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.
21,023 documents
This book section surveys advanced MQL5 capabilities for building MetaTrader 5 software. Topics include custom financial symbols, economic calendar events, networking, databases, cryptography, libraries, software packages, and organizing related programs…
The discussion clarifies how to read a BigQuant money-flow factor field whose name ends in a zero window. The question is whether “past zero trading days” means there are no observations to average, even though the description refers to an average net active…
This indicator estimates buy and sell volume from each candle’s range and open and close prices. It allocates volume across candle sections, assigning the resulting estimates to buying or selling according to whether the candle closes at or above its open.…
This short troubleshooting note addresses a BigQuant model-training failure that reports a ValueError because a maximum is being computed over an empty sequence. It attributes the problem to a parsing issue when feature or factor names are renamed. The…
The Balance of Power indicator is presented as an oscillator for gauging relative buying and selling pressure and spotting possible trend reversals. Its calculation compares the close with an earlier open, then scales that difference by the high-low range…
This brief indicator note introduces Island Reversal, abbreviated IR, and lists its inputs as close, high, low, a lookback length, and a percentage parameter. Its pseudocode calculates prior-period high and low boundaries, then derives two price levels…
The post asks whether a feature expression can take the maximum of four moving averages and whether a similar expression can calculate their standard deviation for one day. The example uses 5-, 10-, 30-, and 60-day averages as four contemporaneous values,…
This report outlines a first step in building a multifactor model: choosing which factors to combine. It proposes screening combinations using three criteria: how strongly a factor differs from benchmark exposure, how correlated the factors are with each…
This research summary outlines three refinements to genetic programming for finding stock-selection factors: fitness measures based on mutual information and long-only excess return, ways to transform nonlinear factors, and validation procedures intended to…
The document introduces a volatility ratio as a way to distinguish quieter market conditions from more volatile ones. It contrasts this approach with standard deviation, arguing that a ratio with a reference level can make relative volatility states easier…
This article introduces four ways portfolio managers can adapt familiar valuation concepts to blockchain assets. A discounted cash-flow approach replaces conventional corporate cash flows with protocol value accrual, such as transaction fees or staking…
This report studies the accuracy of analysts’ consensus earnings-per-share forecasts for China A-shares and develops forecast-bias signals for stock selection. Its full-sample statistics indicate substantial errors and an overall optimistic bias. An…
The document describes a price-derived oscillator that displays the difference between price and a Delta measure as a histogram. It specifies no user-adjustable input parameters. The calculation begins with the average of the open, high, low, and close…
This study evaluates 19 factors derived from sell-side analyst consensus data, including forecasts of financial measures, analyst ratings, and attention. It tests the factors in several Chinese equity universes and across industries. For financial forecast…
This Chinese-language article describes an equity screen based on price amplitude, prior-day trading activity, and opening-auction turnover. The stated final rule selects stocks whose amplitude exceeds one, whose prior-day turnover exceeds 60 million, and…
This Chinese-language description outlines an equity screening rule that combines a daily amplitude threshold, a high equal to the highest high across two days, and positive afternoon large-order net inflow. Its rationale is to pair price movement and a…
The U Trend Sensor is an oscillator built from two triangular moving averages with different lookback periods. Each average is updated only when it moves beyond a percentage threshold relative to its current level, creating step-like series. The indicator…
The Percentage Volume Oscillator (PVO) compares a fast and a slow moving average of tick volume to describe changes in volume momentum. The indicator can display its main line, a signal line, and a histogram, with configurable periods and moving-average…
The document introduces Markov chain Monte Carlo as a numerical approach for approximating Bayesian posterior distributions when analytical integration is impractical, especially in models with many parameters. It explains the Metropolis algorithm as a basic…
This code module outlines methods for constructing sparse portfolios intended to exhibit mean reversion. It includes Box–Tiao canonical decomposition, greedy support selection, semidefinite optimization under volatility constraints, and sparsity methods…
This document proposes screening Chinese stocks by price range, a K-line condition described as being below 20, and descending money strength. It characterizes money strength as a way to infer buying and selling pressure from price direction and trading…
This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…
This research summary examines whether company managers adjust reported earnings to meet individual analyst forecasts, beyond the incentive to meet consensus estimates. It describes a study using the change in effective tax rate from the third to fourth…
Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…