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 stock-screening proposal selects companies assigned to a metaverse industry category, requires a positive return condition, and looks for at least one limit-up event during the preceding 25 days. It gives both a platform formula and a Python-oriented…
This BigQuant example builds a daily Chinese equity strategy using a filtered stock universe and recent volume ratios. It screens stocks in the CSI 1000 universe across several board segments, excludes suspended and special-treatment stocks, and applies…
This reference explains how information theory can measure dependence between variables, including asset returns. It introduces entropy as uncertainty, then defines mutual information as the reduction in uncertainty about one variable from observing another.…
This Hummingbot guide explains how to cap the amount of a token that bots may use from an exchange or wallet. The feature is useful when multiple bots share an account and token, since it can constrain each bot’s usable balance. The guide describes setting a…
This weekly crypto market snapshot combines regulatory and company news with indicators of institutional activity and derivatives positioning. It covers the launch of XRP and Dogecoin ETFs, Tether’s U.S.-focused stablecoin, a large corporate Solana purchase,…
This Chinese-equity screening proposal combines daily price range, profitability, and the previous session’s price-limit status. Its initial rule selects stocks with an intraday high-low range above one, return on equity above 15% for each of five years, and…
This short description introduces a variation of the Deviation Stops indicator and suggests using its plotted values as support or resistance levels. It distinguishes this version from the Kase DevStops indicator, noting that the two are calculated…
This Chinese equity screening proposal combines membership in the metaverse industry, a newly formed KDJ bullish crossover, and a dividend-related threshold above 25% based on 2019 data. It also specifies selecting before 10 a.m. for same-day trading. The…
This Chinese equity screening idea combines daily price amplitude above 1%, RSI below 65, exclusion of ST-designated stocks, and a “five-part limit-up” condition. The accompanying indicator references describe counting at least five limit-up events and at…
This survey reports how U.S. crypto holders perceive tax complexity and how tax concerns influence their investment choices. Respondents commonly expressed concern about effects on returns, confusion over reporting, rates, staking, and rewards, and…
The document lists configurable parameters for a trading Expert Advisor, including lot size, stop loss, take profit, fast and slow moving averages, trade limits, and equity risk controls. It describes options for running the EA as either a single-trade…
The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades,…
The document explains three QTPyLib utilities for working with Interactive Brokers futures. A tuple-generation helper builds a valid contract specification from a symbol, expiry, and optional exchange. Another helper selects the most active contract using…
This document outlines a technical stock screen combining a daily price-range threshold, a morning-star candlestick condition, and a current low below the prior day’s low. Its formula reference expresses these conditions as a single filter. The accompanying…
This document summarizes an investment research paper on incorporating environmental, social, and governance risks into emerging-market analysis. Its central argument is that these markets can be more exposed to issues such as extreme weather, resource…
This document describes a daily screen for stocks in the metaverse industry. It looks for a newly formed KDJ bullish crossover and requires a minimum period since listing; the proposed routine selects candidates before 10 a.m. The screen also includes…
Dollar-cost averaging (DCA) invests a fixed amount at regular intervals regardless of market price. The approach buys more units when prices are lower and fewer when they are higher, spreading entry points over time. The document presents it as a way to…
This Chinese-language post describes a stock screen combining three conditions: prior-day amplitude above 1%, tradable share count no greater than 5.5 billion, and a K value below 20. The K measure places the latest close within the preceding 20-session…
The post proposes a U.S. ETF portfolio with fixed target weights: 30% in long-term Treasury exposure, 25% in gold, 20% in intermediate-term Treasury exposure, 15% in a triple-leveraged Nasdaq-100 fund, and 10% in a double-leveraged S&P 500 fund. It asks for…
The document explains beta as an asset’s sensitivity to market returns and gives the covariance of asset and market returns divided by market-return variance as its calculation. It illustrates the calculation with a short set of monthly portfolio and…
The New Martin expert advisor begins by opening opposite buy and sell positions in an account configured for hedging. When a position closes at take profit, the system opens a replacement position in the same direction. This can leave a losing position…
This article describes a basic A-share stock screen combining turnover, company size, profitability, and a short-term price condition. It filters for turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a…
This brief support exchange addresses whether StockRanker’s tree model can use L1 or L2 regularization and how to improve model stability. The response says that StockRanker does not currently expose regularization as a way to prevent overfitting. It…
This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting…