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。
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This BigQuant example builds a daily Chinese-stock portfolio by ranking eligible shares on 30-day turnover variability relative to their industry group. It filters out risk-warning stocks and applies price and listing-age conditions, then selects five names…
This post proposes a Chinese equities screening rule combining a relative strength index below 65, seven consecutive declining sessions, and a 2019 dividend payout measure above 25%. Its final version adds a market-value range of 5–20 billion yuan. The post…
This historical account explains how Bridgewater developed the All Weather approach from a broader effort to understand recurring economic relationships. Its core framework separates returns into cash, market beta, and manager alpha, then considers how…
This documentation explains how Freqtrade strategy callbacks complement vectorized indicator and signal functions. Callbacks run when needed, often repeatedly during live trading or at each simulated candle, so the guidance warns against costly calculations…
This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…
This document outlines an Expert Advisor that uses the RSIOMA_V2 indicator to generate trade decisions. It describes three possible triggers: a change in direction of the fast cloud envelope, a move through an oversold or overbought level, or a change in the…
This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…
This strategy uses the range-based RSRS indicator to time exposure and rotate between large-cap and small-cap Chinese equity ETFs. It fits a rolling ordinary least squares regression of daily highs on lows, standardizes the recent regression slope, and…
This market note reviews a modest rebound in Chinese equities and discusses the forces behind it. It attributes the recovery partly to expectations of improved second-quarter corporate earnings and reduced global risk aversion. It also cautions that…
This indicator description explains a histogram oscillator formed from the difference between two smoothed Tenkan-Sen lines calculated over different periods. The histogram is color-coded, making the difference between the two Ichimoku-derived averages…
This guide lays out a futures data workflow for a trading system. It starts with instrument settings, spread costs, and roll parameters, then gathers individual contract histories, builds roll calendars, creates multiple-price series, derives back-adjusted…
This excerpt summarizes a Chinese equity market review for the week of April 13–17, 2020. It reports relative industry strength, index valuation direction, sectors with comparatively low and high price-to-earnings ratios, the share of stocks reaching 60-day…
Anchored Momentum is defined as the percentage difference between an exponential moving average of price and a simple moving average, normalized by the simple average. The indicator therefore compares a smoothed price series with a slower reference average…
The document describes a chart indicator that plots six customizable exponential moving averages to help traders visually assess price behavior across time periods. Periods, line styles, and colors can be set manually. Its suggested presets target short…
The report proposes benchmark indexes built from funds that seek to outperform the CSI 300 or CSI 500. It combines contractually designated index-enhanced funds with other funds identified as similar through their benchmarks, tracking error, and historical…
This brief student response defines quantitative investing as using data, statistics, research, systematic data collection, backtesting, and programmed trading to make investment decisions. It highlights several perceived advantages: a repeatable process,…
The document describes a simple Chinese equity screening rule: select stocks with a daily high-to-low range above 1%, a reversal-style candle condition called “fanbao,” and a high equal to the maximum over the current and prior day. It presents the rule as a…
This trading system uses changes in the VininI_Trend_LRMA indicator to generate signals when a bar closes. Traders can choose between entering when the indicator crosses its upper or lower levels, or entering when its direction changes. A ChangeOfVolatility…
This Chinese equity screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and limits circulating share count to 5.5 billion. The article also discusses combining these filters with company and industry information, valuation…
This stock-selection outline screens Chinese equities for a daily price amplitude above 1, a listing history longer than one year, membership in a robotics concept group, and circulating market value below 10 billion yuan. It describes joining listed-company…
The document presents an RSI price action breakout indicator as a supporting signal for trading strategies. It recommends using the indicator to filter scalping setups on one- or five-minute charts, or to confirm swing trades on hourly charts. It does not…
This post presents a weekly China A-share selection screen combining three conditions: a five-period amplitude measure above one, a change in a proxy for institutional volume activity, and a positive weekly price and volume pattern. The last condition…
This example describes a live data actor that subscribes to a slice of Bybit BTC options. At startup, it searches cached instruments for unexpired Bybit options, selects the soonest expiry, prefers USDT settlement when available, and constructs the…
This Chinese-language support exchange concerns missing dividend information for Contemporary Amperex Technology in a China A-share data table. The user asks why a recent September distribution, reportedly paid on September 28, does not appear and how to…