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 overview explains chip distribution as the estimated quantity of shares held across different purchase-price ranges. A distribution chart is presented as a way to infer where investors’ costs cluster, how concentrated holdings may be, and how those…
This Chinese A-share screening idea combines three conditions: daily price amplitude above one percent, at least one limit-up event during the preceding 25 days, and a positive institutional-direction measure. The accompanying discussion treats volatility as…
The document describes buying already-listed Chinese convertible bonds at lower prices and selling them higher, including the appeal of same-day trading and lower stated transaction fees than stocks. It contrasts this approach with bond subscriptions and…
The discussion asks whether VeighNa strategies can submit market orders and gives a practical example: close a position after it has been open for 30 minutes if neither its profit target nor stop has been reached. The reply suggests either placing an order…
This Chinese equity screen combines a large daily amplitude with a prior session’s 9:15 matched price at the lower price limit and seven consecutive sessions in which the close falls below the previous close. The article frames the limit-price condition as a…
The document presents a rule-based stock selection screen for the Chinese market. It selects shares in the metaverse sector whose previous-day price is above the 250-day moving average and that recorded at least one daily gain of 10% or more during the prior…
This research summary describes style drift in active equity mutual funds: departures from a fund’s stated investment mandate that can expose investors to unintended risks. It characterizes style along size, value versus growth, and momentum dimensions, and…
This macro commentary argues that markets may shift from pricing direct conflict risk to pricing the inflation and monetary tightening that an energy supply shock could cause. It describes a possible chain from disrupted shipping through higher oil and gas…
The document describes a MetaTrader account guard for enforcing prop-firm limits alongside an existing trading strategy. It monitors static and trailing drawdown, daily loss, profit targets, payout consistency, minimum trading days, news restrictions, and…
The document proposes a stock screen using turnover between 3% and 12%, a K value below 20, and a positive rise in the KDJ K line. It frames low K as an oversold-style filter and rising K as a short-term improvement signal, then recommends considering…
The document presents a stock screen combining daily price movement with two momentum indicators. It selects shares whose amplitude exceeds 1%, whose KDJ K value is below 20, and whose RSI is below 65. The accompanying examples describe calculating these…
The document describes an MT4 Expert Advisor that trades when two user-configurable moving averages cross. It presents the tool as adjustable, with controls intended to let a trader set trade direction, entry behavior, and risk parameters. The specific…
This A-share stock-selection rule screens for turnover between 3% and 12%, a positive return below 35% over ten days, and at least five overlapping moving averages. The accompanying formula describes five averages with periods of 5, 10, 20, 30, and 60 days,…
This Chinese A-share screening example selects stocks with daily amplitude above 1%, rising short-term moving-average behavior, a robotics theme, and circulating market capitalization below 10 billion yuan. It outlines the idea in prose and gives…
This stock screen targets companies classified in the metaverse theme, requiring prior-day actual turnover between 3% and 28%, then ranks qualifying names by individual stock popularity. The note describes the theme classification and turnover measure, but…
This Chinese-language post proposes screening stocks using three conditions: an intraday high-low range above 1% of the open, a 2019 dividend yield above 25%, and a price move below 6% at the 9:25 reference point. It supplies example formulas and sample…
The article describes how institutional crypto data services can support research, trading, and risk management. It highlights combining real-time and historical information from centralized exchanges, decentralized venues, and blockchains, including spot…
This Expert Advisor pairs signals from the MA Rounding Candle indicator with position sizing that responds to recent trade outcomes. It enters when a completed bar indicates a trend change, shown by a candle color change. Buy and sell histories are evaluated…
This stock-screening proposal combines three conditions: price amplitude above a stated threshold, a rounded or gradual price pattern, and a weekly five-period moving average crossing above the ten-period average. The accompanying formula also imposes a…
This document summarizes a 2020 study of whether individual Chinese stocks’ left-tail risk is related to their future returns. Left-tail risk describes exposure to extreme negative returns. Earlier research cited in the summary found a negative…
This Chinese-language post outlines a Shenzhen main-board stock screen that combines price activity, trading measures, and valuation. It selects stocks with amplitude above 1 and a ratio formed from the prior day’s turnover rate and the current auction…
This example describes a daily AI-driven process for selecting sector ETFs. Five agents cover technology and communications, financials, healthcare, energy, and consumer sectors, each proposing an idea. A risk manager reviews the pitches for crowded…
This proposal screens Chinese equities for at least five converging moving averages, market capitalization below 10 billion yuan, no reported losses, and trading in 2021. It frames moving-average convergence as a sign of aligned short- and long-term trends,…
This indicator tracks the latest confirmed swing high and swing low as stepped resistance and support levels. A pivot is confirmed using bars on both sides, so the displayed level appears only after the specified right-side confirmation period. Break signals…