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 Coppock indicator is a momentum measure intended to flag the start of bullish market trends. Its underlying formula was introduced by Edwin Sedgwick Coppock in 1962. A signal occurs when the indicator rises through zero, which is interpreted as a…
Hyperliquidity Provider (HLP) is described as a community-owned protocol vault that supplies liquidity to Hyperliquid. It uses multiple market-making strategies, carries out liquidations, and supplies USDC to the platform’s Earn product. In return, the vault…
This stock-selection screen combines trading activity, company size, market value, and profitability. Its final criteria require turnover of up to 12%, circulating market value between 10 and 100 billion yuan, circulating share count no greater than 5.5…
This indicator displays the Relative Strength Index state across ten timeframes using a row of colored squares. Red marks a timeframe where the oscillator is below its oversold threshold, medium blue marks one where it is above its overbought threshold, and…
This meetup Q&A discusses several practical questions in quantitative research. It explains that traders can label chart patterns for AI training in principle, but visual labels may vary with chart scale and between annotators. A model can only learn useful…
The document describes an adaptive moving average that uses the efficiency ratio to adjust how an EMA responds to price movement. It attributes the efficiency ratio to Perry Kaufman and presents this version as a simplified alternative to his adaptive moving…
The document describes an A-share stock screen for companies associated with robotics. Its stated filters include turnover between 3% and 12%, total market value below 10 billion yuan, positive net income, and circulating market value below 10 billion yuan.…
This document presents an A-share stock selection idea that combines turnover between 3% and 12%, a K indicator below 20, and three consecutive days of falling closing prices. It describes the signal as a technical screen for stocks that might merit…
The document explains why a portfolio weight constraint routine can fail when it caps bond exposure and then normalizes all weights. Normalization may push the bond allocation above its intended limit; the example describes a bond weight of 20% becoming 40%…
This document outlines an equity screen beginning with stocks whose daily price range exceeds 1%, market capitalization is at most 10 billion yuan, and average net profit is positive, while excluding stocks that hit the daily limit on the prior session. Its…
This document presents an equity selection rule using a turnover range of 3% to 12%, seven consecutive down days, and a pattern described as the start of a strong advance. It gives indicator-formula and Python examples intended to identify the setup,…
This document describes an equities screening rule combining a turnover range, beverage and alcohol industry classification, and a comparison between displayed best bid and ask quantities. It presents the intended screen as selecting stocks with turnover…
This note introduces the Easley, Kiefer, O’Hara, and Paperman (EKOP) model to explain how informed and uninformed trading can shape a stock’s bid-ask spread. It describes a discrete-day, continuous-within-day setting in which information events may be good…
This lecture listing introduces policy-gradient methods, which learn a policy directly, and actor-critic methods, which pair a policy learner with a value estimator. The description highlights the actor-critic combination as a way to use value predictions to…
This document describes a short-term Chinese equity screen using three conditions: a share price below 12, more than two limit-up sessions within ten days, and amplitude above one. It frames repeated limit-ups as a possible sign of continued upside and…
This document explains an indicator that fits a linear regression channel from a user-selected date and time through the latest chart bar. It calculates the regression slope and intercept from closing prices, then estimates channel width using the standard…
This indicator highlights the bars with the largest and smallest high–low ranges within a user-selected search range. The user can independently choose whether to display the widest bar, the narrowest bar, or both. The description labels the widest bar as a…
This brief description introduces an indicator that marks fractals on a price chart and can display the bar number used to determine each fractal. Its input includes a configurable candle period, allowing the user to set the number of candles involved in the…
This stock-screening idea combines three conditions: a rising 30-day moving average, three consecutive declining sessions, and a reported increase in position or capital inflow greater than five percent. The rationale pairs a positive longer-term trend with…
This reference catalog groups Python libraries used across quantitative finance. It covers strategy research and backtesting, technical indicators, risk and portfolio analysis, scientific computing, derivatives pricing, factor and time-series analysis,…
This Chinese equity screen requires turnover between 3% and 12%, a rising DEA condition, and a reversal pattern described as a rebound after a short pullback. The note frames turnover as a measure of trading activity and rising DEA as evidence of an upward…
This Chinese stock-selection rule combines three filters: rank stocks among the top 100 by volume ratio, rank the top 100 by the absolute difference between the previous day’s limit-down price and opening price, and require at least two limit-up days within…
This note describes a Chinese equity screen that selects beverage and alcohol import-export companies in 2021 when the daily high-to-low range exceeds 1% of the low. The stated rationale is that larger ranges may indicate volatility and return potential,…
The post presents a Chinese-stock screening idea that combines a price-amplitude threshold with a range for yesterday’s turnover multiplied by today’s auction volume relative to yesterday’s volume. It also requires circulating market capitalization above a…