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 forum discussion outlines a proposed parameter search for a volume-based timing rule on the Consumer Electronics industry index. It tests seven volume-smoothing windows and ten historical-volume percentile cutoffs. The proposed rule exits to cash when…
The indicator estimates a separate average high–low range for each weekday from the available daily price history. It displays that weekday’s average range around a selected closing-price reference as upper and lower bands, background candles, or both. A…
This Chinese-language post describes an equity screening rule that combines daily price amplitude, a proxy for changing institutional trading activity, and a MACD condition. The stated screen looks for amplitude above one, a nonzero change in the difference…
This meetup summary covers factor research, equity strategy design, AI models, and live signal timing. For factor processing, it recommends checking both the source data and the calculation logic, including data coverage and accuracy. It suggests studying…
ColorZerolagHLR is described as a normalized oscillator derived from five HighestLowestRange indicators. Its configurable FactorN inputs determine the unit weight assigned to each range component in the overall indicator value. The description notes that the…
This post describes a screen for Shenzhen main-board stocks combining an intraday high-low range of at least 1%, relative volume between 1.5 and 6 times its five-day average, and positive price-to-earnings and price-to-book ratios capped at 29.01 and 3.11.…
This indicator presents Bollinger Bands as a filled area and adds a choice between sample standard deviation and uncorrected standard deviation. It also offers the usual set of 22 price types as inputs. The central idea is to make the deviation calculation…
The post lists proposed translations of features from one version of a quantitative research platform to another. Examples include cross-sectional percentile ranks of current and lagged returns, industry-group ranking, candle direction, rolling price and…
This tutorial explains how to construct target labels for supervised learning in equity selection. It distinguishes classification labels, which group observations into discrete outcomes, from continuous regression targets. Label definitions should reflect…
This Chinese equity screen combines a price-range filter, an exclusion for ST-designated stocks, a five-session closing-high condition, and a historical revenue comparison. It is framed as a selection to run before 10 a.m. and requires the stated…
This screening concept ranks Chinese stocks by capital strength, using measures such as trading value or turnover, then applies a minimum company scale and a revenue growth filter. The specified comparison checks whether revenue in 2021 exceeded its 2018…
The indicator applies a Stochastic calculation to the Commodity Channel Index (CCI). The stated rationale is that CCI does not have fixed upper and lower limits, making its level harder to interpret against standardized thresholds. Applying Stochastic to CCI…
The document describes how the BigAlpha 2026 final evaluates projects across factor discovery, end-to-end large models, and AI open innovation. A team's result combines a leaderboard-based component worth 30 points with a live judging component worth 70. The…
The Know Sure Thing (KST) is presented as a momentum oscillator combining four rate-of-change series measured over different periods. Each series is smoothed with a simple moving average, then weighted and combined; a further moving average forms the signal…
This indicator tool groups historical outcomes by the rounded value of RSI, Stochastic, Williams %R, or ADX, then displays results across indicator values in a scatter chart. For each value it separates observations by whether the signal candle closed up or…
This report examines price momentum in Chinese equities and organizes possible improvements into a two by two framework: refining the price or return used to measure momentum, and incorporating the path of prices or returns during the formation period. It…
This research summary examines factor crowding: the possibility that heavy investment in a factor weakens its returns or makes them less stable. It contrasts crowding measures based on holdings, which are more directly interpretable but delayed and…
This document outlines a daily strategy for trading a set of assets using a cointegration vector estimated with the Johansen method on training data. It applies the vector to log prices to form a combined process, then sums its recent changes to determine…
The document explains a volume accumulation oscillator that summarizes where trading volume occurs within each candle’s high-low range. For each bar, it weights volume by the close’s position relative to the high and low, producing a signed contribution:…
This stock-selection rule screens for shares with daily amplitude above 1, prior-day turnover above 60 million, and an opening-auction return between -2% and 5%. The article explains that the filters combine a measure of price movement, trading activity, and…
This note proposes calculating the Relative Strength Index from a filtered price series instead of raw prices. It suggests that smoothing can suppress some short-lived price fluctuations before they affect the RSI, while an adaptive lookback average can make…
The Random Walk Index is presented as a technical indicator for judging whether observed price movement is consistent with random variation or more suggestive of a statistically significant trend. The description frames it as a way to distinguish…
The document describes a China A-share stock screen combining daily price range, an exclusion for Beijing-listed shares, and relative trading volume. Its stated selection rules use an amplitude threshold and require volume ratio to fall between lower and…
The document summarizes research into whether changes in views of finance-related Wikipedia pages can provide clues about investor information gathering before trading decisions. Its central idea is that online attention may reflect investors’ early-stage…