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 document outlines a Chinese equity screening rule combining a daily price range of at least 1%, market capitalization below 10 billion yuan, positive net profit, and a weekly MACD reading above zero. It frames the range condition as a way to find more…
This document describes settings for a scalping Expert Advisor presented as a retracement strategy, intended for a five-minute chart and named for EUR/USD and NASDAQ stocks. It lists controls for moving-average lengths, trade size, maximum trades, stop loss,…
This document proposes screening stocks using three conditions: a price range threshold, a current high that matches the highest of the current and previous sessions, and a historical dividend payout ratio threshold. It frames the dividend filter as a basic…
This document describes a Chinese A-share screening approach combining daily price movement, a newly formed KDJ crossover, and a ranking based on trading activity. Its stated rationale is that larger intraday ranges may offer more opportunity, a fresh…
The report examines how changes in market interest rates can affect listed companies’ net profits through interest expense. It compares industries by the importance of financial expenses relative to net profit, finding higher exposure in areas such as light…
This trading script description explains a workflow for placing pending orders while sizing positions from a chosen equity risk limit. Users specify either a risk percentage or a fixed risk amount, along with broker minimum lot size, the number of positions,…
This guide describes a workflow for managing Hummingbot trading bots through its Dashboard: connect exchange credentials, review portfolio holdings, configure a strategy controller, backtest the configuration, and deploy and monitor bot instances.…
This expert advisor is presented as a research tool for testing an Inside Bar continuation hypothesis. It identifies a signal candle fully contained within the preceding main candle's range. A bullish main candle triggers a buy stop above its high; a bearish…
This code translates per-instrument trading restrictions into minimum and maximum portfolio weights, a direction for permitted adjustment, and a starting weight. It begins with wide default bounds, then applies long-only, no-trade, reduce-only, and…
The article argues that durable trading depends on treating each trade as a planned decision rather than an impulse. It recommends defining entry rules, recording the reason and timing for each trade, waiting for qualifying signals, and setting exit plans…
The essay contrasts left-side trading, which anticipates turns such as bottoms or tops, with right-side trading, which waits for evidence that a move is underway before acting. It uses a mahjong analogy: entering early is like playing with only one’s own…
The note warns that exceptionally high win rates and smooth profit curves can conceal risks, especially in strategies that add to losing positions. It argues that evaluating a strategy requires tracking total account value against a relevant baseline. For a…
This strategy example sets an initial stop from the entry candle’s closing price minus twice the average true range. It measures the initial risk as the distance between entry price and that stop, then defines a profit threshold by multiplying the risk by a…
This code describes a deterministic replay process for trading on congressional disclosures. It uses each disclosure’s public publication time to decide whether the information was available, explicitly avoiding the transaction date as the signal timestamp.…
This document summarizes long-run performance of Chinese equity factor portfolios and compares their results across market, economic, interest-rate, and volatility regimes. It reports that the portfolios had positive long-term returns, with size and…
This stock screen combines three conditions: daily price amplitude above 1%, a 2019 dividend yield above 25%, and the 20-day moving average above the 120-day moving average. The document presents the combination as a way to find volatile stocks with a strong…
This overview frames institutional digital-asset adoption around three operational challenges: custody, compliance, and market infrastructure. It explains that private-key loss can mean permanent loss of bearer assets, and describes institutional use of…
This note describes a simple Chinese-equity screen using three conditions: daily high-low range relative to the prior close above a threshold, closing price above its five-day moving average, and a closing price of 18.5 yuan. The accompanying explanation…
This report surveys hedging choices for U.S. equity portfolios during drawdowns and recessions, drawing on a historical sample from 1985 through 2018. It contrasts rolling index puts and short credit risk with Treasury and gold exposures, then examines…
This review compares passive and active approaches to protecting U.S. equity portfolios during severe drawdowns and recessions. Its sample covers 1985–2018, including eight equity declines greater than 15% and three U.S. recessions. It discusses rolling S&P…
The document explains how to read order book depth snapshots and update sequences to assess liquidity, possible support and resistance, and the price impact of larger trades. Comparing bid and ask stacks over time can reveal whether displayed liquidity…
This article proposes a qualitative decision framework based on comparing broad market strength with the strength of individual stocks. It organizes conditions into four cases: when both market and stock are strong, favor stock exposure; when the market is…
This Chinese equity screening idea combines price amplitude above 1%, appearance on the prior day’s trading list, and return on equity above 15% for five consecutive years. The post frames these conditions as a blend of short-term volatility, market…
This post outlines a Chinese equity screen combining daily price amplitude above 1%, a 2021 date condition, and three consecutive limit-up sessions. Its final stated criteria also require trailing price-to-earnings below 30 and price-to-book below 5. The…