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
This note outlines a Chinese equity screen combining a ranking by capital strength with company characteristics and a year-specific filter. It describes capital strength as a measure related to trading volume and turnover value, and suggests taking the top…
This Chinese stock-screening note describes a rule set for selecting stocks classified in the metaverse theme. The initial criteria are a positive daily price return and a positive institutional-flow ranking. It explains the rationale that institutional…
This Chinese stock-selection proposal focuses on metaverse-related shares that meet three technical crossover conditions: MACD crosses its signal line, the 5-day moving average crosses above the 10-day average, and the 5-day average crosses above the 20-day…
This Chinese-language post describes an equity screening rule that combines a price amplitude threshold, rising lows, and a measure of shareholder concentration. It presents the rule in a screening formula and gives a Python example that checks recent low…
This stock screen selects companies classified in the metaverse industry with no more than 5.5 billion circulating shares and a dividend payout ratio above 25% for 2019. The accompanying example describes retrieving financial and dividend data, filtering for…
This discussion examines why published quantitative findings and attractive backtests may fail to reproduce or translate into tradable returns. It explains how publication incentives, selective reporting, repeated testing, flexible data choices, and…
The document proposes a technical stock screen based on shares with at least five moving averages converging, naming the five-, ten-, twenty-, fifty-, and two-hundred-day averages. It also asks that the stock have a positive return over the previous year.…
This indicator combines a recursive Kalman filter, a Hull-style moving average, and Supertrend logic. It filters the selected price input through multiple Kalman states, uses those estimates to form a smoother baseline, then places volatility bands around…
The document describes a problem encountered when using an initialization module to set a day counter and prevent duplicate daily trades. In backtests, the counter reportedly advanced across several days, but in simulated trading the same first-day trade ran…
This brief introductory response defines quantitative investing as finding patterns in historical data, translating them into a model and strategy, and using software to execute trades according to the resulting rules. It highlights discipline as a benefit:…
The document describes an average-price indicator for manually configured virtual orders. A trader enters order volumes, and the tool calculates an average price intended to show where the combined orders could be closed at break-even. Orders can also be…
This post describes a stock screen using three conditions: a daily high-low range exceeding one percent of the previous close, a trading date in 2021, and a smoothed stochastic-style K value below 20. It supplies formula and Python examples for calculating…
This guide explains how to connect a MetaMask wallet to Dexalot’s Avalanche subnet, install Hummingbot and Gateway, and configure a simple ALOT-USDC market-making bot. It covers funding the subnet portfolio, setting credentials, linking the wallet, choosing…
This article describes ways to adjust market-making configurations for range-bound, rising, and falling markets. In a range, it proposes estimating the price span to capture and splitting that span between bid and ask offsets around the midpoint. It also…
This technical reference explains how an execution engine handles an OrderFillVoided event when a venue corrects a previously reported fill. It distinguishes a correction, which retains the original trade identity, from an opposite-side trade. For locally…
The document argues that traders should assess potential loss and profit as percentages of account equity rather than as fixed dollar amounts or pip counts. Its comparison of small and larger accounts illustrates how the same percentage risk translates into…
The document presents an A-share stock screen combining daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and a three-session limit-up condition on the previous day. It describes these filters as a way to find volatile,…
The document explains how to retrieve futures margin rates through TqSdk2 when a trading program otherwise uses TqSdk. It describes running both libraries in one Python file: connect directly to a CTP broker through TqSdk2, query the margin rate for a…
This post presents a 15-minute intraday strategy for German DAX mini CFDs. It uses a Super Smoother filter applied to price changes, then normalizes the filtered value by a decaying estimate of its peak magnitude. The strategy opens long positions when the…
The document proposes a stock screen combining membership in the metaverse industry, a rounded-base chart pattern, and a favorable company-quality classification. It argues that company characteristics may relate to prospects, management, and profitability,…
This Chinese equity screening proposal selects stocks associated with the robotics concept, with daily price amplitude above 1%, circulating market capitalization below 10 billion, and a rule excluding a board category identified in the post as the STAR…
This document describes configurable properties for the SmartAssTrade-V2 MetaTrader expert advisor. It specifies operation on the 30-minute chart and lists controls for Friday trading, automatic or manual lot sizing, maximum open orders, take profit, stop…
This Chinese stock-selection idea combines three filters: daily amplitude above 1%, a reversal or engulfing-style pattern, and previous-day auction turnover above 0.26. The article treats auction turnover as an indicator of activity during the opening call…
This indicator description explains a moving average calculated using Heiken-Ashi data, with color changes used to make upward and downward movement easier to see. It can be applied across symbols and configured to calculate on a selected time frame,…