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 presents a small open-source shield intended to check trading against prop firm account limits. Its usage outline initializes the tool with account balance and a firm profile, then updates it with equity and balance information on each tick.…
The document introduces VeighNa, an open-source Python framework for quantitative trading, with particular attention to its vnpy.alpha module. That module organizes research into feature creation, model training, strategy development, and workflow…
This brief description presents a higher-timeframe variant of the ColorMFI_X20_Cloud indicator. Its key feature is a configurable timeframe input, with a four-hour period shown as the default. The indicator can therefore calculate using a period different…
This note outlines a Chinese equity screen for metaverse-themed stocks. It combines a relationship to the five-day moving average with three consecutive sessions in which the close is below the open. The article interprets the moving-average condition as a…
This note describes a simple Chinese equity screen combining metaverse-theme membership, a close above the previous session’s low, and a closing price fixed at 18.5 yuan. It presents the prior-low comparison as a short-term price-strength condition and…
This guide presents a relative strength index strategy using overbought and oversold thresholds. It describes calculating RSI from rolling average gains and losses, generating short signals above 70 and long signals below 30, and optionally filtering trades…
This note describes a stock-selection screen for Chinese equities that keeps stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by a money-flow strength measure. Its formula reference relates the strength measure to…
This note outlines an A-share stock screen combining metaverse sector membership, a rounded or arc-shaped price pattern, and return on equity above 15% for five consecutive years. It then adds a monthly five-period moving average crossing above the…
The proposed screen combines three stock characteristics: price amplitude above one, a circulating share count no greater than 5.5 billion, and a 20-day concentration measure below 70%. The article presents the amplitude condition as a way to find more…
This screen focuses on stocks classified in the metaverse industry. It selects the five highest-ranked by the day's opening auction amount and requires the 30-day moving average to be above the 60-day moving average, using the relationship as a basic trend…
The article proposes screening Chinese stocks using price amplitude, company quality, and performance tied to 2021. Its expanded version adds valuation and fundamental comparisons, allows technical indicators such as KDJ, RSI, or MACD, and suggests…
This stock screen combines three signals: rank stocks by money-flow strength, require weekly MACD to be above zero, and look for shrinking negative MACD histogram bars on a 15-minute chart. The weekly condition is intended to favor stocks in an established…
This summary describes a method for constructing broad stock factor exposures and checking factor usefulness in a multifactor model. It presents returns as a linear combination of factor contributions plus an unexplained residual, and emphasizes examining…
This short forum exchange addresses whether users can add their own trading strategies to the VeighNa community edition. A user with little programming experience asks how to implement a strategy already used by a friend. The reply says custom development is…
The document proposes a stock screen combining three criteria: recent price amplitude above a stated threshold, circulating market capitalization above a stated level, and a stock code beginning with 60. It frames the screen as a way to find larger,…
This document outlines a simple Expert Advisor that evaluates a pivot derived from the prior bar’s high and low. It describes opening trades from the relationship between the current bar’s open, the prior high, and the pivot, then comparing successive pivots…
This beginner-oriented guide recommends planning trades in advance, researching assets before buying, and avoiding impulsive decisions driven by hype or fear of missing out. It advocates diversification across crypto assets, monitoring Bitcoin as a possible…
This weekly crypto market report assesses a recovery in prices by combining spot performance with trading volume, volatility, open interest, funding, order book depth, ETF flows, stablecoin issuance, and DeFi credit measures. It interprets rising prices…
This document describes a market sentiment indicator that classifies conditions as bullish or bearish using limit order book data on centralized markets. Its inputs include minimum qualifying order volume, minimum order count, and thresholds for differences…
This A-share stock-selection proposal combines three conditions: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders within a stated positive range, and a recent two-day high condition. It presents the combination as…
This research report proposes improving a conventional stock reversal signal by splitting each stock’s recent daily returns according to average trade size. For each lookback window, it ranks days by daily turnover divided by trade count, compounds returns…
This Chinese A-share screening proposal combines a technical filter, a trading-flow condition, and a turnover range. It selects stocks with RSI below 65, positive multiplication of price change by net flow from very large orders, and turnover above 2% but…
This brief description presents a standard ZigZag indicator supplemented with support and resistance levels. ZigZag marks selected price swings, while the added levels provide a way to view potential areas where price may encounter support or resistance. The…
This proposed Chinese equity screen combines three conditions: the stock's intraday high-low range exceeds one percent of its closing price, the prior session was not limit-up, and the article's external-to-internal trading measure exceeds 1.3. The author…