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 proposal targets Chinese equities associated with the metaverse concept. It screens for a volume ratio between 1.5 and 6 and a weekly moving-average crossover, then adds a positive price-to-earnings ratio below 150 in its final stated…
The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…
This stock-selection post describes a screen for companies classified in the metaverse industry. Its stated criteria include a volume ratio above 1.5 and below 6, at least one daily gain of 10% or more during the prior 25 trading days, and, in the final…
This brief indicator description explains a chart transformation that moves price data into a new coordinate system by shifting the price axis. To use it, the trader first creates a trendline object on the chart, then supplies that object’s name as the…
A VeighNa community exchange considers why a CTA strategy’s moving-average values may appear stale after pausing and restarting. The response suggests several possible causes: cached bar data not being restored or refreshed, strategy variables not being…
This market update reviews three developments in crypto derivatives: August activity at Deribit, the launch of Bumper, and Kraken’s plans to expand its derivatives business. It reports that Deribit’s volume rose while global derivatives volume fell, with…
This literature summary describes a stock-market return forecasting method that decomposes returns into dividend yield, profit growth, and price-to-earnings multiple growth. It says the source study uses the different time-series properties of these…
This report examines whether Bitcoin blockchain, exchange, investor, and miner measures move alongside price volatility in bull and bear phases. It groups indicators into institutional valuation and unrealized-profit measures, exchange liquidity and ETF…
This note presents a simple stock screen for companies in the metaverse theme with circulating market capitalization above 10 billion yuan. It selects stocks whose opening price is within roughly five percent of the ten-day moving average of opening prices.…
This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The…
This Chinese equity screen combines a daily amplitude threshold, at least two limit-up events over a 500-day lookback, and a three-session limit-up streak ending the prior day. It aims to find shares with substantial price movement and repeated strong upward…
This stock selection idea ranks shares by volume ratio and retains the top 100, then filters for stocks listed for more than 30 days whose 30-day moving average is rising. The intended rationale is to combine unusually high recent trading activity with a…
A stock screen for a moving average crossover can return no matches if its query loads only the target date. The note explains that time-series indicators need earlier observations to calculate their rolling values, so the data query should begin before the…
The document proposes a research data model for representing a limited, conditional SEC exemption related to eligible trading venues and tokenized NMS stocks. It argues against reducing regulatory status to a single approval flag and instead recommends…
The screen selects Chinese stocks when the daily high-low range exceeds 1% of the low, the KDJ J line has just crossed above its D line, and the 20-day moving average is above the 120-day average. The author interprets the range condition as a sign of…
This indicator draws the current daily candle on a chart running at another timeframe. It reads the daily open, high, low, and close, then uses colored rectangles to show the candle body and its upper and lower ranges. Green represents a close at or above…
This code sample implements parts of the Alpha101 factor set using historical equity fields such as open, high, low, close, volume, returns, and volume-weighted average price. The formulas combine rolling ranks, moving averages, correlations, price changes,…
This stock-selection idea screens Chinese A-shares by requiring a daily high-low range above a threshold, excluding stocks that hit the upper price limit on the previous day, and omitting Beijing-listed shares. The stated rationale is that a larger range may…
The document describes a simple signal indicator based on crossovers between moving averages with different periods. It frames the indicator as most appropriate when prices are trending, because repeated false triggers in a flat market can make its use…
The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…
This reference explains common market-data workflows in the TqSdk Python interface. It covers subscribing to real-time quotes, monitoring updates to quote fields, and requesting K-line bars or tick series as data frames that update in place. It also…
This document outlines a Chinese equity screening rule combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a prior session that did not close at the daily limit-up threshold. The…
RIND is a range indicator that compares the daily high-to-low range with the gap between the current close and the previous close. Its stated interpretation is that larger intraday movement relative to the interday change can signal that a trend is ending,…
The document describes a trend-following indicator package intended to support swing trading. It claims to provide entry opportunities, warn when a trade following an initial signal carries risk, and help identify when a trend may be nearing its end. A…