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
This Chinese stock selection proposal combines three filters: today’s increase in a stock’s position or holding share must exceed 5%, weekly MACD must be above zero, and the ten-day return must be positive but below 35%. The accompanying rationale treats the…
This document describes an adapter for collecting DeFi data from EVM blockchains and making it available through a trading system’s data model. It covers historical and live block feeds, DEX pool discovery, pool event replay, snapshots, and an experimental…
The document presents a stock screen based on three conditions: a rising 30-day moving average, prior-day trading value above a stated threshold, and a same-day position-increase ratio above a stated level. The intended interpretation is that the conditions…
The document describes a daily pre-market A-share screening rule that selects stocks with MACD above zero, a share price below a stated ceiling, and positive institutional-flow readings. The approach combines a technical momentum condition with a price…
The article argues that a factor can be useful even when its strongest information lies in identifying poor-performing stocks. It describes ranking stocks into daily groups by factor value and interpreting unusually strong performance in the worst-ranked…
The document explains how authorized participants create and redeem crypto ETF shares in response to demand, producing net flows that can be monitored as a proxy for institutional activity. It presents inflows as a possible sign of rising demand and outflows…
The document describes an institutional data product for analyzing stablecoins across blockchains, decentralized finance, and centralized exchange venues. Its stated analytics include transfers, minting and burning, wallet activity, supply changes,…
The document outlines a proposed screen for Chinese equities that combines small market capitalization, profitability, moving average alignment, and recent limit-up activity. Its initial description calls for at least five overlapping moving averages,…
This document describes a market mode indicator attributed to John Ehlers. It applies a bandpass filter and estimates reference levels from the average of detected peaks and valleys. The filter’s position relative to those levels is then used to determine…
The Ulcer Index is presented as a measure of downside volatility, originally devised by Peter Martin for evaluating stock market funds. The document explains its use as a trend confirmation tool: a falling index alongside rising prices suggests downside…
This study summary treats a company’s choice to capitalize or expense research and development costs as a signal about the expected future benefits of its projects. Because accounting criteria leave room for discretion, capitalization can also be used to…
This brief indicator description presents a trend-strength measure based on RSX, a smoothed variant of RSI. The general aim of a trend-strength indicator is to distinguish meaningful changes in an underlying indicator from smaller fluctuations, treating the…
This overview explains decision trees as nonparametric models that divide observations through sequential feature rules. Each path defines a group, and a leaf assigns a prediction based on the labels in that group. The same feature can be used at multiple…
This strategy uses hourly candles and technical indicators to identify directional momentum. It calculates ADX, positive and negative directional indicators, Parabolic SAR, and momentum. Long entries are signaled when ADX exceeds a threshold, momentum is…
The document introduces a quadruple exponential moving average indicator, describing it as repeated EMA smoothing with a defined period. It also notes that the plotted indicator can be shifted horizontally or vertically, allowing its display or alignment to…
This example outlines a China A-share stock selection and portfolio backtest workflow. It screens for eligible, non-suspended stocks, calculates 30-day and 90-day returns, and ranks those returns cross-sectionally. The illustrated filter favors stocks in the…
The document explains how spot market orders consume the best available liquidity until the requested quantity is filled or the order book runs out. It describes two different outcomes: insufficient account balance causes rejection, while insufficient market…
This post describes a Chinese stock screen requiring turnover between 3% and 12%, at least one limit-up event within a recent 25-day window, and at least one daily gain of 10% or more during the latest 25 trading days. It presents the conditions as a way to…
This Chinese-language post proposes screening stocks by amplitude above a threshold, a positive weekly histogram condition, and an opening price near the 10-day moving average. It frames these filters as a way to combine price fluctuation with short-term…
This document describes a rate-of-change indicator smoothed with a Laguerre filter and displayed as a color histogram. It exposes parameters for the lookback period, smoothing factor, overbought and oversold levels, level styling, and horizontal bar shift.…
This document describes a read-only dashboard for monitoring an account against configurable proprietary trading firm risk limits. It displays balance, equity, floating profit and loss, the day's profit and loss, the share of the daily loss limit used, the…
This derivatives newsletter argues that Bitcoin may remain in consolidation despite bullish headlines, while stronger equities and lower equity volatility point to a different near-term backdrop. Its macro discussion cites the upcoming Federal Reserve…
This forum exchange explains why recorded market data may not appear in VeighNa's data manager. It raises several possible causes: an invalid or mistyped contract symbol, recording ticks rather than bars, a delay before buffered data is written, or a lack of…
This document describes a simple ZigZag chart indicator that marks a turning point after a price leg exceeds a chosen step. The step can be specified either in points or as a percentage, with the method and step size as its two inputs. The examples show the…