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
This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a…
This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range relative to the open exceeds 1, and whose institutional-fund flow measure is positive. The accompanying formula aggregates positive net fund amounts over five…
The document presents an experimental indicator that applies a logistic-map calculation to values derived from four familiar oscillators: Awesome Oscillator, Rate of Change, Relative Strength Index, and Stochastic. A selector chooses the input oscillator,…
The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…
The article reviews a method for evaluating active mutual funds by adjusting performance first for factor exposures and then for the characteristics of stocks held. It begins with Carhart four-factor alpha, then uses either a cross-sectional regression on…
The article compares custodial wallets, where a provider controls private keys, with non-custodial wallets, where users control and protect them. Custody by a platform can simplify setup, account recovery, and internal transfers. It also exposes users to…
This guide explains how an execution system applies order events, interprets command outcomes, retries requests, persists state, and reconciles local orders with venue reports. It distinguishes definitive local failures, confirmed venue results, and unknown…
This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…
The document describes a directional filter for automated trading based on the MACD signal line. Long conditions are enabled when the signal line is above zero and its latest completed bar is higher than the prior bar. Short conditions are enabled when the…
This Chinese-language post describes an equity screen that ranks candidates by volume ratio, filters for circulating market value at or below 5.5 billion yuan, and requires the 20-day moving average to exceed the 120-day average. The stated rationale is to…
The document introduces two indicators derived from an article on automated support and resistance: the Widner Support Oscillator (WSO) and Widner Resistance Oscillator (WRO). Each compares the current closing price with the six most recent levels of its…
This document presents a Chinese stock screen that selects securities whose daily high-low range exceeds 1% of the previous close, limits the universe to codes beginning with 60, and ranks candidates by money-flow strength in descending order. The article…
This Chinese equity screening idea combines a turnover band, a robotics theme, a small-float-market-cap ceiling, and three consecutive declining sessions. The article frames the three down days as a sign of recent weakness and adds that technical condition…
This brief description introduces a strategy-rotation framework for adapting a portfolio to different market environments. It proposes tracking shifts in market style, identifying the style characteristics of individual strategies, and using quantitative…
This document describes a Chinese equity screen combining turnover, parent-attributable net profit growth, and a business keyword filter. It selects stocks with turnover between 3% and 12%, profit growth above 20% and no more than 100%, and operations…
This Chinese stock selection idea combines a turnover range of 3% to 12% with first-level bid volume exceeding ask volume and simultaneous bullish crossovers in three indicators, with MACD, KDJ, and RSI given as examples. The post includes sample formula and…
This Chinese equity screening idea selects stocks with turnover between 3% and 12%, an external-to-internal traded volume ratio above 1.3, and a candle shape described as a rounded arc. Its example formula operationalizes the shape using the high, low, and…
This MetaTrader expert advisor describes a forex strategy that enters after a candle closes beyond a trendline connecting recent ZigZag peaks or troughs. Buy and sell rules mirror one another. A moving average filter requires price to be on the matching side…
The document summarizes research proposing a portfolio-centered framework that brings ex ante and ex post attribution into one structure. It applies a consistent approach to explaining portfolio alpha, expected risk, and realized returns, broadening…
The document introduces the Vortex indicator through its relationship to Wilder’s Directional Movement Index. It explains directional movement by comparing each bar’s high and low with the prior bar: upward movement measures extension above the previous…
The document describes a Chinese A-share selection rule that looks for stocks with an intraday high-low range above 1%, excludes Beijing-listed shares, and seeks positive weekly price movement. It gives illustrative formula and Python-style examples, then…
This indicator description explains a histogram version of the Williams Percent Range (WPR) oscillator. It rounds oscillator values within the standard range from minus 100 to zero into discrete levels, with the selected input controlling the rounding…
This brief summary of a factor-investing report reviews tests of capital-structure and solvency measures. For nine capital-structure factors, the report compares grouped portfolio performance, long-short returns, information coefficients, and Fama-MacBeth…
This Chinese-language post describes a stock selection rule combining daily price range, weekly MACD, and the prior day's price limit status. It seeks stocks with a daily high-low range above 1% of the previous close, weekly MACD above zero, and a prior…