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 describes an MQL4 Expert Advisor structure for running multiple trading strategies independently or together. Each strategy is treated as a separate instance of a shared EA class and can have its own identifier, trading schedule, risk controls,…
This market recap reviews BTC and ETH options positioning during a period when spot prices struggled near technical levels and traders anticipated volatility around the Bitcoin halving. It compares realized and implied volatility, term structures, skew,…
The document describes a script for placing a pending sell stop order at a trigger level below the current price. It sets stop-loss and take-profit distances in points from the trigger and allows the trader to set order volume through a money-management…
The document explains a MetaTrader trade function that sizes positions from a risk budget and sets stop distance using the asset’s average true range. It calculates the allowed risk as a percentage of free margin, converts an ATR multiple into stop-loss…
This article argues that divergence and MACD crosses are best interpreted as signs of changing momentum, rather than as automatic buy or sell commands. It describes divergence as evidence of countertrend activity, with the strength of that activity helping…
This Chinese stock screening example combines three filters: membership in the metaverse concept group, a closing price above the previous day’s low, and a closing price below 12 yuan. It presents the first condition as a way to focus on a market theme, the…
This example describes a three-leg futures strategy that treats polyester fiber value minus the weighted costs of PTA and ethylene glycol as a production margin. It estimates the margin’s mean and standard deviation from recent daily bars, then calculates a…
This report summary lays out a framework for analyzing government interest-rate bonds through supply and demand, return decomposition, duration timing, and portfolio allocation. It attributes supply partly to fiscal conditions and economic pressure, and…
This essay presents Bernard Baruch’s investment principles, emphasizing independent judgment, company quality, and crowd psychology. It favors businesses with real assets, operational advantages, and capable management, while arguing that management quality…
This submission describes a composite stock factor combining three ranked measures: three-year net profit growth, the inverse of summed turnover over five periods, and the inverse of five-period trading-amount variability. The intended profile is high growth…
This specification lays out a test framework for validating market data adapters. It organizes checks by data type, from instruments and order books through quotes, trades, bars, and derivatives. It emphasizes timestamp scale correctness and describes a…
This exchange model for a level-three order book simulates limit and market orders without partial fills. Resting limit orders enter a queue model when they do not cross the opposing best quote. A marketable order, or a limit order priced through the best…
This research summary explains a dynamic firm model in which companies can expand or shrink their operating scale, but face adjustment costs. Expansion and contraction options alter exposure to productivity shocks: the ability to reduce scale can buffer…
This essay argues that quantitative, discretionary, short-term, long-term, active, and passive approaches coexist within a market ecosystem. It warns that historical models can fail in unusual conditions, crowded strategies may lose their edge, and…
The article describes an intraday pairs strategy for SPY and IWM, using one-minute bars from April 2007 through February 2014. It aligns timestamps, estimates a rolling regression hedge ratio, forms a price spread, and converts that spread to a z-score. The…
The document outlines an equity screen combining turnover, circulating market capitalization, and a morning star candlestick pattern. Its stated criteria use a turnover range of 3% to 12%, a circulating share count cap of 5.5 billion shares in the headline,…
This live-robot page shows a screening and observation workflow for newly active tokens across several chains. The displayed table ranks candidates by one-hour volume expansion and reports liquidity, fully diluted valuation relative to liquidity, token age,…
The document describes a trading-platform script that calculates the largest lot size that can be opened using all free margin currently available in an account. It displays the calculated size in the chart’s upper-right corner for a default period of ten…
This strategy selects the ten lowest-priced eligible stocks within the SSE 50 universe, excluding special-treatment, suspended, and delisted stocks. It allows each holding to remain open for up to twenty days and sells a stock if its decline exceeds eight…
This case study follows a live statistical-arbitrage strategy trading the residual between the EWY Korea ETF and Samsung Electronics and SK Hynix. A rolling log-price regression estimates hedge ratios; the residual is standardized into a z-score, with…
The document explains how linked spot assets move between Hyperliquid’s HyperCore and HyperEVM. A token must first be linked to an EVM contract; transfers from Core use a sendAsset action directed to the token’s system address, while transfers from the EVM…
This Chinese-language post proposes screening mainland Chinese stocks using three conditions: daily high-low amplitude above one percent of the previous close, a positive large-order net-volume measure, and a negative change in the prior day’s 9:15 matching…
This swing trading Expert Advisor uses a Percentage_Crossover_Channel indicator to generate signals in one of two ways. In channel mode, a bar’s low crossing or touching the lower boundary triggers a buy, while its high crossing or touching the upper…
This forum post presents a rule-based strategy for Japan 225 cash on an hourly chart. It checks for entries at 02:00, skips Fridays, and uses the direction and absolute range of a bar four periods earlier to choose a long or short trade. The position size is…