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 post presents a short-term stock screen based on price amplitude above 1%, avoiding stocks that hit the daily limit the previous day, and selecting stocks associated with institutional buying. Its discussion interprets fund holdings as a sign of…
This post describes a short-term A-share screening rule: select main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and a top-five Dragon-Tiger list appearance the previous day. It frames turnover and price movement as technical and…
This expert advisor uses RSI levels to initiate grid trading orders, with configurable parameters for the RSI period, upper and lower thresholds, and calculation timeframe. It also allows control of initial order size, lot multiplication, maximum lot, grid…
The document proposes a short-term stock screen combining daily price range, a large-order net quantity ranking, and a threshold for the day’s increase in holdings. It frames wider price swings and stronger buying activity as signs of active trading…
This Chinese-language guide compares three configurations for a trading bot called “Wind Following”: a classic two-sided mode, a custom-multiple long-only mode, and a fast-entry, fast-exit long-only mode. It gives suggested account sizes, per-coin…
This Chinese A-share screening idea combines three conditions: buying activity above a stated threshold, three consecutive down sessions, and at least two limit-up moves within the prior 500 days. The post interprets the combination as seeking heavily…
This document presents a QuantStats tear sheet for an automated strategy labeled “orb-plain,” compared with SPY over January 4–9, 2026. It reports return and risk statistics, including a 0% total return for the strategy, a 0.67% maximum drawdown, a 0.55…
This note describes a Chinese equity screen for stocks classified in the metaverse industry, with circulating share capital capped at 5.5 billion shares and a daily gain greater than 1%. It presents the move as a way to focus on a popular theme and stocks…
This article explains how derivatives can hedge existing crypto holdings or express views on future prices, and how market data can inform those decisions. It describes monitoring open interest and trading volume for clues about liquidity and changes in…
This Chinese market-timing report assesses the broad A-share market as still being in a longer-term decline despite a recent rebound. It combines distance from a moving average and a measure of market-wide profit-making breadth to classify the trend, then…
The document outlines a Chinese equities screen combining turnover, recent price performance, and company classification. It selects stocks with turnover between 3% and 12% and a positive ten-day gain below 35%, while also applying a company-type condition.…
This indicator automatically identifies the latest price leg with a ZigZag pivot process based on rolling Donchian highs and lows, then draws Fibonacci retracement levels across the chart. A configurable depth controls swing sensitivity: shorter windows…
This article outlines an architecture for crypto trading agents that separates market research from order execution. A read-only market data MCP supplies prices, order books, candles, and context for an agent's analysis; a REST trading API carries out orders…
This stock screen selects companies with a daily high-to-low range of at least one price unit, return on equity above 15% in each of five years, and a closing price below 12. The note presents the range threshold as a way to include more volatile shares, the…
The document describes a trading approach based on preset combinations of candlesticks. It indicates that candles are represented with a binary convention: bullish candles receive one label and bearish candles another. A trader selects the desired sequence…
This stock screen combines a market capitalization ceiling, a turnover range, a positive earnings condition, and an upward moving-average ordering. The stated formula uses the five-day average above the ten-day average and the ten-day average above the…
The article explains adverse selection in electronic limit order markets through the perspective of a market maker. A market maker posts bids and offers to earn the spread, but informed traders may trade against stale quotes when they anticipate price moves.…
This screening example selects stocks with turnover between 3% and 12% and positive gains over a stated recent period, capped below 35%. It also refers to stocks that performed well in 2021. The accompanying pseudocode adds implementation filters, including…
This note proposes a short-term Chinese equity screen with three conditions: amplitude above 1, the current high equal to the highest high over two days, and the opening price near the ten-day moving average. It gives formula and Python examples, including a…
This Chinese equity screening rule combines a turnover range of 3% to 12%, a positive product of the day’s price change and large-order net flow, and revenue in 2021 at least 10% above revenue in 2018. The post presents the combination as a way to pair…
This note describes a Chinese equity screening rule that combines price movement, trading activity, opening behavior, and recent limit-up frequency. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher open, and more than two…
This post presents a Chinese stock-selection screen that combines a daily price-range threshold, a pattern described as a morning star, and ranking by auction activity, selecting the top five names. It frames the inputs as measures of price movement,…
The article tests whether Monte Carlo simulations of stochastic differential equations can forecast stock prices, directions, or severe losses. It selects the simulation curve that best fits historical data, then evaluates it on later observations, arguing…
The post proposes an A-share stock screen centered on a reported increase in holdings above 5% and a relationship between price change and net large-order flow. It also refers to 2021 performance, then adds market capitalization above 10 billion and a…