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.
21,023 documents
The supplied summary describes research on alternative data and a hiring-count signal for Chinese equities. It says overseas use of alternative data is still developing, with most applications aimed at short-term opportunities, and identifies six…
This article presents an A-share selection rule requiring turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and positive net buying by major participants in the…
This document presents a Holt-style exponential moving average that smooths price while updating an estimate of its local trend. It describes two indicator variants: a single-color average and one that colors the line according to the angle of its slope. The…
The discussion examines a sequence-window feature pipeline for stock data. If rows are filtered before a rolling window is formed, dates can disappear; a nominal three-row window may then combine observations that are not three consecutive days. The answer…
The document explains fixed-width fractional differencing (FFD) as a way to make price series more suitable for statistical and machine-learning models while retaining some long-term dependence. It contrasts this with ordinary integer differencing, which can…
This post describes a Chinese stock screen that selects shares with price amplitude above 1 and positive institutional fund flow, while excluding Beijing-listed A shares. The accompanying indicator example defines fund direction by summing net institutional…
This short homework response defines quantitative investing as using scientific methods to seek profitable predictions. It identifies systematic analysis and statistical reasoning as strengths, then cautions that simulated results can create a false sense of…
The article explains how inflation, interest rates, and economic growth can shape crypto prices and liquidity. It recommends comparing crypto returns with inflation measures and traditional markets using rolling correlations and regression, since Bitcoin may…
The Decycler Oscillator transforms the Simple Decycler indicator by applying an Ehlers high-pass half-period filter to suppress strongly low-frequency components. It then expresses the filtered output relative to price and scales the result by a coefficient,…
StdScore is described as an oscillator that represents a selected asset’s price in a separate chart window using a line, bars, or candlesticks. Its calculation is based on a moving average and standard deviation, making it similar in spirit to a standardized…
This indicator tutorial describes a ZigZag that changes direction after price retraces a configurable percentage of the current wave. It tracks local highs and lows, the current wave’s start and end, and bar distances so it can move a plotted turning point…
The indicator creates an aggregated trade report from three inputs: a magic number, a start date, and an end date. Its report presents financial results in the account's deposit currency and also in points. Point totals do not account for position sizes, so…
The article presents five principles for trading: build decisions around one coherent set of rules, practice execution until it becomes habitual, judge performance over many trades, wait when conditions are noisy, and accept that strategies can fail. It…
The document describes an indicator that applies a moving average to a linear regression and surrounds it with two channel widths, similar in concept to Bollinger bands. It names a narrow channel for reversal signals and a wider channel for breakouts. The…
This short note highlights that feature importance can differ across predictive models, naming StockRanker and XGBoost as examples. It also points to changing the number of leaf nodes and the learning rate as model-tuning choices. These observations can help…
This article describes a factor test of price-to-earnings ratio as a stock selection signal among CSI 300 constituents. It divides stocks into five groups, then compares group returns under weekly and monthly rebalancing. The reported qualitative result is…
The document describes a trade-history analysis that rebuilds trades from historical deals and reports metrics intended to assess entry and exit efficiency. Maximum adverse excursion (MAE) measures the largest move against a position while it is open, while…
The document introduces an L1 trend filter as a way to extract piecewise-linear trends from noisy price data while retaining major market structure. It describes a demonstration implemented in MQL5 for both float and double vectors, applied to simulated…
The document addresses a timing problem when using weekly indicators in a daily trading strategy. A weekly calculation may be absent or incomplete during the current week if the data pipeline only forms values after the week closes. Its example asks how to…
MarketPredictor is described as an open-source MetaTrader 5 Expert Advisor that applies mathematical tools to historical prices and future scenarios. Its stated methods include Fast Fourier Transform analysis to identify dominant frequency patterns and Monte…
The document outlines a basic backtesting workflow: define a strategy, gather historical data, calculate returns and supporting statistics, then decide whether to deploy or refine the idea. It notes that crypto strategies may use pairs trades, rebalancing…
This essay groups chart-centered approaches such as candlestick analysis, Dow Theory, Elliott waves, Wyckoff methods, and Gann techniques under a broad category of pattern-based trading theories. It proposes examining whether any of their components have…
A platform user reports that a backtest transaction record can misstate realized profit and loss when a stock position passes through an ex-rights corporate action. The example compares transactions in Chinese equities before and after such an adjustment and…
This indicator adapts the advance-decline line to the symbol being analyzed: it counts that instrument’s own advances and declines rather than aggregating other instruments. The document proposes adding floating levels to help assess trend direction because…