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.
31,205 documents
This weekly report describes two quantitative equity approaches. The first builds on holdings of successful active funds, then applies quantitative selection to create an enhanced portfolio benchmarked against active equity funds rather than broad market…
This Chinese equity screen selects beverage and alcohol related stocks with turnover between 3% and 12%, then applies a comparison involving yesterday’s turnover, today’s auction volume, and yesterday’s trading volume. The stated rule keeps cases where the…
The CheckMark pattern is presented as a way to classify the next candle as bullish or bearish. It compares the shape formed by the closing prices of the latest three bars with the shape of the corresponding three oscillator values. The pattern is identified…
This document describes an Expert Advisor that uses the ColorMETRO_DeMarker indicator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The system therefore bases its entry signal on a change in the indicator display,…
The document describes a two-part trend indicator that plots a cloud between a 75-period exponential moving average and an ATR-based trailing stop. The stop component uses a 14-period average true range and a fixed offset to form upper and lower candidate…
The document introduces the Hull Moving Average (HMA) as an approach to making a moving average respond more quickly to price while retaining a smooth curve. It gives the construction: take a weighted moving average of twice the half-period weighted moving…
The document describes a chart indicator for identifying Ross Hook continuation setups after a 1-2-3 reversal structure. It detects pivot highs and lows over a configurable lookback, tracks the resulting swing sequence, and checks for bullish…
The document describes a stock screen that selects shares with an amplitude above one and a daily maximum decline between four and five percent, restricted to observations from 2021. It presents the screen as a way to identify volatile stocks after a marked…
This brief document shows part of an adviser’s position-opening logic for GBP/CHF. It compares two MACD-related series on consecutive bars and checks that both are on the same side of zero. When both are positive and the first series crosses above the…
This article describes a Chinese stock screen requiring turnover between 3% and 12%, three consecutive declining sessions, and a nonempty name for an outstanding convertible bond associated with the stock. The author frames the bond link as potentially…
This article describes a Chinese equity screen combining daily price range, large-order net volume, and recent price performance. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and at least…
This indicator transforms the Relative Strength Index by placing it within a Bollinger-style band calculated from the RSI itself. It first computes RSI from closing prices, then calculates an exponential moving average of that RSI and bands two standard…
ColorZZ modifies the FastZZ indicator by coloring each ZigZag segment according to how its range compares with the range of the preceding segment. Five thresholds map increasing relative sizes to red, gold, lime, aqua, and blue, with blue reserved for the…
The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate…
This Chinese-language post describes a stock selection rule focused on the metaverse industry. It combines a price condition involving the five-day moving average with a comparison of first-level bid and ask volume, selecting shares where bid volume exceeds…
The Relative Trend Index (RTI) is presented as a normalized indicator for gauging price position and trend strength. The described calculation estimates standard deviation over a short window, adds and subtracts that value from closing price to form upper…
This Chinese equity screen selects main board stocks whose MACD is above zero, whose price has risen by more than 1% for the day, and whose stated 2019 dividend ratio exceeds 25%. The post gives indicator and Python examples and describes the conditions as a…
This Chinese stock screen combines metaverse concept membership with a rising 30-day moving average and a stock code beginning with 60, a filter associated with Shanghai-listed shares. The accompanying examples describe how to identify concept membership,…
This Chinese equity screening idea combines three filters: membership in the metaverse concept, positive net buying attributed to major investors during the auction, and classification in the beverage and alcohol import-export industry. The article frames…
This note describes an A-share stock screen that combines a daily range filter, a newly formed KDJ crossover, and exclusion of stocks classified as belonging to the STAR Market. The range condition requires the high-low span to exceed 1% of the low. For the…
This note explains R-squared as a measure of how much variation in a dependent series is explained by a fitted linear relationship. It presents an indicator that computes the squared correlation between a rolling sequence of prices and a time index,…
This note outlines a Chinese A-share screening rule combining daily price range, exchange prefix, stock status, trading-day filters, and a limit-up-related condition. It targets stocks whose high-to-low range exceeds 1%, whose codes begin with 60, and whose…
The proposed China A-share screen selects stocks associated with the metaverse theme, a custom curved price pattern, and exclusions for stocks that hit the daily limit on the previous day. Its expanded criteria also require a price change between negative…
This document describes a chart indicator that displays three Slow Volume Strength Index (SVSI) series from different timeframes on one chart. Its purpose is to let a trader compare volume-strength readings across time horizons without changing the chart…