and 75, while a five-period average uses closing prices. A trade is opened when the fast average crosses both slower averages;…
The document describes a Chinese equity screen that keeps stocks with turnover between 3% and 12% and at least one limit-up event during the previous 25 days, then ranks candidates by individual-stock popularity. It presents the rule as a way to combine…
The document introduces the Phase Change Index (PCI) as a technical indicator intended to identify transitions among consolidation, rising-price, and falling-price phases. It first frames these states in terms of whether prices remain relatively stable, move…
The document describes a Chinese stock selection rule combining three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%, and a prior-day price condition described…
This brief note describes a higher-timeframe variant of the Rj Sliding Range indicator for MetaTrader 5. Its stated feature is an input that lets the user choose the indicator’s chart timeframe; the example default is H4. The note also says the underlying Rj…
This essay groups purportedly successful stock market participants into six styles: patient traders who wait for rare setups, long-term value investors, specialists focused on one stock, short-term leaders-of-the-hot-sector traders, traders who repeat a…
This post describes a Chinese equity screening rule that combines prior-day price amplitude above 1%, an appearance on the prior day’s Dragon-Tiger list, and turnover between 2% and 9%. It frames the combination as a way to find volatile, actively traded…
This A-share screening proposal combines three conditions: intraday amplitude above 1%, at least five overlapping moving averages, and a gain below 6% at 9:25. Its explanation treats the overlap and amplitude filters as signals of relatively stable price…
The document summarizes a portfolio construction method that translates target macroeconomic factor exposures into asset weights. It considers six factors: equity, real interest rates, credit, inflation, emerging markets, and commodities. A standard linear…
This A-share screening idea selects stocks in the metaverse industry with circulating share capital no greater than 5.5 billion shares and a maximum decline for the day between 4% and 5%. The stated rationale is to find candidates for a possible short-term…
This A-share screening proposal combines membership in the metaverse industry with a curved price formation and a control-ratio threshold. It then adds a monthly MACD condition and a long-horizon moving-average crossover. The article describes the screen as…