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 analysis examines whether limits on how far bond yields can fall weaken bonds’ return contribution and diversification value. It models a global bond portfolio, a global 60/40 stock-bond portfolio, and a leveraged risk-balanced portfolio, using equal…
The document describes an on-screen account risk monitor for traders operating under a prop firm’s daily loss limit. It says the tool tracks account equity in real time and displays the remaining room before the account reaches that limit, allowing a trader…
The document describes an MT5 scalping expert advisor that combines six entry filters: dual moving-average trend direction, ATR-based trend strength, price location relative to the averages, a volatility-buffered N-bar breakout, an RSI range check, and…
This proposed Chinese equity screen looks for stocks in a metaverse concept group with prior-day actual turnover between 3% and 28%, alongside positive net buying attributed to major participants during the auction. The post frames the turnover range as a…
This proposed Chinese equity screen selects stocks in a metaverse concept group when the closing price is above its five-day moving average and a measure of large-investor net flow is positive. The post presents equivalent conditions in a charting platform…
This document describes a Chinese stock screen that requires amplitude above 1, a positive ten-day return below 35%, and the previous day’s price above its 250-day moving average. The rationale is to combine notable price movement, a moderate recent gain,…
This document presents a stock screen combining amplitude above 1, a K-line value below 20, and a condition described as the start of a major upward move. It characterizes the low K-line value as an oversold signal and the final condition as evidence that an…
This document describes a short-term screen for main-board Chinese stocks that are not designated special-treatment shares. Before 10 a.m., it selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a pattern described as a five-step…
The document describes a Chinese equity selection rule combining three conditions: daily price amplitude above a threshold, the stock price above its five-day moving average, and at least two limit-up events within a rolling 500-day window. The proposed…
This brief note introduces a simple order-management class for trading systems. Its listed operations cover closing all open orders, closing only buy or sell positions, deleting pending orders, and counting total or side-specific open orders. The example…
This document describes an analytical method for choosing entry and exit levels in a statistical arbitrage strategy whose log price follows an exponential Ornstein–Uhlenbeck process. The trade cycle runs from an entry level to an exit level and back to the…
This equity screen selects companies associated with the metaverse theme, a positive institutional-flow signal, and a closing price above its 250-day moving average. The long-term average is used as a trend filter, while the flow condition is intended to…
This overview compares hardware, desktop, web, mobile, and paper wallets for storing cryptocurrency keys. It explains the central custody issue: control of private keys governs access to funds, so loss or theft of the keys can mean loss of access. Offline…
This short-term Chinese stock screen combines a price-range threshold, current volume above 10,000 lots, a higher opening, and a MACD condition described as negative two sessions earlier. The rationale is that range and volume indicate active trading, a…
The document proposes a Chinese stock screen using a turnover range of 3% to 12%, excluding Beijing-listed shares, and requiring a positive weekly bar. It presents the weekly condition as a way to favor stocks with favorable recent price action. The…
This proposed A-share screen combines a daily range filter, a recent three-session limit-up condition, and a closing price above its 250-day moving average. The accompanying explanation interprets these as signs of trading activity, strong buying interest,…
This description explains a trading-platform utility for reviewing open BUY and SELL positions and applying take-profit changes to selected trades. The panel orders positions by price, displays up to five on each side, and lets the user select positions with…
The proposed Chinese equity screen selects stocks whose daily high-low range exceeds a threshold, whose closing price is above its five-day moving average, and whose price-to-earnings ratio is positive. The criteria combine recent price movement, short-term…
This indicator uses three ADX periods, set by default to 10, 14, and 20, to display trend regions on the main price chart. It marks where a trend appears to begin and end and where the market lacks a clear trend. An optional alert can signal when a…
This Chinese community post discusses a stock selection idea combining three conditions: ranking stocks by trading activity, looking for a Morning Star candlestick pattern in Kute Intelligent, and requiring a dividend payout ratio above a stated threshold in…
This report discusses how China’s changing investor mix may alter equity factor behavior, using earnings momentum as its example. It argues that institutionalization and international investment can support fundamental factors over the long term, while…
The Expert Advisor identifies price consolidation levels and draws them as horizontal lines that form a channel. It uses the upper pair of lines as a corridor for buy positions and the lower pair for sells. The rules limit the number of positions of each…
This strategy trades five-minute Dow index bars when a bullish or bearish engulfing candle forms with a body exceeding a multiple of average true range. Two Bollinger-style bands, calculated from moving averages and standard deviations, provide trend…
This forum exchange explains that a VeighNa CTA strategy’s operating interval depends on its implementation. A strategy can react to each incoming tick, process one-minute bars formed from ticks, or aggregate those bars into longer periods using a bar…