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 article presents a discretionary trading framework for Chinese equities, organized around risk control, opportunity selection, and execution. Its defensive principles include cutting positions when the trade thesis fails, diversifying exposure, avoiding…
This document presents a Chinese equity screening rule that selects stocks with daily amplitude above 1, turnover between 2% and 9%, and stronger capital flow. Its rationale is to combine price movement and trading activity with an estimate of buying…
The document describes a set of trading scripts for adding to positions as price moves favorably. Traders can enter at market or use a stop order at the prior bar’s high or low, then place three additional pending orders in the same direction. A separate…
This review examines whether market, macroeconomic, sentiment, valuation-spread, and momentum signals can forecast equity factor returns. It explains why factor premia can vary as risk compensation, investor behavior, and market frictions change. The…
This Chinese A-share screening idea combines three filters: rank stocks by capital-flow strength, require market capitalization below 10 billion yuan, and exclude companies reporting losses. It also limits the 9:25 a.m. gain to below 6%, aiming to avoid…
This Expert Advisor combines RSI threshold signals with a grid position-building approach. After an initial entry, it can add positions as price moves against that trade. An overlap function aims to reduce drawdown by closing selected combinations of…
Scalping seeks to accumulate small gains from brief price movements through frequent intraday trades. Positions may last seconds or minutes, and the approach relies on quick entries and exits, often using small time-frame charts, momentum indicators, support…
This document explains a momentum oscillator built from a second-order high-pass filter, a second-order Super Smoother, and rolling root-mean-square normalization. The high-pass stage removes slower price movement, smoothing reduces noise, and normalization…
This Chinese-language post outlines an equity selection rule that screens for stocks with turnover between 3% and 12%, inclusion on the previous day’s trading leaderboard, and then ranks qualifying names by capital-flow strength from highest to lowest. It…
This document describes a defensive trading monitor that supervises open positions without initiating trades. Its controls can be enabled separately: it can detect positions without stop losses and set a stop using chart-timeframe ATR, enforce a daily loss…
This stock-selection note proposes filtering for shares with amplitude above 1, an opening price near the ten-day moving average, and scale above a stated threshold of 200 million. It presents the screen as a way to find moderately sized stocks with some…
This report summary describes the risk-prediction component of a multi-factor investment framework. It outlines adjustments to factor covariance estimates, including Newey–West autocorrelation correction, eigenvalue adjustment, and volatility-bias…
This Chinese stock-screening note combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a high equal to the highest level of the prior two days. It includes example indicator formulas and a Python…
The report presents DFQ-2018, a structured risk model for Chinese A-shares. It combines industry and style factors to identify exposures, estimate stock-return covariance, and support portfolio performance analysis. Among its design choices, it uses a…
This article argues that continuing periodic fund contributions indefinitely can reduce the usefulness of later purchases for lowering average cost, while leaving a large accumulated position exposed to market declines. It uses a historical contribution…
This note outlines a short-term Chinese stock screen using daily price range, a closing price of 18.5 yuan, and more than two limit-up sessions within ten days. It interprets repeated limit-ups as a sign of recent speculative attention and positions the…
This note proposes screening metaverse-related Chinese stocks that appeared on the previous day's trading榜 and had a share price below 12 yuan. It frames the price filter as a way to narrow the list to lower-priced shares, while treating the trading榜…
This note describes a Chinese equity screen combining metaverse industry classification, a rounded-base chart pattern, and a band for the shareholding concentration of the ten largest shareholders. It presents the concentration range as a way to avoid…
This post warns readers to scrutinize performance claims for automated trading strategies. It alleges that some public track records may omit fees, conceal liquidation events through repeated failed orders, or include referral rebates as though they were…
This document describes an Expert Advisor built around an initial pair of buy and sell stop orders. When one activates, the other is canceled. If the resulting position moves against the trader, the system opens an opposite position at progressively wider…
This market commentary reviews BTC and ETH options conditions ahead of expected ETH ETF trading. It reports falling realized volatility and softer one-month implied volatility, alongside positive carry that may appeal to traders expecting range-bound prices.…
This note describes an equity screen combining daily price range, dividend yield for 2019, and company ownership or scale. The proposed universe consists of stocks with an intraday high-to-low range above one percent, a 2019 dividend yield above 25%, and a…
This Expert Advisor opens positions when a Pin Bar indicator signals a setup. Its filters seek candles with sufficient high-to-low range, a small body relative to the candle, a body near the prior candle’s range boundary, and a dominant shadow compared with…
This post describes a historical A-share filter that combines daily price amplitude above 1%, observations from 2021, and a company-type classification. It presents amplitude as a way to identify more volatile stocks and company type as context for…