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 explains an order-canceled event in an execution system: it records an order entering the terminal canceled state, updates the order and cache, and is published to the message bus. Cancellation events may originate from a venue, a simulated…
This stock screen combines a daily price-range threshold with MACD conditions and a 15-minute chart signal. It looks for stocks whose intraday MACD histogram bars are getting shorter, alongside a prior MACD reading condition, with the idea that short-term…
This A-share screening rule combines a current amplitude threshold with a prior-day signal involving the 9:15 matched price and limit-down conditions. It also excludes Beijing-listed shares and, in the final version, ST-designated stocks. The article…
This A-share screening idea combines three conditions: MACD above zero, positive trailing P/E, and at least one limit-up day within the prior 25 days. It proposes running the screen before each trading session and sorting selected stocks by daily price…
This document describes a chart indicator that calculates pivot levels for a configurable trading session. It displays a central pivot, three resistance levels, three support levels, and additional support and resistance lines. A colored background marks the…
The Fractal Channel is a channel-based indicator that identifies fractals within a configurable window of price bars. Its sole parameter, called frame size in the description, sets how many bars are considered when locating a fractal. A three-bar window…
This Chinese equity screen filters for stocks in the beverage and alcohol import-export sector, with amplitude above 1 and a positive ten-day return below 35%. The stated rationale is to focus on shares showing price movement and recent gains that have not…
This Chinese equity screening proposal selects stocks with an amplitude above 1, a largest daily decline between 4% and 5%, and positive institutional direction. It interprets the price movement as a market-condition signal and institutional buying interest…
This report presents a brief backtest of a market-news trading bot against SPY, covering January 4–15, 2026. It lists return, drawdown, risk, correlation, and other performance statistics, along with model-call and data-source details. The strategy reports a…
This post presents a Chinese A-share stock screen based on daily price range and a large-order net-volume ranking, while excluding Beijing-listed stocks. It frames the approach as a way to find active stocks and potential medium- to long-term opportunities.…
This review evaluates an RSRS market timing strategy out of sample across several Chinese broad-market indices from March 2017 to November 2019. It reports generally positive timing results, strongest on the CSI 300, while the CSI 500 results were more…
This indicator modifies the Relative Strength Index so it can be displayed using a different chart timeframe and lets users choose among ten smoothing methods for both the RSI and its signal line. The choices range from standard simple and exponential…
The post describes a Chinese stock-selection screen using three conditions: turnover between 3% and 12%, membership in a beverage and alcohol-related industry, and a current daily low below the previous day's low. It presents the screen as a way to combine…
This short assignment defines quantitative investing in practical terms as using computers to carry out investment work. It identifies consistency within a fixed framework and the ability to hedge or run multiple trading styles as potential advantages. These…
The document explains a simple way to summarize price movement over a chosen number of trading days. For each quoted day, it takes the difference between the candle’s high and low, sums those ranges across the period, and divides by the number of quotation…
This document describes a Chinese equity screening rule that selects stocks when daily high-low amplitude exceeds 1%, the KDJ indicator has just formed a golden cross, and return on equity has exceeded 15% in each of the past five years. It includes…
This research note outlines a framework for evaluating funds and constructing allocations across active equity funds, enhanced index funds, and active bond funds. For equity funds, it discusses classification and performance attribution using both holdings…
The document describes a Chinese stock-screening rule that selects shares with turnover between 3% and 12%, an appearance on the previous day’s market leaderboard, and a chart pattern classified as a rounded base. It presents this combination as a way to…
This strategy ranks a universe of ten US sector ETFs by their trailing 12-month rate of change. At each monthly rebalance, it selects the three strongest performers, assigns them equal portfolio weights, and exits holdings that no longer qualify. The…
Shell sort orders items in place by first comparing elements separated by a wide gap, then shrinking that gap until the array is sorted. This lets elements move across the array more quickly than in a simple adjacent comparison sort. The document illustrates…
This Chinese-language post presents a stock screen requiring a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and at least one limit-up event during the prior 25 days. The conditions combine a momentum-related indicator,…
This documentation explains how to configure multiple bid and ask orders using an order-level count, an amount step, and a spread step. The level count sets the number of orders on each side. The amount parameter increases or decreases the size of each…
This Chinese-language post describes a daily stock screen using three conditions: price amplitude above 1, at least two limit-up events within 500 days, and the 20-day moving average above the 120-day moving average. It frames amplitude as a measure of price…
The document describes a historical stock-selection screen for Chinese A-shares. It selects observations from 2021 where the daily high-to-low range exceeds 1% and turnover falls between 3% and 12%. The stated rationale is that a larger range may indicate…