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 overview introduces Solana as a blockchain platform designed for decentralized applications and describes its Proof of History and Proof of Stake components. Proof of History is presented as a way to timestamp events and establish an ordered record,…
This tutorial explains how to combine daily stock-price observations with less frequent dividend records using an ASOF JOIN. The example pairs records by instrument and date, allowing each daily price row to be associated with a nearby dividend record even…
This stock-selection example filters Chinese equities by a turnover rate between 3% and 12%, a K indicator below 20, and a daily price change between -5% and 2.6%. The article presents the screen as a way to find stocks with potential, then suggests adding…
This document describes a MetaTrader indicator that marks candle price changes once they exceed configured minimum thresholds. It reports changes in points and percentage, and lets users choose between comparing a candle’s close with its open or comparing…
The document presents a fee-model design for a trading system, with fees calculated from an order’s execution details. Common fees distinguish maker orders, which add liquidity, from taker orders, which remove it. The fee amount can be proportional to…
This note explains a modified Stochastic oscillator that adds a sensitivity setting to the usual parameters. The added threshold is intended to ignore price fluctuations smaller than a specified number of points, so the indicator does not react to every…
The document describes a daily screen for stocks in the metaverse industry. It selects names where the KDJ indicator has just crossed into a bullish configuration, ranks them by that day’s opening auction amount, and keeps the top five. The approach combines…
This overview explains Cardano as a Layer 1 blockchain for smart contracts and decentralized applications. It describes the separation between a settlement layer for ADA transactions and a computation layer for smart contracts, alongside Ouroboros, a…
This stock-screening idea combines a minimum intraday high-to-low price range with consistently high return on equity across five years and a limit on the stock’s gain at 9:25. The stated rationale is to seek profitable companies showing some price movement…
This document describes a read-only MetaTrader 5 script that records terminal, account-mode, symbol, and trading-environment settings. Traders and developers can use its structured report to compare a functioning setup with one where an Expert Advisor is…
This document describes a Chinese stock screen focused on the metaverse sector. It looks for three concurrent bullish crossovers: MACD over its signal line, the 5-day moving average over the 10-day average, and the 5-day average over the 20-day average. It…
This document presents an equity selection rule that combines a positive MACD signal, a 20-day moving average above the 120-day moving average, and year-over-year parent-company net profit growth above 20% and up to 100%. Its example implementation scans…
This document describes a Chinese equity screening rule for beverage and alcohol import-export companies. It selects stocks with turnover between 3% and 12% and year-over-year parent-company net profit growth above 20% and up to 100%. The article also gives…
This research summary examines how sell-side analyst reports may inform stock selection. It argues that report counts and recommendation strength alone provide limited differentiation, while target-price upside and changes in analyst views may be more…
This note outlines a daily stock screen combining a positive MACD reading, a share price below a stated ceiling, and a measure of trading activity based on the prior day’s turnover rate and the ratio of current auction volume to the previous day’s volume. It…
This note describes a stock screen based on three chart conditions: amplitude above a threshold, a rising price base, and a rounded-bottom pattern. It presents the pattern as a way to find stocks whose lows are gradually moving higher, while filtering out…
This article surveys six implementation choices that shape equity factor strategies: selecting proxy measures, constructing portfolios, combining factors, allocating among them, trading, and managing risk. It argues that one factor can be represented by…
This brief template note describes a stock-screening strategy that selects companies using natural-language queries. Its example combines a small-market-cap screen with recent net inflows from large investors, a prior period of contracting volume, and a…
This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…
This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…
This indicator recreates Renko-style bricks with visible high-low wicks in ProRealTime, whose built-in Renko candlestick display does not show them. Because the platform cannot draw these candles directly on a non-time-dependent chart and its Renko bricks…
This indicator description outlines a semaphore-style signal based on divergence between fast and slow Commodity Channel Index oscillators. It compares the oscillators at extreme points within the most recent five bars and requires a suitable candlestick…
This report reviews market conditions relevant to Chinese quantitative equity strategies in July 2022. It tracks the number of unstable factors as a proxy for how supportive conditions may be for strategy excess returns. The report says this count stayed…
This conference recap describes several developments in digital asset markets: valuing tokens against underlying revenue and rights, crypto-native venues affecting traditional markets, software agents transacting autonomously, and institutions connecting…