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 describes a short-term Chinese equity screen built around a daily price range threshold, a morning-star-style candlestick condition, and a minimum market capitalization. Its example formula combines a low-price condition, a trading-status check,…
This podcast recap follows a derivatives trader’s move from FX options into crypto and outlines how an OTC desk serves institutional and high-net-worth clients. The desk makes markets in spot and options, handles customer flow, and manages risk across the…
The article describes growing hedge fund interest in cryptocurrency and attributes it mainly to clearer regulation and more mature institutional infrastructure. It cites industry estimates and examples of established funds entering the market to illustrate…
This introductory guide explains cryptocurrency concepts such as blockchains, wallets, exchanges, and volatility, then outlines ways to begin investing. It distinguishes long-term holding from short-term trading and recommends researching assets, choosing a…
This product description outlines a trading expert advisor that uses a rate-of-change indicator and moving-average parameters, trades at the open of a candle, and is described as usable across time frames, major forex pairs, and NASDAQ stocks. Its settings…
This Chinese stock-screening example combines three price conditions: amplitude above 1, rising lows, and a gain between -5% and 2.6%. It then excludes special-treatment stocks. The post describes a Bollinger-band exit rule, although its wording says to sell…
This Chinese equity screen selects stocks with amplitude above 1, previous-day trading value above 60 million yuan, and a closing price between the middle and upper Bollinger Bands. The note interprets the activity filters as signs of liquidity and the band…
This note outlines a Chinese equity screen based on amplitude above 1, a signal described as main-fund control on the previous day, and three consecutive declining sessions. The proposed rationale is that elevated price movement and apparent large-investor…
This tutorial describes a Python program entry point that reads a configuration setting and dispatches to live trading, parameter optimization, historical backtesting, functional testing, or order-interface testing. The author says that keeping backtests…
This proposed A-share screen selects stocks whose daily high-low range exceeds 1%, excludes Beijing-listed shares, and caps circulating share capital at 5.5 billion shares. The document frames these conditions as filters for recent price movement, region,…
This study examines whether investors can incorporate environmental, social, and governance information into value, growth, and momentum equity strategies without materially harming financial results. It builds multidimensional style scores, uses past…
The document outlines an A-share stock screen combining a MACD condition, a share-price ceiling, and a signal described as previous-day main-force control. It says the screen is intended to run before trading and provides indicator-formula references for the…
This Chinese A-share screening proposal combines company fundamentals, stock popularity, and technical filters. It selects companies below a stated market-cap threshold, excludes firms with negative net profit, and ranks candidates by a heat measure. The…
The post describes a crypto strategy that combines signals from the SSL Hybrid indicator with Stochastic RSI. It uses SSL Hybrid’s exit-line crossovers as directional triggers: an upward crossover can initiate a long trade when both Stochastic RSI lines are…
The proposed screen targets main-board Chinese stocks with RSI below 65 and a daily gain above 1%, alongside a condition described as evidence of prior-day large-player control. The accompanying examples use recent price and volume activity, including a…
This Chinese equity screening proposal combines a relative strength index below 65, a positive product of percentage price change and net large-order volume, and circulating market capitalization above 10 billion yuan. It presents the factors as a blend of…
This document presents a basic automated trading example built around a stop-and-reverse indicator, alongside a function for adjusting trade size from the strategy's order history. The sizing routine scans closed orders associated with a particular strategy…
This Chinese equities screen selects robot-concept stocks with a specified amplitude threshold, at least two limit-up moves within a 500-day lookback, and circulating market value below 10 billion yuan. It combines a volatility-related price measure, prior…
This Expert Advisor looks for buy and sell setups using the recent four bars. The buy logic compares the previous bar’s high and the current bar’s low with the previous bar’s low, then applies additional price and time checks; sell logic reverses the…
This document describes a rule-based intraday breakout system for the DAX using 15-minute bars. It tracks the day’s high and low from a specified morning start, then sets stop-entry levels inside those extremes once price has moved far enough from them. The…
This Chinese stock-screening example combines a turnover filter, a limit on circulating shares, a circulating-market-cap condition in its final rule, and a newly formed KDJ crossover. The formula and Python reference identify the crossover by comparing prior…
This document describes an informational MetaTrader 5 chart indicator for reviewing account and position risk before placing an order. It displays balance or equity, margin figures, bid and ask, spread, broker volume constraints, open positions, and floating…
The document describes an MT4 utility for estimating a proposed trade’s risk and potential reward before entry. Inputs include entry, stop-loss and take-profit prices, position size, and an account-value basis selected from balance, equity, or a custom…
The module implements a finite-horizon dynamic allocation approach for a mean-reverting arbitrage spread, drawing on a published model by Jurek and Yang. It constructs total-return indices from two price series, estimates cointegrating spread weights, and…