這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。
79,386 份文件
This brief strategy note outlines an equity selection approach using a random forest regression model. It adds features such as beta and technical indicators, including MACD and Williams %R, and predicts a return-style target calculated from the difference…
The document describes a multi-asset cryptocurrency strategy that allocates capital across selected USDT pairs and places staged buy orders as prices fall through preset levels. Each level uses a specified share of the amount assigned to that asset.…
The tutorial describes a faster backtesting approach that precomputes fill conditions across intervals, reducing the need to replay every depth update or estimate queue position. It retains feed and order-entry latency but omits order-response latency.…
This research summary proposes measuring whether trading in a stock is unusually one-sided. It classifies five-minute candles by their bodies as consensus or non-consensus activity, then measures consensus volume as a share of daily volume. Splitting that…
This Chinese stock-selection example combines three filters: a daily net increase in holdings above 5%, circulating market capitalization between 5 billion and 10 billion yuan, and a rising 30-day average, implemented by comparing it with a 10-day average.…
This code example outlines a vn.py workflow for backtesting an ATR-RSI strategy on a Chinese equity index futures contract. It configures the instrument, minute interval, historical dates, commissions, slippage, contract size, tick size, and starting…
This document describes an indicator that measures the size of recent highs and lows over configurable lookback periods, using a calculation likened to a price channel. Its histogram separates high-range readings from low-range readings and colors bars…
The report explains how AAVE v2 liquidators repay part of an undercollateralized loan and receive collateral with a protocol bonus. It examines stablecoin debt backed by ETH from 2021 to 2023, relating liquidation activity to ETH price drops and volatility.…
This literature summary describes research on the historical characteristics and investment relevance of sentiment signals drawn from news and social media over a 20-year period. The underlying study compares the information in the two source types, examines…
The document proposes an A-share stock screen combining daily range, recent limit-up behavior, and buying activity attributed to large orders during the opening auction. A candidate must have a daily high-low range above 1%, at least one limit-up day in the…
This note describes a Rate of Change (ROC) oscillator paired with a moving average signal line. ROC measures the percentage change in closing price relative to the close a chosen number of bars earlier; the signal line smooths the ROC series using a selected…
This article proposes screening Chinese equities for market value below 10 billion yuan, a volatility condition, and positive profitability over recent years. It describes combining a price range measure with a subjective assessment of company quality and…
This guide explains how to connect a Hummingbot client to a centralized exchange or a blockchain protocol. Users run the connect command with the connector name, then enter the requested credentials. Exchanges generally ask for API keys, while blockchain…
This Chinese-language post outlines a stock screen that ranks shares by trading-volume strength and selects those near the top of the ranking. It adds a 15-minute MACD condition: the green histogram bars should be shrinking, which the post interprets as a…
The strategy combines five-bar fractals with the Alligator’s Teeth to identify breakout entries. A buy fractal is a local high with two lower highs on either side; a sell fractal is a local low with two higher lows on either side. When a buy fractal forms…
This brief document introduces an oscillator intended to show price velocity and acceleration. Its configurable inputs are the period used to calculate velocity, the period used to calculate acceleration, and the applied price series. The description does…
The document describes an expert advisor that looks for price discrepancies among EURUSD, USDJPY, and EURJPY. It multiplies the ask prices of EURUSD and USDJPY to estimate an implied EURJPY price, then compares that estimate with the direct EURJPY price. A…
This proposed GBP/USD strategy uses four-hour bars and seeks reversals around a 40-period exponential moving average. It adds a 30-period Fractal Dimension Index filter, permitting entries only when the calculated value is below 1.5. The entry conditions…
This post proposes a short-term Chinese equity screen using three conditions: prior-session amplitude above 1%, tradable share count no greater than 5.5 billion, and at least one limit-up during the first three months of 2021. The rationale is to combine…
The document introduces a MACD variation that uses double exponential moving averages (DEMA) in place of standard exponential moving averages (EMA) for its calculation. It attributes the idea to Patrick Mulloy’s 1994 article on smoothing data with faster…
This post describes a Chinese equity screening rule combining current turnover, top-of-book order volume, and previous-day turnover. It selects stocks with turnover between 3% and 12%, more displayed volume at the best bid than at the best ask, and prior…
This description covers a calculator intended specifically for forex currency pairs. It supports direct quotes, indirect quotes, and cross rates, and estimates the monetary value of one point for a currency pair. It also calculates the maximum stop loss for…
The post proposes a Chinese equity screen for beverage and alcohol import or export stocks. It combines an amplitude threshold with three moving averages aligned in a bullish order, described as simultaneous golden crosses, then selects a limited number of…
This market snapshot examines a sharp crypto selloff and its effects across centralized exchanges, decentralized trading, lending, and on-chain sentiment measures. It reports that spot and Uniswap V3 activity surged during the August 5 decline, with…