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 example describes a short-horizon stock rotation strategy. It selects shares whose prior-day return was between 2% and 8% and whose turnover was between 3% and 8%, then removes special-treatment shares, halted stocks, and listings younger than the…
This report summary describes a method for refining traditional liquidity factors by incorporating intraday trading structure specific to China’s A-share market. The idea is to adapt a broad factor to market-specific trading patterns, with the report…
The note turns a discretionary stock method into explicit rules: admit a stock to an initial universe when its daily low stays above 99% of the 34-day moving average for ten consecutive days, buy when its profitable-chip proportion exceeds 73%, and sell when…
This document describes a MACD crossover trading system on GBP/USD four-hour bars. With MACD settings of 12/26/9, it opens buys when MACD moves above its signal line and sells when it moves below, reversing or closing positions according to the crossover.…
This document explains an example workflow for recording order information from a MetaTrader expert advisor in a CSV file for later analysis. The example opens trades in a selected direction and treats take-profit and stop-loss closures virtually through…
This Chinese stock-screening note describes a strategy for selecting companies in the metaverse sector that had a limit-up day within the previous 25 days and whose price pattern around the most recent limit-up is judged to be rounded or arc-shaped. It…
This research note examines an equity-selection factor built from differences in stock price behavior across the trading day. It reports that the original APM factor performed well in its in-sample period, weakened out of sample, and suffered a sustained…
The document compares a traditional Chinese equity strategy that buys the smallest market-cap stocks with a StockRanker model that ranks stocks using market capitalization as its sole feature. Both are evaluated over 2015–2016, illustrating how a…
This Chinese-language post describes a stock screen that seeks shares with at least five overlapping moving averages, a price below a stated threshold, and a positive but limited 10-day gain. It frames the combination as a way to find relatively low-priced…
This Expert Advisor combines ADX_Cross_Hull_Style color changes with an UltraXMA trend filter. It opens a trade when a new indicator color point appears at bar close, provided the filter supports the direction. It closes positions on an opposing entry signal…
This example strategy demonstrates placing an entry market order followed by a one-cancels-the-other sell order. The OCO order pairs a take-profit limit price with a stop price, so execution of one exit is intended to cancel the other. The sample uses a…
The document surveys several cryptocurrency arbitrage approaches: buying and selling across centralized exchanges, comparing decentralized and centralized venues, cycling among assets, trading derivatives against underlying assets, and model driven…
This stock selection rule combines a volatility screen, a weekly moving average crossover, and a daily price change range. It selects shares with amplitude above 1, a weekly five period moving average crossing the ten period average, and a daily return…
The Gann High-Low Activator is described as a simple moving average of prior-period highs or lows. This note presents a deliberately uncomplicated version intended to make indicator testing straightforward. Its line changes color according to the indicator’s…
This article outlines a monthly stock-selection study based on transaction-derived capital-flow measures. It proposes screening 17 individual indicators, assessing their predictive ability and stability, combining selected measures according to financial…
The document explains Kaufman’s adaptive moving average (AMA) as an adjustment to conventional moving averages, whose fixed speeds can lag sharp trends or turn repeatedly in noisy markets. It introduces an efficiency ratio that compares net price change with…
This submission reflects on a quantitative strategy test whose results changed substantially when the author replaced its default factors or broadened the stock universe to include main-board and ChiNext shares. The observation highlights two practical…
The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…
The report studies whether intraday return distributions contain stock selection information beyond conventional daily factors. Using one-minute stock prices, it constructs factors from intraday return variance, skewness, and kurtosis, then examines…
This indicator calculates a moving average from daily closing prices while a chart is displayed on a shorter timeframe. It loops over the requested number of daily observations, sums their closes, and divides by the period count. The intended use is to…
This guide describes a workflow for training an end-to-end stock model locally on compressed minute and multi-minute bar data, then submitting its weights and training code for cloud prediction. It explains that local files store prices and amounts as scaled…
The strategy uses ADX to identify quieter conditions and ATR to set breakout entry levels. When ADX is below 30, it places a buy stop above the recent high and a sell stop below the recent low, each offset by the 14-period ATR. Its money management is…
This Chinese equity screening rule flags stocks for selling when amplitude exceeds 1, the prior day’s actual turnover rate is between 3% and 28%, and closing prices have fallen for seven consecutive trading days. It combines a volatility condition, a…
This Expert Advisor enters trades from the AroonSignal indicator. It acts when a bar closes and a newly colored diamond appears, which the document describes as an Aroon rearrangement moving between overbought and oversold zones. The strategy therefore…