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 translated summary of BlackRock’s 2022 outlook argues that markets were entering a regime distinct from the prior half century. It expected inflation to settle above its pre-pandemic trend, central banks to respond more slowly than in past cycles, and…
This proposed stock screen combines three conditions: a daily price range above a stated threshold, positive afternoon large-order flow, and turnover within a specified band. The document presents these as signs of greater price movement, possible buying…
This document outlines a multi-currency expert advisor that opens a buy or sell position at a user-selected time. Traders can choose the currencies, set a time to close positions, and specify aggregate profit or loss thresholds that trigger closing all…
The document describes a chart-based trading expert advisor that lets a trader draw cycle lines and trade price breaks through them. It also provides manual trade controls and settings for stop loss, take profit, trailing stops, break-even adjustments, trade…
This post describes a stock screen that combines a daily amplitude threshold, a weekly MACD condition, and a maximum share price. The intended candidates are low-priced stocks with sizable price movement and a positive MACD reading. It shows corresponding…
This short description introduces a manual trading utility for MetaTrader 4. Its stated function is to help a trader place orders quickly using predefined stop-loss and take-profit levels, which can make order entry more consistent when the trader has…
This Chinese-language post outlines a daily stock screen using three conditions: an amplitude measure above a threshold, institutional participation above a threshold, and a company type that meets selected criteria. It suggests that company characteristics…
This description outlines a MetaTrader expert advisor for GBP/USD that enters trades using two moving averages together with MACD and CCI. After opening a position, it sets take-profit and stop-loss levels, moves the stop to breakeven as the trade develops,…
The document summarizes a research approach that reframes asset allocation as factor allocation. It selects macroeconomic and style factors, estimates each asset class’s exposure, and builds a factor-mimicking portfolio for each factor. It then forecasts…
This summary of a securities research report outlines China’s three-pillar pension system: public basic pensions, employer-sponsored plans, and individual or household savings. It distinguishes the public schemes for urban employees from the scheme covering…
The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…
This research outline proposes using value at risk (VaR) and stock factors to estimate future downside risk. It examines factors across several dimensions, selects those judged effective, and combines them into a multifactor model intended to quantify…
The document describes a portfolio stage in a systematic trading framework that converts subsystem positions into portfolio-level positions. It applies instrument weights and a diversification multiplier, optionally scales positions with a risk overlay, then…
This proposed equity screen combines a daily price-range condition, sustained return on equity, and a moving-average condition. It aims to find firms with consistently strong profitability alongside a technical price pattern. The article describes using a…
This note outlines a Chinese A-share stock screen combining turnover, company size, positive earnings, and a positive price-to-earnings ratio. It describes selecting stocks with turnover in a specified band, market capitalization below a stated ceiling, no…
This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…
This stock-screening example combines a daily amplitude threshold, a measure of controlling-shareholder activity, and year-over-year net profit growth. The stated selection rules require amplitude above 1, a control measure above 21, and profit growth above…
This document explains how a chart indicator identifies bullish and bearish Pin Bars. It looks for candles with a small body and one shadow substantially longer than the other, and checks the candle against the previous candle’s range. When it finds a…
This screen selects Chinese shares whose daily amplitude exceeds one, whose average price is above the five-day moving average, and whose stock code begins with 60. The document interprets a larger range as a sign of trading activity and price above the…
This stock-selection screen looks for shares with a daily amplitude greater than one, a listing history longer than a year, and a latest close above the previous session’s low. The stated rationale is that a meaningful daily range filters out quiet shares,…
This article examines warning signs the author associates with dubious ICOs, using the UUU token as an example. It describes alleged practices such as presenting an overseas-facing team, promoting sales through Chinese-language groups, listing on a small…
The document raises a visualization concern: a smooth backtest equity curve may conceal the size of fluctuations a strategy could experience in practice. It proposes displaying results as daily candles, including each day’s high and low, so readers can see…
The document describes an MT5 indicator for reviewing completed trades through a dashboard. It summarizes account history with measures such as trade count, win rate, gross gains and losses, net profit, average outcomes, and profit factor. The indicator is…
This note proposes screening Chinese stocks associated with robotics for a daily price range above 1%, circulating market value below 10 billion yuan, and upward movement in moving-average measures. It presents the combination as a way to find smaller…