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-term stock screen selects shares when MACD is above zero, short-term moving averages are rising or spreading upward, and the latest price change lies between -5% and 2.6%. The article describes the conditions as a way to combine price trend…
This stock-selection method screens Chinese A-shares for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and positive net trading by institutional seats. The example formula also excludes certain market and status categories…
This stock-screening rule selects shares with amplitude above 1, rising or diverging moving averages, and turnover above 2% but below 9%. The article frames amplitude and moving-average behavior as technical filters, while the turnover range is intended to…
This stock screen combines price range, turnover, and large-order net flow. It selects shares with an amplitude above 1, turnover between 2% and 9%, and large-order net flow above 0.05 over three consecutive days. The rationale is that range and turnover…
This historical essay introduces John Maynard Keynes’s views on probability and uncertainty, drawing on his work in probability theory and economics. It contrasts objective probabilities, which may exist independently of human beliefs, with the estimates…
The document introduces Occam’s razor as a preference for explanations or solutions that require fewer assumptions when they account for the same observations. It stresses that simplicity is a guiding heuristic, not a scientific law, and that evidence must…
The document presents a daily stock-selection screen combining three conditions: MACD above its zero line, a closing price below 12 yuan, and the 20-day moving average above the 120-day moving average. It says the scan is run before the market opens and…
The scanner describes a two-scale harmonic-pattern search: it looks for larger wave structures first, then checks smaller ones when broader price action is noisy. Rather than waiting for a candle pivot to be confirmed, it tracks the developing wick at point…
This article explains SAFU, short for Secure Asset Fund for Users, as an emergency fund established by Binance to help protect customer assets in extreme situations. It says the exchange created the fund in 2018 and allocated a portion of trading fees to it.…
The document describes a trading-system risk analytics tool that processes closed-trade history and reports risk and performance measures. Its stated functions include Monte Carlo simulation, Value at Risk, Kelly Criterion position sizing, and more than a…
The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…
The article surveys the development of quantitative trading through stories about Jules Regnault, Edward Thorp, and James Simons. It describes using historical price data and mathematical models to identify market patterns, Thorp’s probability-based…
This Chinese stock-screening proposal selects high-amplitude shares that had three consecutive limit-up sessions, then checks whether the latest close lies between the middle and upper Bollinger Bands. The post presents the sequence as a way to find active…
This Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…
This document describes a Chinese equity screen that combines three conditions: daily amplitude above 1%, weekly MACD above the zero axis, and positive net buying attributed to major investors during the opening auction. It frames the range and MACD measures…
This document proposes a weekly Chinese equity screen focused on metaverse-related stocks. It selects shares that recorded a limit-up within the prior 25 days and had large-order net volume above 0.05 for at least three consecutive days. The stated approach…
This stock strategy builds a daily signal from two nested exponential moving averages: a longer average of closing prices and a shorter average of that result. Their percentage difference serves as a proxy for comparing daily and weekly RSI behavior around…
This post describes a Chinese A-share stock screen based on three conditions: price amplitude above one percent, a nonempty name for an outstanding convertible bond, and at least one daily gain of ten percent or more during the previous 25 trading days. It…
The document discusses how to judge excess returns in an index enhancement strategy. It argues that alpha should be evaluated by its persistence and consistency against a benchmark, rather than by the size of gains in a brief period. It describes monthly…
This indicator identifies Bat, Gartley, Crab, Butterfly, AB=CD, and Three Drives formations by evaluating the last five confirmed ZigZag pivots as an XABCD sequence. It calculates retracement and extension ratios between the swings, then compares them with…
This Chinese-market stock screen combines a turnover filter, buy-side order-book volume, and a named candlestick pattern. It selects listed main-board stocks with turnover between 3% and 12%, buy-one volume greater than sell-one volume, and a same-day…
This document describes a simple martingale trading program intended as a template. Users are told to replace its entry analysis with their own scalping strategy, adapt the money management, and optimize the system. It frames the approach as suitable only…
This document describes a stock selection screen combining three conditions: prior-session price range greater than 1%, the current open within 5% of the 10-day moving average, and turnover above 60 million. It presents the conditions as indicators of recent…
This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…