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 Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a six-period RSI below 65. The proposed combination uses turnover as a measure of trading activity, a recent limit-up as a…
This stock screen combines a daily price-amplitude threshold, a 2021 date filter, and a newly formed KDJ golden cross. The cross is defined as the K line moving above the D line after being below it on the prior observation. The article interprets amplitude…
The document briefly describes a grid trading bot and says its stop loss is set at ten times the take profit. It mentions that the strategy uses four inputs, but does not identify them or explain the entry criteria, grid spacing, position sizing, or exit…
This indicator description adapts Bollinger-based stops to show three stop lines at once. The line with the greatest risk is presented as the ultimate stop, while the other two can serve as tighter stops or as earlier warnings of a possible market change. A…
The document describes a trading panel that applies across symbols and magic numbers. It provides three position-management actions: close every position, close only losing positions whose loss exceeds a chosen threshold, or close only profitable positions…
The document explains the Dual Thrust trend-following system, which defines a recent trading range from the largest of two high-to-close and close-to-low spreads. It sets upper and lower trigger levels by adding scaled versions of that range to a reference…
This summary of an equity research report explains portfolio optimization as a framework for managing risk exposures, holdings, weights, turnover, and market impact while incorporating investor views. It argues that simple portfolio construction may perform…
The document presents Wyckoff analysis as a way to interpret market supply and demand through price and volume. It describes three guiding principles: compare demand with supply, treat trading ranges as potential causes of later moves, and assess whether…
This Chinese-language post describes a stock screen that combines recent buying activity with company and valuation filters. It seeks stocks with a positive daily accumulation measure, positive large-order net flow for several consecutive days, market…
This Chinese-language post outlines an equity screen combining daily price range, market capitalization, positive net profit, and a positive institutional buying measure. It presents the criteria as a way to find smaller profitable companies with elevated…
This MT5 trade-copying program uses a master account to supply trades and one or more slave accounts to receive them. The stated features include copying from multiple providers to one slave, independently enabling stop-loss, take-profit, and pending-order…
This Python module prepares portfolio optimization inputs for a greedy allocation routine. It takes target and prior weights, covariance estimates, instrument values, trading costs, and optional constraints, then aligns the data to instruments with valid…
The post proposes screening stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and price above its 30-day moving average. It frames the turnover and order-book conditions as measures of trading activity, while…
This stock-selection screen combines price movement, trading-flow, and prior-day price conditions. It selects shares with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a close above the previous day’s low. The…
The article argues that quantitative trading depends on market understanding as well as technical implementation. It contrasts trend-following and mean-reversion approaches as examples of strategies grounded in different views of market behavior, and…
This document outlines an Expert Advisor that opens trades when the Delta_RSI indicator histogram changes color at a bar close. The signal colors are described as light green or pink, indicating the EA’s trend-based entry trigger. Running the advisor…
This article explains how liquidators can profit by repaying part of an undercollateralized Aave borrower’s debt and receiving collateral with a liquidation bonus. It introduces the health factor as the protocol’s solvency measure, describes how falling…
This Chinese stock-selection post describes a screen for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and return on equity above 15% in each of the most recent five years. It combines recent market strength and trading activity…
These notes describe several practical features of futures and over-the-counter derivatives markets. They explain how central counterparties manage standardized OTC trades through margin and default-fund contributions, while bilateral trades use master…
This product description outlines an automated strategy that identifies bullish and bearish three-bar fair value gaps and enters when price retraces into an unfilled zone. It tracks each gap separately so a traded setup is not reused. To filter signals, it…
The Cincin EA is described as an automated MetaTrader 5 system that chooses buy or sell trades randomly for a selected symbol. Its design wraps those random entries in user-configured controls: stop-loss and take-profit levels can use ATR or fixed pip…
This market snapshot reviews regulatory developments in the United States and United Kingdom alongside trading activity across centralized exchanges, decentralized exchanges, lending protocols, and major networks. It argues that the approved FTX asset sales…
SmPriceBend-T01 is described as an indicator of the first derivative of price: the direction and speed of price change. It uses four color states to distinguish long-side from short-side indications and stronger from weaker trends or flat conditions. The…
This document explains a software component for executing arbitrage between two markets or exchanges. The proposed workflow validates that the selected markets have compatible trading pairs, tracks the buy and sell orders, and estimates profitability after…