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
Parabolic SAR is a chart overlay designed for trending markets. Its dots or line appear below price during an uptrend and above price during a downtrend. When price crosses the indicator, SAR switches sides; the text describes this as a possible signal that…
This article explains a Dual Thrust trend-following method and its application to a basket of nickel, rebar, and coking coal futures. It defines a range from historical highs, lows, and closes, then sets upper and lower breakout thresholds around the current…
This talk overview explains four broad approaches to quantitative trading: market making, statistical arbitrage, price prediction, and microstructure trading. Market makers post bids and offers to supply liquidity and seek to earn the spread, while managing…
This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…
This note describes an A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and an opening auction price change from -2% to 5%. The stated rationale is to focus on profitable, moderately…
This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…
This proposed stock screen combines three technical conditions: a daily amplitude measure above 1, a positive weekly MACD condition described as a red histogram, and seven consecutive declining closes. The article frames the combination as a possible search…
This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…
This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…
The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…
This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…
This Expert Advisor design runs separate long and short trading systems based on signals from the ColorMETRO indicator. Inputs with one prefix control long trades, while another group controls short trades; each side has its own magic number, position-sizing…
The document outlines the five factors used to explain differences in stock returns: market excess return, company size, book-to-market value, profitability, and investment. It describes each as a comparison between groups of stocks, such as small versus…
This BigQuant example builds a daily Chinese-stock portfolio by ranking eligible shares on 30-day turnover variability relative to their industry group. It filters out risk-warning stocks and applies price and listing-age conditions, then selects five names…
This historical account explains how Bridgewater developed the All Weather approach from a broader effort to understand recurring economic relationships. Its core framework separates returns into cash, market beta, and manager alpha, then considers how…
This documentation explains how Freqtrade strategy callbacks complement vectorized indicator and signal functions. Callbacks run when needed, often repeatedly during live trading or at each simulated candle, so the guidance warns against costly calculations…
This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…
This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…
This market note reviews a modest rebound in Chinese equities and discusses the forces behind it. It attributes the recovery partly to expectations of improved second-quarter corporate earnings and reduced global risk aversion. It also cautions that…
This brief student response defines quantitative investing as using data, statistics, research, systematic data collection, backtesting, and programmed trading to make investment decisions. It highlights several perceived advantages: a repeatable process,…
This post presents a weekly China A-share selection screen combining three conditions: a five-period amplitude measure above one, a change in a proxy for institutional volume activity, and a positive weekly price and volume pattern. The last condition…
This document outlines an Expert Advisor that uses the Blau Ergodic oscillator to generate trade entries. It lists three possible signal events: a change in histogram direction, a move through the zero line, or a change in the signal-line cloud's color. An…
This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…
This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…