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.
16,761 documents
This report studies whether gaps between consensus forecasts for macroeconomic indicators and their released values help explain subsequent returns across asset classes. It places the signal in an allocation framework that combines long-term strategic…
This expert advisor trades signals from the TimeZonePivotsOpenSystem indicator. It enters when a bar closes after a channel breakout and adds an optional time-based exit: a position closes once its holding period exceeds a configured limit, which defaults to…
This Expert Advisor combines three independent systems that trade when a ColorX2MA_Digit indicator changes color at a bar close, signaling a trend change. Each system can be enabled or disabled separately and manages its own long and short entries. Position…
The proposed equity screen selects stocks with an RSI below 65, seven consecutive sessions in which the close is no higher than the open, and strong combined large and extra-large buy volume during the opening auction. It combines a momentum indicator, a run…
This brief forum exchange addresses how to retrieve an account’s funds in VeighNa and whether the value can be used in a backtest or only in live trading. The response points to the engine’s account-retrieval method and states that this call is unsupported…
This research note examines whether Chinese A-share ownership data can help select stocks. It groups the data into shareholder counts, holdings by the ten largest shareholders, institutional ownership, and major shareholder transactions. Most of these series…
The article defines an earnings surprise factor, ESP, as the difference between actual and expected quarterly net profit divided by the absolute expected amount. It describes deriving quarterly analyst expectations from annual forecasts under an assumption…
The document describes an Expert Advisor that trades changes in trend direction indicated by MBKAsctrend3. It enters when a new indicator arrow appears, with the signal acted on at the bar close. The indicator can be displayed automatically on the chart and…
The document outlines a stock screen that combines a price movement filter with a low closing-price threshold and simultaneous bullish crossovers among three moving averages. It presents the idea as a way to find stocks that may be starting an upward move,…
This brief Chinese-language forum entry asks whether stock-selection backtests using random forest classification and a StockRanker ranking model can be trusted when features were not standardized or treated for outliers. The accompanying tag states that…
The document describes a two-sided intraday strategy that enters when price crosses levels derived from Bill Williams fractals. Its example is configured for EUR/USD on a one-hour chart, with trading limited to a stated daily time window. The strategy also…
This model seeks to rotate between Chinese equity growth and value styles, represented by high and low price-to-earnings indices. It combines six signals drawn from technical conditions, domestic and overseas liquidity, and periods when equities may be…
This Chinese A-share strategy combines small-cap selection, volume and price signals, valuation limits, and a broad-market timing filter. Its universe includes main-board and ChiNext stocks, excludes specified boards, special-treatment shares, and suspended…
The strategy proposes a long entry when price crosses above an eight-period exponential moving average while the Awesome Oscillator turns upward after declining. The oscillator is defined as the difference between five-period and 34-period averages of median…
This stock selection idea combines three filters: daily amplitude above one, a dividend yield above 25% for 2019, and at least one limit-up move in the preceding 25 days. The accompanying examples calculate price range relative to the open, estimate the…
This BigQuant support note explains why some stocks may disappear during a feature-extraction workflow. It gives two configuration suggestions: leave the feature module’s start and end dates blank when those dates should be inherited from the upstream…
The document explains what LumiBot’s HTML backtest tear sheet and companion machine-readable metrics file contain. It lists return and risk measures such as annualized and total return, Sharpe and Sortino ratios, return over maximum drawdown, maximum…
This learning exercise describes an investor's established approach of making long-term, recurring purchases of index ETFs, including funds tracking large-cap Chinese, Hong Kong technology, and US technology markets. The account does not specify purchase…
This brief Chinese equity strategy rebalances on the first trading day of each month. It excludes stocks designated as special treatment, as well as listings on the STAR Market and Beijing Stock Exchange, then selects the 30 stocks with the smallest market…
This stock-selection approach looks for convergence among five moving averages: the 5-, 10-, 20-, 30-, and 60-day averages. It combines that pattern with positive net large-order flow during the afternoon session, defined as inflows minus outflows. The…
The document describes a stock screen combining a turnover-rate band of 3%–12%, a beverage and alcohol industry classification, and the presence of an outstanding convertible bond. It includes example formulas and Python code that filter company and bond…
This configuration describes a Qlib workflow that trains a PyTorch deep neural network on Alpha158 features for CSI 300 stocks, using the Shanghai 300 index as its benchmark. It defines training, validation, and test periods, drops the VWAP feature, fills…
The document outlines an Expert Advisor inspired by Waddah Attar. It places Buy Limit and Sell Limit orders, then adds another pending order when market price moves close to an existing one. It notes that the EA uses trade transaction events to retrieve the…
The post presents a Chinese equity screen combining daily price range, a ranking based on net large-order activity, and a minimum market-capitalization condition. Its stated rationale is to find stocks with notable volatility and trading activity while…