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.
16,761 documents
This reference explains two utilities for copula-based trading research: a linearly interpolated empirical cumulative distribution function (ECDF), and a quick selector for candidate pairs. A standard empirical CDF is a step function, which can map sparse…
This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…
The report presents a framework for timing gold using three proposed price drivers: value preservation, safe-haven demand, and speculation. It builds the first factor from US inflation expectations and trends in US real interest rates, the second from the…
This document describes an Expert Advisor that runs two systems based on signals from the FineTuningMACandle indicator: one for long positions and one for short positions. Each side has its own input settings, including distinct identifiers and money…
This article introduces algorithmic strategy backtesting as the application of trading rules to historical data to generate signals and estimate trade and portfolio profit and loss. It describes using backtests to screen candidate strategies, test models of…
This article outlines a short-term Chinese equity screen using RSI below 65, three consecutive declining sessions, exclusion of ST-designated stocks, and a condition related to trading halts during the first ten minutes after the open. It then proposes…
The report summary describes a stock-selection factor built from a multinomial logistic model that estimates the probability of a large stock decline over the following month. It tests several decline thresholds and reports broad factor coverage, including…
The indicator combines patterns observed across price charts, DCOS, BullsPower, and BearsPower to generate probable buy and sell directions. It marks signals on the prior bar: blue indicates a buy and yellow a sell. A red dot must be enclosed by a square for…
The thread discusses changing a Turtle-style CTA backtest from a fixed number of contracts per trade to dynamically sized positions. A user reports editing a strategy variable intended to replace the fixed unit, but the refreshed backtest still uses the…
This Chinese stock-selection note describes a screen using price amplitude above one percent, company scale above 200 million, and a ten-day return greater than zero but below 35 percent. Its expanded version also requires a positive price-to-earnings ratio…
The research note examines two convertible bond approaches: buying bonds trading below conversion value and positioning in deeply out-of-the-money bonds. For discount arbitrage, it proposes buying the bond and shorting the underlying stock where feasible,…
This research explores how estimates of public mutual fund ownership, updated using high-frequency data between formal disclosures, can inform stock selection and sector rotation in Chinese equities. It describes two stock signals: the estimated current…
This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…
This strategy framework assembles entry and exit rules from a broad catalog of technical indicators. The catalog spans moving averages, momentum and volume measures, volatility, price transforms, cycle measures, candlestick patterns, and statistical…
This tutorial demonstrates how to inspect market depth and trade flow in an event-driven backtest. It first reads the nearest visible bid and ask levels, then shows a region-of-interest vector representation that limits depth access to a configured price…
This article explains why a strategy that performs smoothly on historical data can fail in live trading. It distinguishes rule discovery from quantitative implementation: researchers may mine historical market data to invent or combine rules, then add and…
The document presents a stock screen combining daily price movement with two momentum indicators. It selects shares whose amplitude exceeds 1%, whose KDJ K value is below 20, and whose RSI is below 65. The accompanying examples describe calculating these…
This research summary argues that consensus analyst estimates may offer limited incremental value once the market has incorporated shared information. It instead examines analyst actions that may carry less widely recognized information: renewed coverage…
This Chinese-language post proposes screening stocks using three conditions: an intraday high-low range above 1% of the open, a 2019 dividend yield above 25%, and a price move below 6% at the 9:25 reference point. It supplies example formulas and sample…
The article describes how institutional crypto data services can support research, trading, and risk management. It highlights combining real-time and historical information from centralized exchanges, decentralized venues, and blockchains, including spot…
This Expert Advisor pairs signals from the MA Rounding Candle indicator with position sizing that responds to recent trade outcomes. It enters when a completed bar indicates a trend change, shown by a candle color change. Buy and sell histories are evaluated…
This forum thread concerns a strategy that produced normal backtest behavior but no signals after submission to simulated trading. The user had removed a binding between the strategy’s start date and its live-trading parameter, then waited several days…
This stock screen selects Chinese A-shares whose daily high-low range exceeds a threshold, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day average. The longer-term trend filter is paired with a short-term…
This indicator marks turning points at two scales. Major highs and lows use a configurable lookback, set to 20 periods by default; minor points use half that lookback. It compares a lagged bar’s high or low with the surrounding range, then draws alternating…