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 note describes a Chinese equity screen combining turnover, industry classification, and a price comparison. It selects beverage and alcohol import or export stocks with turnover between 3% and 12%, and a closing price above the previous session’s low.…
This module describes a method for selecting upper and lower trading thresholds for a mean-reverting cointegration pair. It estimates a hedge ratio using either Engle–Granger or Johansen analysis, constructs the cointegration error as the spread, and fits an…
The document describes an A-share stock screen combining a 14-period RSI below 65, an estimated outer-to-inner trading volume ratio above 1.3, daily amplitude above 1%, and trailing price-to-earnings below 30. It explains the intended rationale: use RSI and…
This proposed stock screen selects Chinese equities with a daily price range above a threshold, no limit-up close on the prior day, and a positive institutional-flow measure. The explanation presents the range condition as a way to find active stocks and the…
This note presents a simplified Turtle trend-following system and applies it to a rubber futures contract. It frames the approach around seeking positive long-run expectancy, controlling risk, following rules consistently, and favoring simplicity. The…
This document explains a basic trailing stop for a buy position using two settings: the stop’s distance from the current price and a step threshold that limits how often the stop is changed. At first, the stop is unset. When the bid price rises enough that…
The article explains how Bitcoin ETF inflows and outflows may relate to market liquidity, price pressure, and investor sentiment. Inflows can add buying demand and are often read as bullish, while outflows can reduce liquidity and accompany profit-taking or…
This Chinese-language strategy post proposes a stock screen combining three conditions: market capitalization below the stated ceiling, no reported losses, and a seven-session run of declines, alongside a threshold for the day’s increase in position or…
The document explains bracket orders as a linked entry, stop-loss, and take-profit setup. Once the entry fills, the exit orders become active and operate on a one-cancels-the-other basis. It relates this structure to support and resistance trading, including…
The article presents a framework for managing crypto portfolio risk through sector diversification, active hedging, quantitative monitoring, and rebalancing. It suggests diversifying across asset categories such as Layer 1 tokens, DeFi governance tokens, and…
This premarket screening idea combines three conditions: amplitude above 1%, an institutional-buying signal, and prior-day turnover above 60 million yuan. The stated signal threshold for institutional participation is above 30, while the turnover condition…
This note describes a Chinese equity screen combining daily amplitude above 1%, positive price-to-earnings ratio, and a 9:25 auction gain below 6%. It presents amplitude as a measure of price activity, positive PE as a basic profitability filter, and the…
This press release summarizes a survey of asset managers and hedge funds in the United States and Europe about digital-asset activity and infrastructure needs. It reports that 48% of respondents had digital assets under management, while 25% had a dedicated…
The document describes a trading utility for updating stop-loss and take-profit levels on existing positions. One version adjusts orders for the current symbol using distances expressed in pips, while another accepts price levels directly. A further version…
This stock-selection note combines an industry filter described as beverage and alcohol imports and exports with a daily amplitude threshold above 1 and a MACD condition above the zero line. Its indicator reference expresses the MACD requirement as a…
This note presents a Chinese stock screen for the metaverse sector. Its final criteria combine prior-day turnover above 8%, more than two limit-up sessions over the preceding 10 days, market capitalization within the top 30% of the market, and a…
The document discusses pricing path-dependent snowball structured notes by decomposing their payoff scenarios into exotic option components and valuing them with Monte Carlo simulation or partial differential equations. It also considers how equity index…
This article presents Almanax’s approach to preventing blockchain exploits through AI-assisted code review and continuous security monitoring. The described system uses language models to examine code logic and potential attack surfaces, and is intended to…
This document explains auto-deleveraging (ADL) as a last-resort mechanism for keeping a trading platform solvent when an account or isolated position falls below zero. It describes how the platform ranks profitable traders on the opposite side of the…
This note describes a Chinese stock screen requiring turnover between 3% and 12%, an appearance on the previous day’s trading activity list, and a seven-day sequence of falling closing prices. It focuses on stocks with both notable recent declines and signs…
This Chinese-language post outlines an equity screening rule that combines daily price amplitude, positive institutional fund flows, and prior-day turnover above a stated threshold. The rationale is to find stocks with substantial price movement, signs of…
This interview discusses how traders can identify persistent sources of edge, implement them, and manage the risks and emotions that accompany them. Euan Sinclair describes edge as a market phenomenon that mathematics can measure, citing trends, mean…
This indicator description presents a modified version of BB stops, replacing the simple moving average associated with the original approach with a Hull moving average. The Hull average has a speed setting that can alter how quickly the indicator responds,…
This post proposes a Chinese equity screen combining a daily price-amplitude threshold, a top-five ranking by auction amount, membership in a robotics theme, and circulating market capitalization below 10 billion yuan. It presents the ranking and size…