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 stock-selection rule requires the 20-day moving average to be above the 120-day average, RSI to be below 65, and current volume to exceed the prior day's volume by more than five percent. The article interprets the moving-average relationship as an…
This overview introduces three types of company data associated with FactSet: a six-level product and service based industry classification, company-to-company supply-chain relationships, and geographic revenue exposure. The classification is presented as a…
This document describes a Chinese equity screen combining three conditions: price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and large-order net volume above 0.05 for at least three consecutive days. It…
HaDelta is presented as a momentum indicator built from Heiken Ashi candlesticks. The document explains that Heiken Ashi began as a graphical aid alongside standard price charts and later developed into a candlestick method of its own. HaDelta uses the…
This document describes an equity screening rule that selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days within a 10-day window. It frames these conditions as indicators of…
This forum exchange explains why a sell order can disappear in an event-driven backtest when the stock is suspended on the scheduled execution day. The order was generated on one day, but the attempted match on the next day failed because trading was halted;…
The document introduces DMH, John Ehlers’s proposed update to the traditional directional movement indicator. It describes applying Hann windowing to directional movement calculations as a way to modernize an established technical analysis method. The…
This document presents a short-term Chinese stock selection idea using three conditions: amplitude above 1, a closing price below 20, and a prior-day 9:15 matching price at the limit-down level. It frames the filters as a way to find stocks with price…
This expert advisor trades after finding a configurable run of identical candlesticks: it buys following bullish candles and sells following bearish candles. Its inputs include the required run length, trade size, take-profit and stop-loss distances,…
This document proposes screening stocks for amplitude above 1, a contracting negative MACD histogram on a 15-minute chart, and a listing age beyond a chosen threshold. The intended interpretation is that a shrinking negative histogram may signal a possible…
This document describes a Chinese main-board stock screen that combines RSI below 65 with a daily gain above 1% and a rising-trend condition. The examples express the trend condition through moving-average alignment: the 5-day average exceeds the 20-day, the…
This overview classifies quantitative funds by strategy, market, instrument, and time horizon. It describes trend following, which seeks sustained price moves and can have a low win rate while relying on occasional large trends, and countertrend trading,…
The Relative Strength Oscillator (RSO) is presented as a centered form of the Relative Strength Index. The transformation subtracts 50 from RSI, moving its midpoint to zero while preserving the original indicator’s behavior. This puts the familiar RSI…
This weekly report describes two quantitative equity approaches. The first builds on holdings of successful active funds, then applies quantitative selection to create an enhanced portfolio benchmarked against active equity funds rather than broad market…
This note explains beta as a measure of an asset’s market risk exposure and introduces the Fama–French three-factor model as a way to capture size and value style exposures. It describes how to quantify style performance with long-short portfolios: small-cap…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
This documentation explains how a trading strategy can represent and submit orders, from basic market orders to limit, stop, stop-limit, and trailing-stop orders. It also describes a smart limit approach that moves through the bid–ask spread on a timed…
This research proposes a stock selection factor that estimates similarity between companies using ten financial measures spanning profitability, solvency, operating efficiency, and growth. After cross-sectional normalization, it uses cosine similarity to…
This Chinese equity screen selects beverage and alcohol related stocks with turnover between 3% and 12%, then applies a comparison involving yesterday’s turnover, today’s auction volume, and yesterday’s trading volume. The stated rule keeps cases where the…
This Chinese equity screening rule combines a turnover range of 3% to 12% with two short-term market conditions: the stock appeared on the previous day’s 龙虎榜, a public ranking of notable trading activity, and its 9:15 opening-auction matched price was at the…
The CheckMark pattern is presented as a way to classify the next candle as bullish or bearish. It compares the shape formed by the closing prices of the latest three bars with the shape of the corresponding three oscillator values. The pattern is identified…
This document describes an Expert Advisor that uses the ColorMETRO_DeMarker indicator. It generates a trading signal when a bar closes and the indicator’s cloud changes color. The system therefore bases its entry signal on a change in the indicator display,…
The document describes a two-part trend indicator that plots a cloud between a 75-period exponential moving average and an ATR-based trailing stop. The stop component uses a 14-period average true range and a fixed offset to form upper and lower candidate…
This post sketches an experimental model for identifying leading stocks, using gradient boosted regression to score shares within a rolling window. The proposed label gives higher scores to stocks that rise more, experience smaller drawdowns, and break out…