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
The document explains how multi-factor models describe asset returns through factor exposures, factor returns, and asset-specific residuals. It presents Barra as a framework for estimating portfolio risk by combining factor covariance with specific risk, and…
This article outlines a simple screen for Chinese equities associated with the metaverse theme. It selects stocks whose actual turnover rate from two trading days earlier falls between 3% and 28%, while excluding stocks that hit the upper price limit on the…
This tutorial develops an earlier cryptocurrency spot hedging bot for trading price spreads between two exchanges. It adds optional spot margin mode switching for Binance, separate trigger thresholds for trades in each direction, chart lines and live spread…
This document describes a Chinese stock selection rule combining daily price range, recent limit-up activity, and a long-term moving average. Stocks enter the candidate pool when their amplitude exceeds 1%, at least one limit-up occurred in the prior 25…
This brief note describes a non-averaged, three-line trading indicator whose arrays are displayed as separate lines. Its updated version removes the period input, leaving no user-set formation parameters. The signal guidance centers on a yellow line moving…
This stock-screening proposal combines three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and a rising KDJ component. It presents these as filters for stocks with moderate momentum, buying pressure, and…
This post describes a Chinese main-board stock screen requiring turnover between 3% and 12%, a daily gain above 1%, and a nonempty name for an outstanding convertible bond. It presents the bond-linked filter as a way to identify companies with…
This proposed stock screen combines a daily turnover rate between 3% and 12%, a positive product of daily price change and large-order net flow, and a 2019 dividend ratio above 25%. The article frames turnover as a measure of market activity and the…
This stock-selection recipe filters Shenzhen main-board listings using turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, price-to-earnings ratios from 0 to 29.01, and…
The article argues that frequent, impulsive trades can erode capital and damage a trader’s discipline. It defines low-value trading as entering on minor price moves or vague possibilities without assessing likely reward against the planned stop. Since…
This document describes an MT4 expert advisor designed to manage trades using virtual take-profit, stop-loss, breakeven, and trailing-stop levels. Because these levels are maintained by the advisor rather than sent as broker-side orders, the page says the…
This Chinese equity-screening note selects stocks with MACD above zero, positive price-to-earnings ratio, and turnover between three and twelve percent. It interprets the MACD condition as an upward trend filter, positive PE as a basic valuation sanity…
This indicator guide explains how to identify potential reversal patterns by finding price pivots, connecting them into a zigzag, and checking whether successive peaks or troughs fall within a configurable tolerance. The described defaults use a five-bar…
This Chinese stock-screening note combines three conditions: daily trading range above one percent of the previous close, weekly MACD above zero, and a prior-day 9:15 matching price at the lower price limit. It presents the screen as a way to find stocks…
This document describes a Chinese A-share screening rule combining three conditions: amplitude above 1, MACD below zero two days earlier, and a gain below 6% around 9:25. It presents the screen as a way to combine a volatility measure, a trend signal, and a…
This trading script opens a limit order at the price of a specially labeled chart line when triggered by a hotkey. A line above the current price produces a buy limit, while one below produces a sell limit. The user configures the lot size, maximum stop-loss…
This strategy looks for an intraday recovery after SPY falls at least 0.15% below VWAP and then closes back above it. A research agent checks the setup hourly, beginning only after 10:00, while a separate trading agent decides whether to enter. It buys only…
This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these…
This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…
This Chinese-language post describes a short-term stock screen combining a turnover ratio between 3% and 12%, appearance on the previous day’s trading leaderboard, and a nonempty name for outstanding convertible bonds. It interprets these filters as proxies…
The document outlines a candle-based trailing stop rule. The routine checks for a newly formed candle and then adjusts the stop in the favorable direction using the previous candle’s low for a long position or its high for a short position. This makes the…
This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…
This Chinese equities screening idea combines stocks with an amplitude above one, evidence described as main-force control on the prior day, and an engulfing or reversal pattern. The post frames these conditions as a way to find actively traded stocks…
This document describes a MetaTrader Expert Advisor that places a grid of pending orders around the current market price. When there are no open positions or pending orders, it submits five Buy Limit orders below the price and five Sell Limit orders above…