Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
30 documents
The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
This article introduces the KDJ stochastic oscillator, formed from the close’s position within a recent high-low range and smoothed into K and D lines, with J derived from them. It describes common interpretations: high and low readings as overbought or…
The post asks how to identify the perpetual futures pairs with the largest 24-hour percentage price changes from exchange ticker data. The example response is a list of market records containing symbols and percentage changes, along with other fields such as…
The document presents reusable M-language modules for quantitative trading, including percentage price change, new highs, price and volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also outlines moving…
This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…
The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…
This Chinese stock-screening example combines three short-term filters: a daily high-low range above one percent, a large-order net-flow measure above a stated threshold, and an auction-related price change between negative two and positive five percent. It…
This Python-style example outlines a state-based trading loop driven by fast and slow exponential moving average crossovers. While flat, it checks an entry crossover and opens a long position for an upward cross or a short position for a downward cross,…
The document introduces MACD through its fast line, slow signal line, and histogram, then presents several ways traders may interpret the indicator. Histogram position relative to zero is used to infer directional strength, while crossovers above or below…
This historical OKCoin strategy combines short-term price-breakout trading with a portfolio-balance rule. It tracks recent trades, order-book prices, and a smoothed trading-volume measure. When price moves beyond a threshold relative to recent highs or lows,…
The post describes a crypto strategy that combines signals from the SSL Hybrid indicator with Stochastic RSI. It uses SSL Hybrid’s exit-line crossovers as directional triggers: an upward crossover can initiate a long trade when both Stochastic RSI lines are…
This document presents a Python framework for applying MACD signals across multiple futures contracts. For each contract, it retrieves bar data, requires a minimum history, and compares the MACD difference and signal lines on the penultimate bar so that the…
This Chinese-language reference catalogs TA-Lib indicators and gives brief descriptions, function signatures, output shapes, and usage examples. Its visible sections cover trend measures such as moving averages, Bollinger Bands, and Parabolic SAR, followed…
This stock-screening recipe selects members of a designated metaverse sector when their latest close is above the prior close and the MACD signal line, DEA, is rising. The proposed final filter also requires a six-period RSI above 50. The document provides…
This research tests Chinese industry rotation signals based on cross-sectional momentum and valuation. It reports stronger industry momentum over a one-month lookback and compares industries grouped by the percentile of their current valuation relative to…
This note presents an equity selection rule that combines daily amplitude above 1, a MACD condition above zero, and a five-period moving average crossing above a ten-period moving average on weekly data. It frames amplitude as a way to focus on stocks with…
This tutorial shows how to turn a KDJ indicator rule into a futures trading program using the FMZ Quant C++ framework. It explains the indicator’s RSV, K, D, and J components, then uses the relationship between K and D to generate directional signals: K…
The document describes a Chinese equity screening rule that combines three conditions: today's position-increase ratio must exceed a threshold, large-order net volume must remain above a threshold for several consecutive days, and the stock must have reached…
The document introduces quantitative trading as a rules-based approach that uses data and mathematical models to guide investment decisions. It contrasts this with discretionary judgment and describes discipline, systematic analysis across assets and data…
This article explains how Stochastic RSI applies a stochastic range calculation to RSI values and discusses why implementations can differ across charting platforms and libraries. It identifies RSI as the base series, then describes %K as a normalized…
The essay argues that short-term traders should place individual trades within a broader strategy. It describes adapting to brief, fast-moving market themes: smaller traders may benefit from flexible entries and exits, while large investors need greater…
This announcement outlines a multi-factor strategy for OKX that ranks a universe of coins by a composite factor value and divides them into three roughly equal groups. It proposes going long the lowest-ranked group and short the highest-ranked group. If…
This article recommends five books as an entry path into quantitative and algorithmic trading. It starts with accessible overviews of retail systematic trading and professional quant funds, then points readers toward execution algorithms and exchange…