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.
79,386 documents
This article introduces convolutional neural networks and explains how one-dimensional convolutions can extract local patterns from financial time series. It describes convolution as applying learned weights across sequence windows, while pooling summarizes…
The article explains how Bollinger Bands can help traders assess crypto volatility and possible market direction. The bands are described as a moving average with upper and lower boundaries typically set two standard deviations away. Narrowing bands indicate…
This Chinese-language course description presents limit-up stock counts as a way to identify active areas of the China equity market. It proposes comparing counts across market capitalization, sectors, and industries, using recent industry counts to locate…
SimpleBars is a chart indicator that colors candlesticks according to the highs and lows of earlier bars. Its description identifies the comparison with previous bars as the basis for the visual encoding, allowing traders to inspect recent price structure…
This introductory article explains the basic objects and notation of linear algebra used in machine learning and deep learning. It defines scalars, vectors, matrices, and higher-order tensors, with examples such as feature vectors, neural-network weights,…
This document describes an MQL5 class for calculating the Triple Exponential Moving Average (TEMA) with a ring buffer. It outlines initialization options such as the period, smoothing method, buffer size, and series orientation, then describes methods for…
This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…
This document describes a short-term stock screen using three conditions: daily amplitude above a threshold, a high daily control measure, and a positive product between price change and net flow from very large orders. Its refined version also restricts…
This document describes an adviser that uses the DeMarker indicator to generate signals and place pending limit or stop orders. It checks for a signal only when a new bar begins, then sets the pending order at a configured distance from the current price. A…
This note describes a screen for A-shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose top 20% of shareholders collectively hold less than 70% of shares. It presents these conditions as filters for liquidity and ownership…
This note describes a stock screen for A-shares whose codes begin with 60, whose turnover is between 3% and 12%, and whose price-to-earnings ratio is positive. The code example obtains a current trading date and filters listed stocks using those criteria.…
This note describes a double-smoothed adaptive moving average intended to address frequent slope changes in an adaptive moving average. It places the method in the context of Kaufman's adaptive moving average and a modification that also accounts for where…
This note describes an A-share selection rule that combines a turnover range of 3%–12%, market capitalization below 10 billion yuan, and a screen for companies without losses. It then selects stocks when the five-period moving average crosses above the…
This report reviews Chinese public quantitative funds and private quantitative market-neutral strategies using observations available through March 2022. It groups public funds into market-neutral products, CSI 300 enhanced funds, and CSI 500 enhanced funds,…
This proposed equity screen selects stocks with amplitude above 1, an RSI below 65, and prior-day turnover above 60 million. It combines a price-range measure with a momentum oscillator and a liquidity threshold, aiming to find stocks with activity while…
This proposed equity screen combines membership in the metaverse sector, a rounded price pattern, and a circulating share count capped at 5.5 billion. The article frames the float limit as a way to focus on relatively smaller stocks and suggests…
This stock-selection screen combines price amplitude above 1, a dividend-related payout ratio above 25% for 2019, and a rising-bottom condition. The explanation treats larger amplitude as a sign of greater trading opportunity, the dividend filter as a way to…
This MetaTrader expert advisor detects bullish and bearish inside-bar patterns and opens corresponding long or short positions. It offers three position-handling modes: open a position at every signal with stop-loss or take-profit exits; reopen positions in…
The document introduces the DecisionPoint Price Momentum Oscillator, originally developed by Carl Swenlin, and describes a comparison approach attributed to Vitali Apirine. The method applies the oscillator to compare the relative momentum of two securities.…
This configuration describes a Qlib workflow for training a binary LightGBM model on one-minute CSI 300 data from China. It uses the Alpha158 feature handler, robust feature normalization, missing-value filling, and cross-sectional label ranking. The label…
This Chinese equity screening rule ranks stocks by capital strength and requires more than two limit-up days in the past ten days. It also requires a nonempty name for an outstanding convertible bond. The article explains these conditions as signs of…
The article describes a Chinese stock-selection screen using three conditions: turnover between 3% and 12%, external trading volume more than 1.3 times internal trading volume, and market capitalization of at least 200 million. It provides an SQL-style…
This research summary reviews six studies on industry rotation and index enhancement in China. Its multi-factor framework considers expected and historical fundamentals, price and volume information, market leadership, and system-risk concentration. It…
FanMA2 represents a fan of moving averages as an oscillator in a separate chart window. Its values stay within a range of plus one to minus one, and the display includes a smoothed average line. The description outlines the indicator’s configurable…