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 explains turnover as the number of shares traded during a period divided by the average number of shares available to trade, expressed as a percentage. It illustrates the calculation with a quarterly example in which traded volume is twice the…
The Waddah Attar Explosion indicator combines the change in MACD with Bollinger Band width to represent directional momentum and volatility expansion. The MACD change is multiplied by a sensitivity coefficient and split into positive and negative histograms.…
The document describes a China A-share index enhancement approach that adds industry rotation to a CSI 300 stock-selection portfolio. Its motivation is that the benchmark has uneven industry weights, making active industry exposure a meaningful part of…
This research summary extends a framework for selecting functional equity funds for fund-of-funds portfolios. It distinguishes sectors where active stock selection may add value from those better served by sector ETFs. For consumer and growth exposures, it…
This page describes a higher-timeframe variant of the UltraAbsolutelyNoLagLwma indicator. It adds a timeframe input so the user can select the chart period from which the indicator operates; the provided default is a four-hour period. This lets a trader view…
This page introduces a lesson on using correlation coefficients to identify stock candidates for pairs trading and then building a strategy to trade them. It frames correlation as a screening tool for finding potentially suitable arbitrage pairs, followed by…
This post presents a Chinese equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a daily price gain above 1%.…
This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
This brief trading-platform example shows how to use an IO function to submit a BitMEX post-only limit order, submit several such orders together through the bulk endpoint, and cancel all orders for a specified symbol. The examples use XBTUSD and set an…
This note proposes a short-term stock screen based on daily amplitude above 1, a condition described as main-force control on the prior day, and a 9:25 a.m. gain below 6%. It interprets the range as a sign of active price movement, the control measure as an…
This Chinese-language strategy note describes a stock screen combining RSI below 65, the product of price change and large-order net inflow, and bullish crossovers in three indicators, with MACD, KDJ, and DMA as examples. Its sample implementation also…
This document presents a Chinese equity screening rule that selects stocks with daily turnover between 3% and 12%, parent-company net profit growth between greater than 20% and up to 100%, and tradable shares capped at 5.5 billion. It describes the…
ASCTrend is a chart indicator that uses Williams Percent Range to generate buy and sell arrows. Its RISK setting controls the indicator period and shifts the thresholds used to identify signals. A signal is produced when the indicator moves from an…
This documentation explains how Zipline organizes risk and performance measurements for algorithm simulations. A metrics set defines which values a backtest tracks, and its metrics can report at different frequencies. The default set includes examples such…
The document describes two risks institutions may encounter in decentralized finance: scam tokens, especially liquidity-draining rug pulls, and crypto assets connected to illicit activity. It argues that blockchain data can support token due diligence by…
This Chinese stock-screening note combines daily price movement, a morning-star style candlestick condition, and a ranking based on large-order net volume. Its example code also checks recent moving averages and requires the latest large-order net amount to…
This indicator note explains a short-term trading idea based on alternating periods of small and large price ranges. Range is treated as the distance traveled over a chosen interval, and a narrow range is described as a possible warning that a wider move may…
This stock-selection method filters for shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and a 2019 dividend measure above a stated threshold. The note presents the combination as a way to pair trading activity and improving…
This Chinese stock-screening note combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a three-session limit-up streak ending the previous day. It presents the screen as a way to…
V1N1 LONNY is described as a multi-symbol intraday Expert Advisor that trades breakouts during the London session. It treats the pre-London Asian range as a no-trade zone, placing buy stops above the range high and sell stops below its low. Entries use the…
This stock-selection recipe combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a prior-day 09:15 matching price described as limit-down. The author interprets high amplitude as a way to find volatile…
This Chinese-market stock screen combines a metaverse industry filter with Shenzhen main-board eligibility, valuation bounds, and a recent KDJ bullish crossover. It selects stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0…
Adaptive Volatility Analysis (AVA) is an indicator intended to measure whether market volatility is increasing or easing. It compares a short-period exponential moving average of ATR with a longer-period exponential moving average, producing a relative…