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 short stock-screening example combines a daily turnover range of 3% to 12%, an appearance on the previous day’s market activity list, and more than one year since listing. The stated rationale is to focus on stocks with a specified level of trading…
This stock selection example combines a positive MACD reading, a rising 30-day moving average, and a revenue comparison. The stated rule requires the latest annual revenue measure divided by the measure from three years earlier to exceed 1.1. The…
This expert advisor trades a session breakout in gold by recording the Asian-session high and low, then placing paired buy-stop and sell-stop orders outside that range as London opens. The orders are one-cancels-other, and expire if neither triggers within…
This essay argues that experienced investors may communicate in a direct, plainspoken way because they have worked through complexity and learned to focus on what they understand. It frames simplicity as the result of discernment rather than lack of…
This trading-system description uses the DSS Bressert indicator’s stochastic cloud color as its signal. A trade is entered at bar close when the cloud changes color. Positions are exited either by a pending order or when the indicator changes color again.…
This document outlines a mainland China stock-selection screen built around three conditions: amplitude above 1, a rising base, and a gain above 1% on the current day. Its final stated logic also removes ST and *ST shares and describes selling when a candle…
This expert-advisor description outlines a tick-driven scalping system that compares short-window price returns with a rolling statistical baseline. It enters only when the move’s z-score exceeds a configurable threshold, then lets the user choose either…
This expert advisor combines two independent trading systems, one using BrainTrend2 and the other AbsolutelyNoLagLWMA. Each system generates a trade signal when a bar closes and its indicator shows a trend-color change. Position size is adjusted separately…
This document summarizes lifecycle funds, which adjust their asset allocation as a target date approaches. The described approach gradually reduces portfolio risk over time, with the aim of matching investment risk to the holder’s changing capacity for risk…
This note describes a Chinese stock selection rule combining daily price range, afternoon large-order net inflows, and relative trading volume. It specifies an amplitude above 1%, with volume ratio between 1.5 and 6, and treats qualifying shares as…
The document presents a Chinese equity screening idea combining daily price amplitude above a threshold, a positive weekly MACD histogram, and recent limit-up behavior. It frames these conditions as a way to find active stocks with short-term upward…
This product description explains an MT4 expert advisor for managing manually opened forex trades on the current currency pair. After an initial order is placed, the advisor can add positions when price moves a configured distance, up to a chosen maximum.…
The document describes a short-term mean-reversion system for France 40, FTSE 100, and DAX index markets on a one-minute chart. It looks at the relationship between the opening price two candles earlier and the current close, with a directional sequence…
This article discusses recruiting and interviewing in China’s quantitative trading industry. It argues that candidates need not come from finance: people trained in fields such as chemistry, mathematics, statistics, and computer science may bring useful…
This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least two limit-up days within the prior 500 days. It also describes excluding suspended and special-treatment shares…
This proposed equity screen selects stocks associated with the metaverse theme, a rising 30-day moving average, and at least one limit-up event during the prior 25 days. The document provides an indicator formula reference and a Python sketch for these…
This stock-screening proposal targets companies classified in the metaverse industry when the KDJ indicator has just formed a bullish crossover and the shares have recorded at least two limit-up sessions within the prior 500 days. It specifies selecting…
This China A-share selection concept combines a moving-average trend filter, a size threshold, and a ranking by capital strength. It favors stocks whose 20-day moving average is above the 120-day average, treats size above 200 million as an eligibility…
This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…
This document presents a simple China A-share selection rule: retain stocks with prior-day amplitude above 1%, circulating shares no greater than 5.5 billion, and exclude Beijing-listed shares. Its stated rationale is to focus on more volatile stocks with…
This article explains why a strategy with a positive arithmetic average return can still lose money when returns compound. It illustrates the point with alternating gains and losses, showing that the geometric return better reflects long-run account growth.…
This document describes an MT4 expert advisor that duplicates trades within the same account using a preset lot multiplier. It says the tool can be attached to any chart, handles simultaneous orders up to a stated limit, and may be synchronized on a virtual…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, main-board listing, and a circulating market value between 5 billion and 10 billion yuan. The accompanying discussion presents the filters as a way to combine price strength with…
This article outlines an equity screen combining daily price conditions with a 15-minute MACD histogram signal. It selects stocks with an intraday range above 1%, a session low between 4% and 5% below the prior close, and a green MACD histogram that is…