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.
79,386 documents
The document proposes screening Chinese A-share stocks using three conditions: daily price amplitude above 1%, a nonempty convertible-bond name, and at least one limit-up event within the preceding month. It interprets amplitude as a volatility filter, the…
The document explains moving averages as averages of recent closing prices and introduces Granville’s eight buy and sell signals. These compare price with a moving average, using line crossings, direction, and distance from the average to suggest entries or…
This brief description presents a Hull trend indicator that adds smoothing to the Hull moving average and rounds its output to a user-selected number of digits. The digit setting is an input parameter, so users can choose the displayed precision. The…
This stock-selection rule focuses on companies in the metaverse industry that recorded at least one limit-up day during the previous 25 days. It further requires the current volume ratio to be above 1.5 and below 6, where the ratio is described as trading…
This note surveys seven pitfalls in quantitative investing: survivorship bias, look-ahead bias, storytelling, data mining, signal decay and trading costs, outliers, and asymmetric long-short payoffs. It explains how current index constituents can distort…
This document explains a single-pair spot market-making strategy. It places limit bids and asks at spreads from a reference price, then periodically refreshes orders. The description outlines a tick-based loop: check whether trading may proceed, obtain…
This brief reference defines basic candlestick ranges. For a bullish candle, the body is the close minus the open; for a bearish candle, it is the open minus the close. The full high-low range is the high minus the low. The upper and lower wick ranges are…
These reading notes survey high-frequency trading from market structure through strategy and infrastructure. They describe electronic order books, the roles of investors, market makers, arbitrageurs, and directional predictors, and how market makers earn…
This proposed Chinese equities screen selects non-special-treatment stocks with daily amplitude above 1 and a product between 0.5 and 2: the previous day's turnover rate multiplied by today's opening-auction volume divided by the previous day's volume. It…
This short description presents AnchoredMomentumCandle, an indicator that renders the output of the AnchoredMomentum algorithm as a sequence of candlesticks. It suggests this view may help analysis by making the processed price time series more informative,…
The document describes the Zero-Lag Exponential Moving Average, a modified exponential moving average intended to reduce lag. It identifies two configurable inputs: the calculation period and the applied price. The formula adjusts the current input using a…
This stock-selection proposal screens for amplitude above one, a price above the 5-day moving average, and a volume ratio between 1.5 and 6. The intended interpretation is that price strength may indicate an uptrend, while elevated but bounded trading…
This Chinese stock screening proposal combines three conditions: amplitude above one, a change in an institutional trading-volume measure, and an opening price within one percent of the 10-day moving average. It suggests running the screen after the market…
This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…
This note proposes a Chinese equity screen combining a historical dividend payout ratio above 25%, a ranking by large-order net volume, and an intraday price range greater than 1. Its rationale is to mix a short-term price and order-flow signal with a…
This document summarizes a research approach that uses Google Trends search activity to inform equity portfolio weights. It treats search volume as a measure of how popular a stock is and assumes that popularity is related to risk. The portfolio therefore…
This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…
This proposed screen targets stocks in the metaverse industry that experienced a limit-up event within the previous 25 days and meet company-quality criteria. The article describes those criteria broadly, including research capability, company scale,…
This Chinese equity screening approach combines three technical conditions: daily price amplitude above 1, a positive weekly histogram signal, and the 20-day moving average above the 120-day moving average. The stated rationale is that larger amplitude…
This document describes two stop-management functions. A break-even rule moves the stop loss to the trade’s opening price after the market has moved favorably by more than a user-defined threshold. This is intended to remove the original price risk once the…
This screening method focuses on stocks in the metaverse industry. It selects shares where the KDJ indicator has just formed a bullish crossover and the circulating share count is no more than 5.5 billion. The proposed selection is run before 10 a.m. on each…
The DMI Difference oscillator represents directional movement by subtracting the minus directional indicator from the plus directional indicator. A positive difference indicates that plus DI is larger, while a negative difference indicates that minus DI is…
FloatPivot is described as an indicator that plots an estimated price channel rather than a channel derived directly from historical extrema. It applies light smoothing by averaging closing prices used in its calculations. The period should depend on the…
This Chinese stock-screening article combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and an opening price within five percent of the ten-day moving average. The approach uses RSI as a price-condition filter,…