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 podcast recap discusses Bitcoin’s volatility and derivatives market conditions around a sharp price decline and subsequent stabilization. It introduces implied volatility and volatility compression, and describes a reported contrast between elevated…
The document outlines two ways to exit a profitable crypto trade: choose a fixed take-profit level or trail a stop-loss as the market moves. A fixed target might be based on resistance, a previous swing high, a round-number price, or a set distance from…
BykovTrend presents its signals as colored candlesticks. Green candles indicate rising signals and orange candles indicate falling signals. Candle brightness distinguishes signals aligned with the prevailing trend from those running against it: aligned…
This research summary examines the low idiosyncratic volatility effect in China’s A-share market. It estimates volatility from the annualized standard deviation of residuals in CAPM, Fama–French three-factor, and Carhart four-factor regressions fitted to the…
The Relative Momentum Index (RMI) adapts the Relative Strength Index by measuring price changes over a chosen momentum interval instead of comparing adjacent bars. Its calculation otherwise follows a similar structure. The momentum interval can be set to…
This note proposes screening Chinese stocks using a daily price-movement threshold, a nonempty outstanding convertible-bond name field, and a company-name keyword associated with the metaverse. The stated rationale is to identify stocks connected to a…
This platform support note explains the intended use of a high-frequency feature extraction module. It takes fields from a specified Level-2, one-minute Chinese stock bar table and applies expressions compatible with pandas and NumPy to calculate…
This note describes a Chinese equity screen that combines a metaverse theme, positive institutional activity, a lower daily low than the previous session, and a 30-day RSI below 30. The intended rationale is to find themed stocks with institutional interest…
The discussion explains how to repeatedly reduce a model’s factor list using feature importance. The example starts with 15 factors, removes the three with the lowest importance after a training and backtest run, and repeats the process until five factors…
The document presents a stock-selection screen combining three conditions: MACD above zero, share price below 12 yuan, and a weekly five-period moving average crossing above the ten-period average. It says the screen is run before 10 a.m. on each trading…
The document describes an approximation of a curvature trend indicator using an exponential moving average as its central trend line and average true range to scale upper and lower bands. The bands begin at a chosen ATR multiple from the moving average, then…
This A-share screening proposal selects stocks with daily amplitude above 1%, at least two limit-up sessions in the prior 500 days, and a gain below 6% at 9:25. It treats amplitude and prior limit-ups as signs of volatility and market attention, while the…
This A-share screening idea combines a turnover range of 3% to 12%, an opening price near the 10-day moving average, and a positive weekly chart signal described as a red bar. The article frames these filters as a way to find liquid, actively traded stocks…
This brief note describes an extension to a limit-channel indicator that displays calculated states as a colored histogram. It groups channel levels into three speeds: inner levels are fastest, middle levels are intermediate, and outer levels are slowest.…
The post outlines a Chinese equity screening idea combining a minimum price-amplitude condition, rising lows, and an opening-auction return within a specified band. It also proposes excluding specially treated stocks and describes an exit rule based on the…
This document summarizes research on two equity-market questions. The first uses China’s IPO approval process as a natural experiment to examine how a newly approved offering affects existing, substitutable stocks. It reports negative price effects around…
This screening idea selects stocks whose daily range exceeds one percent, whose KDJ indicator has just crossed upward, and whose price lows are rising. The article frames a large range as evidence of higher volatility, a fresh crossover as a possible shift…
The screen seeks Chinese equities with at least five overlapping moving averages, a newly formed KDJ golden cross, and at least two limit-up sessions during the stated lookback. The article interprets moving average convergence as a possible support or…
This document describes an implementation of a Balance of Power indicator as a color-coded histogram intended to show trend direction and strength. Histogram colors reflect configured overbought and oversold thresholds and changes in direction. The…
The document explains a Brinson framework for separating portfolio returns into a policy benchmark, active asset allocation or timing, security selection, and their interaction. The benchmark reflects long-term asset-class weights and passive returns.…
This reference organizes common TqSdk problems by symptom and suggests likely causes and corrective checks. It covers empty or stale market data, queued order requests that have not been sent through an update cycle, target-position tasks that fail to act,…
K’s reversal indicator combines Bollinger Bands with MACD to identify possible countertrend entries. The buy setup looks for price below the lower band while MACD crosses above its signal line; the sell setup mirrors this above the upper band with MACD…
This document explains how OctoBot can receive TradingView alerts and use them to place exchange orders. Alerts may come from user-defined price levels, indicator conditions, or Pine Script strategies. The described workflow links the TradingView signal…
This document describes a chart indicator for tracking groups of long and short symbols together. Users can configure up to 50 symbols in each basket, switch the chart to a listed symbol, move the display, and select the week for its historical statistics.…