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 Chinese equities screening proposal selects robot-concept stocks with daily amplitude above 1%, circulating market value below 10 billion, and prior-day trading value above 60 million. It frames amplitude as a measure of price movement, the concept…
This Chinese stock selection idea looks for shares with a price range greater than one that had three consecutive limit-up sessions the previous day, then favors those with a rising K value from the KDJ indicator. The post describes KDJ as a technical…
This Chinese stock selection proposal combines four conditions: price range greater than one, current volume above 10,000 lots, an opening price above the prior close, and a pattern of rising lows. The accompanying formula and Python example describe ways to…
The article summarizes research that models mutual fund returns and performance persistence with a Bayesian dynamic panel. The model allows fund returns to have time-varying variances and covariances, autocorrelation, stochastic volatility, and measurement…
The panel description outlines tools for discretionary or automated trading execution. A position size calculator derives volume from a stop loss and a chosen risk percentage. A split-order feature divides an intended trade into two orders, with one assigned…
The document describes a simple chart aid that draws two lines at a preset distance from the current price to show the distance to an assumed stop. The lines provide a visual scale reference, helping traders judge price movement against a chosen stop…
This research report examines conditional generative adversarial networks (cGANs) for forecasting asset returns and covariance matrices, then using those forecasts in portfolio allocation. The model conditions on recent multi-asset returns and random inputs…
This note outlines a Chinese A-share screen combining daily turnover between 3% and 12%, market value below 10 billion, positive profitability, and MACD above its zero axis. The intended approach pairs liquidity and company-size constraints with a basic…
This stock-selection idea screens for shares with daily amplitude above 1%, prior-day turnover above 60 million, and an intraday low between 4% and 5% below the previous close. The author frames the combination as a way to find actively traded, volatile…
This brief description outlines an Expert Advisor that combines a moving average, the Awesome Oscillator, and custom Laguerre indicators. It does not explain how those indicators are combined into entry or exit signals, so the trading logic cannot be…
This introductory note defines quantitative investing as using data and a processing method to guide investment decisions, with the aim of predicting returns consistently. It lists potential advantages: model-based decisions, historical performance that can…
This stock screen selects companies with turnover between 3% and 12%, a listing on the prior day’s Dragon and Tiger List, market capitalization below 100 billion, and a record of avoiding losses over a multi-year period. The article provides example…
This Chinese stock-screening note combines a turnover-rate band of 3%–12%, three consecutive declining sessions, and a weekly moving-average condition involving the 30-week average. It presents the conditions as a way to find stocks with a longer-term upward…
This primer introduces stablecoin categories, then focuses on fiat-backed tokens and the factors users should weigh when assessing them. It discusses issuer governance and control, reserve transparency, the difference between attestations and independent…
This Chinese stock-screening note proposes selecting stocks in the metaverse industry that rank among the top five by the day’s auction amount, then keeping those with nonnegative afternoon large-order net money flow. It presents the screen as a way to…
This post describes a Chinese equity screening rule combining turnover, recent price movement, and the ten-day moving average. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and an opening price near the ten-day…
The article presents a four-stage account of how institutions might exploit retail traders in Chinese equities: identify market themes and likely stop levels from data, display large buy orders during the cancellable part of the opening auction, short shares…
The article introduces stablecoins as cryptocurrencies designed to track another asset, often the US dollar or a commodity. It explains the basic idea of backing tokens with reserves and describes how traders may use dollar-linked tokens to hold value…
The document presents a Chinese equity screening rule that selects stocks with RSI below 65 and more than two limit-up days in the prior ten days, while excluding the STAR Market. It frames RSI as a technical condition and recent limit-ups as a way to…
This indicator estimates the prevailing trend from a price channel and a selected period and risk setting. Its color changes can serve as entry or exit signals, while two plotted price levels offer possible stop locations for trades based on the indicator.…
FMOneEA is a MetaTrader 4 expert advisor whose documented settings cover trading timeframe, lot sizing, profit targets, stop losses, trailing controls, and handling losing orders. Earlier versions used ZigZag and MACD signals on an hourly chart; a later…
The document presents a Chinese equity screening rule that combines three conditions: prior-day price amplitude above 1, appearance on the prior day’s top trading activity list, and a prior-day 9:15 matching price at the exchange limit-down level. It…
The document describes a simple long-only strategy for the S&P 500, based on the premise that the broad index trend is upward and that short trades would target corrections. Rather than buying a fresh high, it seeks a pullback followed by signs of renewed…
The document surveys ten cryptocurrency exchanges for automated trading and introduces basic bot setup. It compares venues through stated attributes such as available trading pairs, geographic availability, reputation, liquidity, fees, matching speed, and…