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.
16,761 documents
This Chinese-language forum question explains two data objects that appear in AI strategy examples on the BigQuant platform. The ranker prediction object contains predictions passed to the backtesting module, and the strategy can read the data through the…
This document outlines a value-oriented stock selection framework attributed to investor Robert Rick. It assesses companies across three broad dimensions: valuation, dividend policy, and financial condition. The framework is said to contain five largely…
The document describes a way to turn minute-level price and volume data into monthly stock selection factors. It recommends a two-stage process: first summarize each stock’s intraday trading behavior, then aggregate those daily characteristics over the…
This brief VeighNa community exchange requests support for downloading ratio-adjusted prices from Ricequant, in addition to price-difference adjustments. A reply points out that the existing rqdata data feed's dominant-price method passes a pre-close ratio…
This forum post records a failure during a BigQuant daily-bar backtest. The traceback reaches the slippage model while it calculates executable order volume from bar volume and a volume limit; converting the resulting NaN to an integer raises an error. The…
This primer surveys real-time and historical cryptocurrency data used in trading, research, and risk analysis. It distinguishes trade records, price feeds, and order-book data, describing tick-by-tick trades, normalized aggressor direction, snapshots, best…
This introductory guide explains cryptocurrency concepts such as blockchains, wallets, exchanges, and volatility, then outlines ways to begin investing. It distinguishes long-term holding from short-term trading and recommends researching assets, choosing a…
This example describes a daily stock selection process in which a research agent ranks large US stocks using recent prices, trends, and news. Bull and bear agents assess the same research from opposing perspectives, then a judge and trading agent select the…
This indicator estimates historical directional frequencies for candle patterns. It groups prior bars by body color and by whether their highs or lows are above or below the preceding bar, including combinations of those features. For each matching pattern,…
This platform guide surveys the ways to build trading strategies in FMZ, including JavaScript, TypeScript, Python, Rust, C++, Pine, a domain-specific language, Blockly, and visual workflows. It explains selected development features: JavaScript asynchronous…
This tutorial describes a Python program entry point that reads a configuration setting and dispatches to live trading, parameter optimization, historical backtesting, functional testing, or order-interface testing. The author says that keeping backtests…
This stock-selection rule screens for A-shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a main business classified as beverage and alcohol imports or exports. The stated rationale is to combine a trading-activity filter with a…
This document describes an automated trading system built around the BW-wiseMan-1 semaphore indicator. The system reacts when colored diamond signals appear on a chart, with trade direction controlled by an input that determines whether the signals are…
The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…
This project plan outlines VeighNa’s intended 4.0 development, including support for Python 3.13, framework refactoring, improved logging and API bindings, updated packaging and code-quality tools, and expanded trading gateways and applications. It describes…
The article proposes a Chinese equity screen requiring a metaverse industry label, an opening price near or above a ten-day moving average, and a beverage manufacturing industry classification. Its stated formula uses prior-day close and opening price…
This Expert Advisor bases its entries on the ColorSchaffTriXTrendCycle oscillator crossing an overbought or oversold level. It checks for a level break when a bar closes, making the signal dependent on completed-bar data rather than an intrabar move. The…
The document introduces equity factor analysis through a 44-day price-based momentum measure and explains how to test it by sorting stocks into equal-sized groups. Comparing the groups’ future returns can reveal whether performance changes consistently with…
This proposed Chinese equity screen looks for stocks before 10 a.m. with daily high-to-low amplitude above 1%, a reversal or engulfing-style pattern, and no ST risk warning designation. It also requires a five-session limit-up signal. The article presents…
This Expert Advisor uses the Relative Vigor Index (RVI) across three timeframes to combine trend filtering with entry timing. Two oscillators determine direction by their positions relative to their signal lines, while a third provides the trigger when it…
The post describes a crypto strategy that combines signals from the SSL Hybrid indicator with Stochastic RSI. It uses SSL Hybrid’s exit-line crossovers as directional triggers: an upward crossover can initiate a long trade when both Stochastic RSI lines are…
The document explains a simulated trading feature for trying an automated crypto trading setup without connecting an exchange account or risking real funds. It describes selecting paper trading during account setup, choosing an exchange’s live market data,…
This brief listing identifies an educational quantitative trading strategy that uses linear regression to predict returns. It names the approach and its purpose, and indicates that an implementation is available in the associated platform environment. The…
This Expert Advisor looks for buy and sell setups using the recent four bars. The buy logic compares the previous bar’s high and the current bar’s low with the previous bar’s low, then applies additional price and time checks; sell logic reverses the…