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 document describes a short-term A-share screening idea that combines a positive MACD reading, positive trailing P/E, exclusion of special-treatment stocks, and five consecutive recent limit-up conditions. It proposes selecting stocks before 10 a.m. and…
This Expert Advisor applies a martingale approach with a configurable delay between entries. After an initial position, it waits a chosen number of bars before opening another position when the price moves by the specified step and a new entry signal…
This report proposes analyzing stocks within distinct domains, such as broad-market groups, market segments, and industries, to capture differences in their investment drivers. It argues that fitting factors within these groups can address nonlinear market…
This newsletter reviews how macroeconomic uncertainty and US policy signals shaped crypto prices and options conditions. It links employment and inflation data, tariff concerns, and changing expectations for rate cuts with broad risk-asset volatility. It…
This page describes an Expert Advisor that opens trades from signals produced by an Arrows and Curves indicator. A nonzero value in one indicator buffer triggers a buy, while a nonzero value in another triggers a sell. Position size can be set as a fixed lot…
The document describes a way to retain Ether exposure for a possible fork token distribution while reducing exposure to changes in Ether’s market price. The proposed position pairs a spot Ether purchase with a sale of an Ether futures contract. It suggests…
The Relative Bias Filter is a bounded signal intended to help avoid trades against strong directional conditions. Its signal is based on RSI applied to an average of typical price. A move toward the upper threshold indicates bullish strength and discourages…
This stock-selection rule looks for shares with amplitude above 1, more than one year since listing, and a rising KDJ K value. The article interprets amplitude as a sign of active price movement, the listing-age filter as a way to avoid very new shares, and…
This note presents a Chinese equity screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and applies a price-to-earnings cutoff below 20. The accompanying Python example also filters out names marked as special…
This Qlib documentation explains how to simulate model-driven trading through a persistent account. A configuration specifies a model, a portfolio strategy, and initial cash; the system then generates orders from predictions, executes them under exchange…
This note outlines a Chinese equity screen based on three conditions: daily price range above 1%, prior-day trading value above 60 million, and the current close above the previous session’s low. It frames the range and trading-value filters as measures of…
The document presents a discretionary framework that combines broad market assessment with decisions about individual positions. Before trading, a trader reviews trend direction and maturity across daily, weekly, and monthly charts, possible reversal or…
This Chinese stock-selection rule combines three filters: daily amplitude above 1%, RSI below 65, and a prior-day 9:15 matching price described as limit-down. The article frames the selected shares as possible candidates for short selling, reasoning that the…
The article explains inventory value and the risk market makers face when one side of their orders fills more often than the other. Inventory value is the current worth of a portfolio measured against a reference asset such as a fiat currency. When prices…
This article outlines how to move a developed and backtested option strategy into live or simulated trading with VeighNa’s OptionStrategy module. It distinguishes access requirements for futures options and ETF options, including differences in simulated…
This Freqtrade strategy combines MACD direction with the Commodity Channel Index (CCI) to generate long entries and exits. It enters when MACD is above its signal line and CCI is at or below a tunable buy threshold; it exits when MACD is below its signal…
This document outlines a value-oriented stock selection framework attributed to investor Robert Rick. It assesses companies across three broad dimensions: valuation, dividend policy, and financial condition. The framework is said to contain five largely…
The document outlines a Chinese stock screen that ranks candidates by capital-flow strength, requires positive institutional net inflow, and limits selection to companies below a stated market-cap threshold with no recent losses. It explains the signals as a…
This interview describes one trader’s experience using automated crypto market making, including both single-exchange market making and cross-exchange market making. The trader reports preferring pure market making for stablecoins and finding it easier for…
This proposed A-share screen selects stocks with a price-range measure above 1, that did not close at the limit-up level the previous day, and that recorded return on equity above 15% in each of the past five years. The post frames the range condition as a…
This Chinese A-share screening proposal combines a daily price-range threshold, exclusion of ST-designated stocks, a five-session limit-up pattern, and a previous-day 9:15 call-auction matched price at or below 90% of the prior close. It says to select…
This Chinese-language post proposes screening stocks for amplitude above a threshold, a dividend payout ratio above 25% in 2019, and no limit-up move on the previous day. The stated rationale is to find volatile shares with a history of substantial dividends…
This introductory article defines a trading strategy as a plan specifying what to trade, when to enter and exit, and how much capital to risk. It says the plan should reflect the trader's goals and tolerance for losses, and describes technical analysis, risk…
This document describes a short-term stock screen combining three conditions: daily amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and a stated maximum decline between 4% and 5%. It frames the setup as a search for…