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 document describes a short term stock selection screen for mainland Chinese equities. It selects main board stocks whose turnover falls within a stated range, whose current daily gain exceeds a threshold, and whose prior sessions showed three…
The article presents a robust version of equal risk contribution (risk parity) portfolio construction. It treats the estimated covariance matrix as uncertain and builds a bounded uncertainty set around the estimate. The optimization then accounts for…
This expert-advisor description combines a 150-period moving average with short-period RSI and Stochastic readings. Price relative to the moving average sets the permitted direction: above it, the system considers buys; below it, sells. A buy requires RSI…
This code outlines a short strangle on SPY: sell one out-of-the-money call and one out-of-the-money put, using strikes set about five percent above and below the current share price. It targets an expiration roughly 45 days away and checks positions once per…
This short trading-log excerpt shows a close signal appearing even though the position was reportedly still open. The accompanying note says a close at 19:21 was manual. Earlier entries show repeated buy orders rejected by Binance futures with an…
This commentary examines sharp style swings in China’s A-share market, using recent surges and reversals in the nonferrous metals sector as its main example. It argues that a rapid rise concentrated in a small number of stocks can pull liquidity from other…
This Chinese-language post describes a short-term A-share stock screen combining price movement and trading-flow conditions. It selects stocks with a daily high-low range above one percent, at least two limit-up moves over the past 500 days, and positive…
This Chinese equity selection rule combines a daily price-range threshold, exclusion of stocks that closed at the upper price limit on the prior day, and a measure described as current control activity above 21. The article interprets a larger daily range as…
This stock-selection post combines three conditions: price amplitude above 1%, a negative MACD reading described as occurring two days earlier, and a dividend-related measure above 25% for 2019. It presents these as a mix of price movement, technical…
This Chinese stock-selection post proposes combining three filters: prior-day price amplitude above 1%, appearance on the previous day’s top-trader list, and evidence of institutional buying or holdings. Its rationale is that elevated movement may create…
This Chinese equity screen focuses on metaverse-related stocks with prior-day actual turnover between 3% and 28% and return on equity above 15% for five consecutive years. The note interprets turnover as a measure of trading activity and persistent ROE as a…
This Chinese equity screen selects robot-concept stocks with price amplitude above 1%, circulating market capitalization below 10 billion yuan, and a prior-day 9:15 match price at the lower price limit. The proposed rationale is that high-amplitude shares…
The document outlines an Expert Advisor that uses the non-normalized FatlSatlOsma oscillator. It makes a trade decision when the oscillator changes direction, and is presented for use in MetaTrader 5 with the corresponding compiled indicator file. A…
The document presents a China A-share screening approach that begins with companies associated with the metaverse theme and high prior-day turnover. Its proposed expanded screen adds exclusions for flagged stocks, return on equity above 10%,…
A trader asks why positions disappeared from a trading interface after restarting a CTA strategy, despite earlier opening both long and short positions. The discussion distinguishes the strategy’s locally stored logical position from the account’s actual…
The document outlines a daily trend-following strategy for commodity futures based on Bollinger bands. It enters long when price breaks above the upper band and short when price breaks below the lower band, then exits when price crosses back through the…
The document explains the Darvas box concept as a trend-following method for defining a price range from pauses in new highs and lows. A box top is identified after price stops making highs for three consecutive days, with the lower boundary identified after…
The indicator identifies a completed candle that crosses a moving average and locates the preceding crossing. It draws a rectangle spanning the bars between those two events. The rectangle’s upper and lower boundaries are presented as possible take-profit…
This guide outlines a notebook workflow for debugging and analyzing a Freqtrade strategy. It loads historical candles for a selected pair and timeframe, runs the strategy to inspect generated entry signals, and explains that signal counts do not equal…
This Chinese equity screen combines daily price movement, reported institutional participation, and a long-term trend filter. It seeks stocks with amplitude above 1, institutional participation over 30% within five days, and a latest close above the 250-day…
This opinion article argues that retail traders face a structural disadvantage in short-term equity trading because quantitative firms can use fast systems and direct market connectivity. It attributes the gap to execution speed and claims that automated…
This post proposes screening equities for a daily trading range above 1%, more than two limit-up sessions within a ten-day lookback, and high stock “heat,” with candidates ranked from hottest to least active. The stated interpretation is that a wide range…
The article describes REDD-COPS, a dynamic allocation method designed to constrain rolling portfolio drawdown while pursuing long-term growth. It replaces a lifetime peak-to-trough reference with a rolling economic maximum, then adjusts exposure to risky…
This Chinese community post proposes screening equities for turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a price pattern described as a rising bottom. The stated rationale is to limit the universe by…