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 proposes screening Chinese A-shares using three criteria: a dividend ratio above 25% for 2019, more than two limit-up sessions within ten days, and a price-range condition greater than 1. It frames the range as a sign of volatility, repeated…
This stock-selection rule screens for shares with codes beginning with 60, a daily high-to-low range greater than 1% of the previous close, and no prior-day limit-up close. The post explains the range condition as a way to find more volatile shares, while…
This stock-selection idea combines a minimum daily price range, a recent reversal or engulfing-style pattern, and a positive weekly indicator bar. The refined rules specify a range above one percent, a reversal pattern within the past three days, and a…
This note addresses a position-accounting problem reported for Shanghai-listed futures: after opening new contracts and closing older ones, the remaining same-day position’s average price can become zero. It presents a recalculation approach that starts with…
This module supports copula analysis by mapping observations to marginal empirical cumulative probabilities, with optional linear interpolation and probability bounds. It provides a multivariate row-wise transform, fits a supplied copula to two series after…
This proposed Chinese-equity screen combines three initial conditions: market capitalization below 10 billion yuan, no reported losses, and a daily increase in position share above five percent. It also uses the product of price change and large-order net…
The document outlines a set-and-forget trading approach implemented as an MT4 expert advisor. The user supplies the number of pending stop-limit orders, an initial entry price, a stop loss, a take profit, and a position size. The stated idea is to place…
This document presents a library of trading functions for opening and closing positions and calculating trade size. Its sizing routine estimates the loss budget from account equity or balance and a user-specified risk percentage, then divides that budget by…
The document describes a Chinese-market stock screen restricted to companies classified in the metaverse theme. It selects stocks whose actual turnover rate on the prior day falls within a stated band and whose measured price decline lies within a narrow…
The document explains historical volatility as the dispersion of asset returns and distinguishes it from implied volatility, which is inferred from option prices. It describes calculating the standard deviation of daily returns and annualizing it by…
This document describes a rule-based screen for main-board Chinese shares. It selects stocks with turnover between 3% and 12%, a daily gain greater than 1%, and a stated concentration measure between 20% and 70%. The accompanying example code uses recent…
The document describes a position-size calculator that uses a trader’s chosen percentage risk and stop-loss distance to determine lot size. The stop can be specified as a fixed number of points or as a multiple of Average True Range, linking the size of a…
The document presents an A-share stock screen that requires daily price amplitude above 1%, excludes Beijing-listed stocks, and selects stocks with MACD above zero. Its expanded version adds a price-deviation constraint, fundamental and industry scoring, and…
The document describes an A-share screening idea focused on metaverse-related companies. Its initial criteria are an industry match, a circulating share count no greater than 5.5 billion, and prior-day auction turnover above 0.26. The proposed final version…
A support line is a technical-analysis level drawn through price lows where buying has previously appeared strong enough to halt or reverse a decline. The document describes the idea as reflecting trader behavior: buyers may see prices near the level as…
The document describes a mainland China main-board stock screen combining three filters: RSI below 65, a daily gain above 1%, and previous-day turnover above 8%. Its stated rationale is to find stocks showing a positive short-term move and substantial…
This method adapts mean-reversion pairs trading to the risk that a spread shift reflects a lasting structural change rather than a temporary deviation. It models the pair spread as having two Markov-switching states, each with its own mean and volatility,…
The essay examines limits of using large language models and deep learning as autonomous trading decision makers. It contrasts their strength in finding patterns in historical data with the market researcher’s need to reason about current conditions, causal…
This proposed stock screen combines four conditions: a six-period RSI below 65, a daily gain above 1%, main-board listing status, and appearance on the prior day's Dragon-Tiger List, a Chinese market disclosure of notable trading activity. The article frames…
The document explains Compound as an Ethereum-based lending protocol that matches crypto asset suppliers with borrowers through smart contracts. Suppliers deposit assets into pools and receive cTokens representing their claims on the deposited assets.…
This Chinese stock-selection approach combines a daily range threshold, weekly MACD above zero, and a daily external-to-internal trade volume ratio above 1.3. The article presents these filters as a way to find stocks with positive trend conditions and…
This Chinese equity screen seeks stocks with a daily trading range above 1, positive large-order net volume for at least three consecutive days, and no limit-up close on the prior day. The proposed intuition is that an expanded range signals activity while…
This document describes a China A-share screening idea combining membership in the metaverse theme, circulating market capitalization above 10 billion yuan, exclusion of special-treatment stocks, and selection before 10 a.m. It invokes a five-step limit-up…
This forum post raises a backtesting problem: a simple EMA20 strategy on TQQQ reports that account funds fell to zero or below, preventing the platform from calculating performance statistics. The trader questions the warning because the listed trade entries…