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.
29,558 documents
The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…
This note presents a Chinese stock screen for companies associated with beverage and alcohol imports or exports. It combines a turnover range of 3% to 12% with circulating market capitalization above 10 billion yuan. The accompanying examples refer to…
The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…
The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…
The document describes an automated trading system that scans for classical chart structures, including head-and-shoulders formations, bottoms, triangles, flags, and cup-and-handle patterns. It seeks confirmation before entering a breakout by measuring bid…
This platform comparison organizes crypto futures venues around practical selection criteria: contract and market availability, fees, leverage, regional access, and security or regulatory status. Its table contrasts several exchanges, while the surrounding…
This automated trading system implements the principal components of the Original Turtle rules. It sizes positions according to market volatility, enters on breakouts of fast or slow Donchian channels, and skips a later signal after a successful breakout. It…
The document presents an equity screen using three conditions: daily price amplitude above 1%, RSI below 65, and the prior day’s price above its 250-day moving average. It frames the moving-average condition as a way to favor stocks with stronger long-term…
The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose weekly five-period moving average crosses above the ten-period average. The article…
The document presents a Chinese equity screen combining three conditions: MACD above its zero line, a price-change and very-large-order-flow condition, and a dividend ratio above 25% for 2019. It describes MACD as a trend filter and trading-flow data as a…
ASQ SuperTrend is described as an ATR-based trend-following indicator for MetaTrader 5. It draws a changing line around price, uses color to indicate bullish or bearish direction, and marks trend reversals with arrows. The line can be used to track a trend…
This research summary examines stock selection factors derived from operating financial statement items, especially changes in operating current liabilities. It reports that these factors showed selection ability, with the strongest cited result for a…
The article explains why investment managers entering digital assets need consolidated data on markets, liquidity, risk, and blockchain activity. Crypto trading is spread across global venues that operate continuously, with each venue using its own changing…
This research overview examines risk parity within the broader development of portfolio allocation methods. It describes several risk measures and risk-allocation principles, emphasizing Euler allocation to define each asset’s contribution to portfolio risk.…
This stock selection approach filters for shares with amplitude above 1, excludes those that were limit-up the previous day, and removes stocks from China's STAR Market. The article frames the board exclusion as a way to avoid mixing securities with distinct…
This Chinese equity screening idea selects stocks classified in the metaverse industry, with circulating shares no greater than 5.5 billion and prior-day trading value above 60 million. The criteria combine a thematic industry classification, a float-size…
This proposed Chinese equity screen combines three filters: daily high-low range above 1, return on equity above 15% in each of five years, and a turnover-weighted ratio of current auction volume to prior-day volume between 0.5 and 2. It is intended to pair…
This Chinese-language article describes an A-share stock screen combining three technical conditions: RSI below 65, MACD above its zero line, and a shortening green MACD histogram on a 15-minute chart. It presents the combination as a way to find stocks with…
IREA is an automated countertrend strategy based on the idea that unusually large price moves may be followed by movement in the opposite direction. It uses an InverseReaction indicator and enters against the shock on the next bar, provided the bar size…
This forum exchange explains why a VeighNa Trader account balance may stay unchanged when orders are routed through the PaperAccount module. PaperAccount simulates orders and fills locally, so activity handled by it does not reach a live trading server and…
This post describes a technical stock screen combining three conditions: daily price amplitude above a stated threshold, the opening price near the ten-day moving average, and a pattern described as seven consecutive down days. The accompanying examples…
The indicator estimates volatility using ATR, a Parkinson high-low estimator, or close-to-close return variation, then ranks the current reading against a rolling history as a percentile. Thresholds divide that percentile into five regimes, from unusually…
This engineering guide explains how to build Rust-native adapters that connect NautilusTrader to exchanges and data providers. It covers venue-specific data and execution clients, configuration and Python exposure through PyO3, plus contracts for…
This document describes a Forex expert advisor that compares the strength of eight major currencies, identifies stronger and weaker currencies, and trades major currency pairs using moving averages. It outlines three ways the strength measure can be…