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 document explains an interactive chart that arranges price history in a polar coordinate display. The mouse position controls two chart parameters: moving horizontally changes the start date of the displayed history, while moving vertically changes the…
The document explains a Slow Relative Strength Index indicator, describing its inputs and calculation. The user selects a calculation period, smoothing period, applied price, and upper, middle, and lower reference levels. The indicator first smooths price…
This excerpt introduces the Fama–French three-factor model as an extension of the Capital Asset Pricing Model. It focuses on two return patterns associated with the model: smaller companies have historically earned more than CAPM would predict, and stocks…
The document discusses why high-frequency equity factors may appear strong in isolation but fail to improve stock-selection portfolios. Even after orthogonalization against common equity factors, a signal can have a high information coefficient and strong…
The document describes a problem in equity factor models: high-frequency factors can show strong overall information coefficients and long-short returns after being orthogonalized against common factors, yet fail to improve a portfolio when used for stock…
The article explains why strong historical backtest results may fail in live trading, especially when strategy design unintentionally uses information that would not have been available at the time. It presents two ways to assess strategies with limited…
The document describes a script that scans historical candlesticks across timeframes and reports maximum, minimum, and arithmetic mean measurements for candle bodies, upper shadows, and lower shadows. Results are displayed in a table on the active chart…
The document describes an RSI transformation attributed to John Ehlers, intended to make trigger points easier to distinguish. It first calculates RSI, shifts and scales the readings around zero, applies the inverse Fisher transform, and maps the output back…
This article argues that trading outcomes are probabilistic rather than precisely predictable. It challenges confidence in trend-following technical indicators, asserting that their directional accuracy can fall below half, but gives no tests, sample…
The article summarizes research on whether mutual fund managers who begin their careers during economic recessions later differ in performance and investment behavior. Using a sample of U.S. actively managed equity funds and managers from 1990 to 2016, the…
This A-share screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and a high rank for estimated large-order net inflows. The article describes these filters as a way to combine trading activity,…
This stock screen combines a daily trading-range condition, a history of at least two apparent limit-up events in a 500-day window, and a rising MACD DEA line. Its stated aim is to find shares with noticeable price movement, prior sharp advances, and a…
This article proposes screening Chinese stocks that meet three conditions: membership in a category translated as metaverse, association with beverage and alcohol imports or exports, and prior-day turnover above 8%. It frames the industry classification as a…
This proposed Chinese equity screen combines a turnover range of three to twelve percent with concept and valuation filters. It targets stocks associated with robotics and beverage or alcohol-related business, limits circulating market value to below one…
This Chinese equity screen combines a daily price-range condition with a robot-concept classification, a circulating market value below 10 billion yuan, and parent-company net profit growth above 20% and at most 100% year over year. The write-up presents the…
This indicator contribution presents a Dynamic Zone version of RSX for ProRealTime. It first adjusts closing price using half the standard deviation of highs over a 10-bar lookback, then separates upward and downward price changes. Wilder averages over 20…
This document describes two price oscillators attributed to John Ehlers: Reflex, intended to track the cycle component of prices, and Trendflex, intended to retain the trend component. The supplied indicator procedures first smooth closing prices with a…
This introductory guide explains how to read price charts across crypto, stocks, and currencies. It describes candlesticks as records of open, close, high, and low prices, and presents a hammer during a decline as a possible sign of buying pressure and…
This document presents alternative MetaTrader 5 functions for finding a bar index by time and counting bars within a time interval. The proposed bar-shift function derives its result from the custom counting function, while an optional exact-match check…
The document explains the double exponential moving average (DEMA), which combines an exponential moving average with a second smoothing pass to reduce lag relative to a conventional moving average. Generalized DEMA adjusts the weights in that combination to…
This market-timing weekly report combines a broad-market regime indicator with short-term risk-appetite factors and sector views. It classifies the market as range-bound when the gap between the 20-day and 120-day moving averages of a broad Chinese equity…
The method searches for hedge ratios that make a portfolio spread more stationary according to the Augmented Dickey–Fuller (ADF) test statistic. It defines the spread as the target asset’s price series minus a weighted sum of the other price series, then…
This document describes a histogram indicator that plots the point difference between the main and signal lines of Ang_Zad_C. It identifies three configurable inputs: a smoothing ratio, the price series used for calculations, and a horizontal shift measured…
The document describes CAM, a chart-classification approach that combines the direction of ADX with the direction of MACD. When both rise, candles are marked as an uptrend; when both fall, they indicate a pullback; rising ADX with falling MACD marks a…