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 post outlines a Chinese stock screen combining a turnover rate between 3% and 12% with consecutive down sessions. It frames the setup as a way to find stocks facing pessimistic sentiment that might present rebound opportunities. The article includes…
The document explains quantitative trading software as a system for turning investment rules into data analysis, strategy development, historical simulation, risk controls, and automated orders. It describes typical inputs such as prices, volumes, and…
This indicator description outlines a volatility breakout method using two envelopes around a moving-average baseline. The inner envelope is treated as a filter for ordinary price movement: a move beyond it can signal momentum ignition. The outer envelope…
This community post sketches a stock trading approach that combines Bollinger Band entry signals with an ATR-based trailing exit. The author also discusses SuperTrend as a way to define entries or stops, and describes using a separate stock-selection signal…
This stock selection note combines three filters: a daily price range above 1%, a tradable share count no greater than 5.5 billion, and a high price described as the highest over two days. It presents the range filter as a way to find active shares, the…
This research summary compares periodic rebalancing with buy-and-hold for portfolios combining stocks and bonds. It reports that monthly rebalancing can lag buy-and-hold when stocks trend strongly relative to bonds, because rebalancing sells some of the…
This A-share screen combines amplitude above 1 with a prior-day 9:15 matched auction price at the limit-down level. It further requires market capitalization below 10 billion yuan, positive earnings, and exclusion of stocks marked ST. The document provides…
This brief note explains that an MT4 drawdown calculation can be scoped by magic number and trading symbol. Those filters make the reported drawdown apply to trades associated with a particular Expert Advisor identifier and instrument, rather than…
This document describes a script for analyzing the structure of a strategy’s drawdowns from daily profit-and-loss data. It rebuilds an equity curve from a starting capital value, derives an underwater curve, and separates that curve into individual drawdown…
The document describes a stock screen combining three technical conditions: MACD above its zero line, a rising DEA signal line, and an upward-sloping 30-day moving average. It presents these as signs of positive trend and momentum, then suggests adding…
This post describes a Chinese A-share screening rule that selects stocks with daily high-low amplitude above one percent, excludes Beijing-listed shares, and looks for stocks that had three consecutive limit-up sessions ending yesterday. It presents example…
This Chinese stock-screening post describes a combination of recent limit-up activity, a bullish weekly moving-average crossover, and a ranking by fund strength. It presents limit-up frequency as a proxy for activity and investor attention, the weekly…
This stock-selection idea combines three measures: a daily high-low range greater than 1% of the prior close, a large-order net-flow ranking or threshold, and prior-day actual turnover between 3% and 28%. The intended aim is to identify active stocks with…
This article describes a Chinese stock screen using a daily range above 1%, a session low between 4% and 5% below the prior close, and a run of seven consecutive non-rising closes. It frames the setup as a search for possible rebounds after sustained…
The article presents five broad rules for surviving in equity markets: avoid borrowing to invest, do not rely excessively on technical analysis, combine macro views with industry and company research, remain humble about market uncertainty, and avoid…
This educational MetaTrader 5 strategy trades continuation after a qualifying gap between the prior Nikkei 225 cash-session close and the new session open. It builds an opening range from one-minute bars, calculates session VWAP, and considers a long after…
This Chinese equity screen selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and first-level bid volume greater than first-level ask volume. The…
This stock screen combines three conditions: amplitude above 1, institutional participation above 25% over 15 days, and a shortening MACD histogram on a 15-minute chart. The document interprets the amplitude filter as a way to find shares with wider price…
The document describes an account-level risk management tool for MetaTrader 5. It outlines controls for equity drawdown, daily losses, trailing drawdown from peak equity, trading hours, spreads, position counts, total lot exposure, and daily order counts.…
The article explains calendar spread trading as taking positions on price differences between futures contracts for the same commodity but different delivery months. It groups potential spread drivers into supply conditions, capital flows and position…
This document describes an on-chart utility for managing positions already opened in MetaTrader 5. It does not generate entries or place trades; it modifies active manual positions or positions created by other expert advisors. Its stop-loss controls can…
This A-share commentary contrasts the time horizons and advantages attributed to institutions, quantitative firms, and short-term speculators, while arguing that retail traders often misread losses as deliberate targeting. Its practical advice is to focus…
This stock-selection rule combines three filters: rank stocks by relative volume and keep the highest-ranked group, require positive net institutional flow as reported in a trading disclosure dataset, and exclude stocks whose opening price is more than six…
This overview presents active quantitative management as a process of forecasting factor returns and managing portfolio exposures. It describes a linear model in which each stock’s return is associated with its factor exposures, factor returns, and a…