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.
29,558 documents
This description outlines a long-side breakout setup that combines moving average alignment with price and candle conditions. The trend filter requires the 20-period EMA to exceed the 30-period EMA, and the 30-period EMA to exceed the 50-period EMA. The…
This indicator displays Elder’s Safe Zone levels from as many as three selected timeframes. Its inputs let the user set the Safe Zone calculation period and stop factor, and choose an EMA period to define price direction. The displayed lines can use either…
The document introduces serial correlation, or autocorrelation, as a way to describe dependence between observations in a time series. It reviews expectation, variance, standard deviation, covariance, and correlation, then applies these ideas to time series.…
The document summarizes lifecycle fund design through human-capital theory and liability-driven dynamic asset allocation. Under stated assumptions, it says an optimal glide path can be derived analytically, and discusses how design factors affect the path.…
The author frames futures prices through two connected forces: the underlying spot market and the behavior of market participants. Spot supply and demand are proposed as the main influence on longer-term direction, while collective impulses, herding, fear,…
The document describes a trading tool that opens a buy position using a specified cash amount rather than a user-entered lot quantity. The tool calculates the corresponding lot size and submits the trade. Its fixed deal amount setting controls the intended…
This Chinese A-share screening proposal combines three filters: RSI below 65, a daily gain above 1%, and turnover between 2% and 9%. It limits the universe to main-board stocks. The rationale offered is that RSI below the threshold may leave room for a…
The report extends a single-asset drawdown adjustment approach to portfolios of strategies. It describes selecting the control parameter gamma directly from the single-dimension result, avoiding Monte Carlo optimization for the multidimensional case. The…
The article explains how risk-constrained Kelly sizing modifies the classic Kelly approach, which chooses a capital fraction to maximize long-run log growth but can produce large drawdowns. The constrained version adds a limit on the probability that wealth…
The document describes a China equity index enhancement approach that combines a multi-factor return forecast with portfolio constraints. Candidate factors span size, valuation, growth, profitability, technical signals, liquidity, and volatility. Symmetric…
This brief strategy description uses two price-derived exponential moving averages and RSI thresholds to generate directional entries. A buy signal occurs when the close rises above an EMA calculated from highs while RSI is above 55. A sell signal occurs…
This document presents a simplified Supertrend whose distance from median price is set as a fraction of the current close, rather than as a multiple of average true range. The line trails in the active direction and changes direction when the close crosses…
This introductory guide recommends spreading a crypto portfolio across multiple tokens and varying allocation sizes. It frames diversification as a way to avoid relying on a single asset and suggests researching a project’s market capitalization, roadmap,…
This Chinese equities screen combines daily amplitude above 1 with relative volume between 1.5 and 6, a measure involving the prior day’s turnover and the current opening auction volume relative to the previous day’s volume, and an opening price below the…
This introductory post explains cryptocurrency trading and presents general reasons a trader might use an automated trading bot. It describes bots as tools that can execute preset rules continuously, which may reduce the influence of fear or greed and free a…
The document outlines a framework for allocating across asset classes according to macroeconomic trends. It first identifies whether individual indicators are rising or falling, using historical averages or filtering, then compares asset returns over the…
This brief notice outlines a composite scoring framework for strategies listed in a marketplace. It assigns weights to three broad categories: performance, risk, and risk-adjusted performance. The listed performance measures are cumulative return and success…
This document describes an expert advisor designed to monitor a trading account against daily loss limits. It uses a two-stage response: at a warning threshold, it partially closes the worst-performing open position to reduce exposure; at the hard daily…
This daily stock screen selects shares with an amplitude above 1, at least two limit-up events within 500 days, and evidence of main-force control on the prior day. The accompanying formula describes that control using main buying greater than main selling…
This expert advisor description specifies four simple moving averages: periods 1 and 8 on both H1 and H4 timeframes. It does not explain how the readings generate entry or exit signals, so the strategy rules cannot be reconstructed from the description…
This Chinese stock-screening post proposes ranking shares by capital-flow strength and requiring the 9:25 opening gain to be below 6%. Its revised screening logic adds a top-100 capital-strength ranking, a price-to-earnings ratio below 20, a price-to-book…
This document proposes screening Chinese shares using turnover between 3% and 12%, a share code beginning with 60, a price-to-earnings ratio between zero and 29.01, and a price-to-book ratio no higher than 3.11. It presents the rules as a mix of trading…
The document describes a MetaTrader 5 monitoring indicator that continuously displays the current spread and tracks minimum, maximum, and average spread values. A history graph can help users spot sudden increases and periods of unstable trading costs.…
This stock selection approach combines a volatility screen, a weekly moving average crossover, and a capital flow ranking. It selects stocks with an amplitude above the stated threshold, a weekly five-period moving average crossing above the ten-period…