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 Chinese stock-screening post describes selecting shares with an RSI below 65, bid-side volume greater than ask-side volume, and a concentration measure below 20%. The author presents the combination as a short-term screen using a momentum indicator,…
The document explains how portfolio attribution compares a portfolio with its benchmark and decomposes excess return into drivers. It distinguishes return-based approaches, including Treynor-Mazuy, Henriksson-Merton, and related factor extensions, from…
This historical overview traces the independent development of the Capital Asset Pricing Model by Jack Treynor, William Sharpe, John Lintner, and Jan Mossin. It connects their different starting points to portfolio selection and corporate finance, and…
The document explains volatility cones as percentile benchmarks of historical realized volatility across several lookback periods. Traders compare current realized volatility with levels such as the lower quartile, median, and upper quartile to judge whether…
This opinion piece argues that retail traders should be cautious about relying on remembered successes and discretionary short-term trading habits as markets become more influenced by institutions and quantitative models. Its central practical message is to…
This indicator combines market-structure reversals, a volatility-scaled trailing stop, and a ladder of profit targets. It identifies swing highs and lows using a symmetric lookback, then signals a Change of Character when price closes beyond the latest…
This indicator displays details associated with an open trading order, including its order type, lot size, profit status, profit-to-loss ratio, and magic number. It also reports take-profit and stop-loss levels in points, the corresponding profit or loss…
This expert advisor generates a trading signal when price crosses a moving average, then waits for a configurable number of minutes after the current bar opens before acting. Before opening a position in one direction, it closes positions in the opposite…
This document describes an automated EURUSD strategy that opens buys when the MACD signal line crosses above a zero level and sells when it crosses below. It also mentions money management through a risk-to-reward setting and gives a sample test…
This document describes an MT4 trading strategy using the standard Ichimoku Kinko Hyo settings. It enters long when the Chikou Span crosses price upward and both price and Chikou are above the Kumo; it enters short on the reverse cross when both are below…
This stock screen selects companies in the metaverse sector classified as technology firms when the KDJ indicator has just formed a bullish crossover. The proposed selection is run before 10:00 on each trading day and is limited to stocks currently available…
This automated strategy places buy stop and sell stop orders around the high and low of the previous five-minute candle, with an adjustable offset. It can place additional pending orders relative to open positions. The cycle closes all positions when…
This document presents a Chinese equity screen combining three conditions: daily amplitude above 1%, a control-related measure above 21 in absolute value, and prior-day actual turnover between 3% and 28%. It frames amplitude as a measure of price movement,…
This MT5 monitoring indicator summarizes account-level risk without placing or managing trades. It compares balance with equity to display current drawdown as both a percentage and a currency amount, and tracks peak equity to measure equity drawdown over…
This Chinese equity screen combines three conditions: amplitude above 1%, a date in 2021, and previous-day turnover above 8%. The document frames high amplitude as a sign of greater price movement and high turnover as a possible indicator of strong market…
This Chinese equity screen selects stocks with price amplitude of at least 1%, turnover above 2% and below 9%, and more than a year since listing. The proposed rationale is that amplitude and turnover reflect trading activity and volatility, while a longer…
This Chinese equity screening rule selects stocks with daily amplitude above 1%, at least two limit-up events in the prior 500 days, and a positive institutional-flow indicator. It combines a volatility filter, a historical price-momentum signal, and a…
This strategy description proposes trading intraday reversals around levels derived from daily bars. It buys when price is below a recent daily low and sells short when price moves above a recent daily high, aiming to capture a return toward the prior day’s…
The article examines price differences between a domestic Bitcoin exchange and a foreign exchange. Its initial strategy is to buy Bitcoin abroad, transfer it to the domestic venue, and sell at the higher local price. The author accounts for purchase,…
The document proposes using convex optimization to model how farmers allocate limited arable land among crops to maximize profit. Its framework combines crop prices, production costs, and supply effects: planting more can raise output but may also depress…
The document describes a MetaTrader indicator that presents account condition and risk measures in one dashboard. It displays balance, equity, margin, drawdown, floating profit or loss, open-position count, total lot exposure, and spread. The stated purpose…
This document presents an A-share stock screen based on a turnover ratio between stated bounds, a newly formed KDJ bullish cross, and a ranking by individual-stock heat. It interprets these filters as proxies for liquidity, price momentum, and investor…
This document outlines a technical stock screen combining three conditions: price amplitude above a threshold, a KDJ-related value below a threshold, and a recent bullish KDJ crossover. It characterizes the resulting picks as volatile, short-term…
The document describes an expert-advisor concept that uses the Foster–Stewart criterion to identify trend direction and strength, then opens long or short positions when a threshold is reached. It uses separate parameters for buys and sells to reflect…