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.
82 documents
This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…
This document outlines a Turtle style trend following strategy for stocks. It buys when the close crosses above the prior 20 trading days’ high and exits when the close crosses below the prior 10 trading days’ low. The examples define signals using current…
This Chinese-language post discusses connecting BigQuant research with Guojin Securities’ QMT platform for automated live trading. Its concrete example is a stock strategy that first processes daily data to select a watchlist, then monitors those names and…
This article explains a Dual Thrust trend-following method and its application to a basket of nickel, rebar, and coking coal futures. It defines a range from historical highs, lows, and closes, then sets upper and lower breakout thresholds around the current…
This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…
This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…
The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…
This intraday A-share strategy combines strong thematic sectors with stocks that have recently reached their daily price limits. It ranks concept indexes by short- and medium-term returns, retaining the top two percent on both measures, then screens stocks…
This document describes a chart indicator that draws a price channel from the high and low of a candle on a selected higher timeframe. The user chooses the timeframe, and the indicator uses that period’s candle range as the channel boundaries on the chart.…
This 2019 strategy review discusses how Chinese equity quant investors might respond to a weak market and changing asset-management conditions. It questions the near-term outlook for multi-factor approaches, noting that technical factors could remain under…
This post sketches an experimental model for identifying leading stocks, using gradient boosted regression to score shares within a rolling window. The proposed label gives higher scores to stocks that rise more, experience smaller drawdowns, and break out…
This article describes a daily process for building a watchlist of strong stocks. After the close, rank shares by traded value and keep the top 30. From that group, look for stocks rising more than 3% on increased volume, giving extra attention to volume…
The document addresses a screening condition that combines a stock closing above a rolling maximum with a recent limit-up requirement. The questioner reports that the combined filters return no candidates even though individual conditions seem to identify…
This indicator identifies possible divergences between price and a 14-period relative strength index by comparing successive local turning points. A bullish setup occurs when price makes a lower low while RSI makes a higher low; a bearish setup occurs when…
This note presents an extended version of on-balance volume (OBV), a momentum indicator that accumulates volume according to whether price rises or falls. It argues that conventional OBV often reverses direction frequently and lacks clear signal levels. To…
This article explains resistance as a price area where selling may emerge as an advancing market reaches prior highs. Its demonstration identifies local maxima by finding prices higher than the immediately preceding and following observations, then marks…
This note explains average true range (ATR) as a measure of price movement, then uses it to define a channel around a moving average. The middle line is the 25-day average closing price, and the upper and lower bands sit two ATR units above and below it. A…
This research note describes a method for detecting support and resistance lines in Chinese A-share price series. It adapts a local high and low point approach with quantile regression, defining line slopes for continuation patterns such as triangles,…
The article explains Dual Thrust, an intraday opening-range breakout method applied to futures. It defines a prior-period range as the larger of the highest high minus the lowest close, or the highest close minus the lowest low. Multiplying that range by…
This article presents six proposed bullish chart setups: a pullback that holds above a limit-up level and a moving average, rising volume after a contraction, a two-stage expansion from a price low, a large down day on reduced volume, a sequence of pullbacks…
The article explains Bollinger Bands as a moving average surrounded by upper and lower bands set two standard deviations away. It also introduces band width as a way to identify volatility contraction, or a squeeze, which may precede a breakout but does not…
The article proposes a discretionary momentum framework for Chinese A-shares. It starts with stocks that have recently hit the daily price limit or shown unusual activity, then recommends tracking them in a watchlist and excluding names without a recent…
This BigQuant forum post discusses how to define a factor for stocks closing above their historical maximum high. The example query groups earlier price records by instrument and name to calculate a prior high, then compares a later close with that value.…
This research note describes a method for detecting support and resistance lines in Chinese A-share price data and studying breakout behavior. It defines slope patterns for continuation formations, including triangles, rectangles, flags, and broadening…