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 Chinese A-share screening proposal combines three conditions: at least two limit-up sessions within a 500-day lookback, a shortening MACD histogram on 15-minute bars, and RSI below 65. It frames the historical limit-up count as a way to include stocks…
The document describes a MetaTrader 5 variant of the XEnvelopes indicator that adds a selectable chart timeframe through an input parameter. The supplied example sets the timeframe to four hours, indicating that users can choose the period from which the…
The document outlines a data mining workflow for investment research, moving through data collection, cleaning, feature extraction, structuring, storage, analysis, and evaluation of results. It frames this workflow as a way to turn growing volumes of market…
The document presents a two-sided trading strategy based on crossovers between short and long moving averages of RSI. A downward crossover opens a long position and closes a short; an upward crossover closes a long and opens a short. The example uses a…
The document describes an equity screen combining daily amplitude above 1, RSI below 65, and seven consecutive declining sessions. It presents the conditions as a way to find volatile, weak stocks that might rebound, then suggests ranking selected stocks by…
This trading system uses changes in an RSI histogram to generate entries at bar close. A signal occurs when the histogram changes from neutral gray to red or lime, which the description associates with the RSI entering an overbought or oversold zone. The…
This summary describes a style-neutral, multi-factor stock selection system for Chinese A-shares built from short-horizon price and volume behavior. The report develops nearly 200 trading-oriented alpha factors using daily stock data, aiming to capture the…
This A-share screening concept combines an amplitude threshold, a multi-window price-range condition described as a curved or rounded shape, and descending ranking by a measure of stock popularity. The proposed rationale is to identify shares with a…
This A-share screening idea combines daily price and volume conditions with a fundamental growth filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and year-over-year growth in net…
This Expert Advisor strategy combines two indicator signals. ColorX2MA_Digit defines the slower trend direction, while ColorDM_361 identifies a change in the faster trend. It enters at bar close when the fast and slow directions agree and the fast trend has…
This Qlib documentation describes a workflow for generating, storing, training, and collecting multiple research tasks. A task can include a model, dataset, and recorded outputs. Task generators such as RollingGen can create tasks for different date…
The document outlines ways institutional investors can use blockchain data to study digital asset activity. Aggregated wallet balances, transactions, network fundamentals, and cross-chain flows can help teams monitor portfolio exposure, protocol adoption,…
The document briefly describes an indicator that calculates trading volume per second, or over a selected period, and computes a corresponding moving average. This provides a simple way to compare current volume intensity with its smoothed baseline. A trader…
This essay argues that traders can accelerate learning by studying experienced practitioners’ actual trade records and decision patterns instead of relying only on abstract explanations or repeated personal trial and error. It recommends choosing examples…
This market recap compares realized and implied volatility in Bitcoin and Ethereum options, then reviews changes in their volatility term structures. It describes a negative variance risk premium in both assets, with realized volatility above implied…
The document introduces Chaikin Volatility as an indicator derived from the difference between a period’s high and low. It describes comparing moving averages of that range to show how volatility changes, and gives default settings of 10 and 10 along with an…
This Chinese-language post proposes a stock selection screen combining three conditions: convergence of the 5-, 10-, 20-, 30-, and 60-day moving averages; at least one limit-up event during the preceding 25 days; and a 10-day gain greater than zero but below…
This document describes the API workflow for deploying HIP-1 and HIP-2 assets on Hyperliquid. The core process sends five actions in order: register the token specification, distribute initial balances and blacklist settings as needed, finalize genesis using…
This article proposes a Chinese stock screen combining a morning-star candlestick pattern, daily amplitude above a stated threshold, market capitalization below a stated ceiling, and positive adjusted net profit. It presents the screen as a blend of…
The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, keeps stocks with turnover between 3% and 12%, and selects candidates when the absolute daily price change multiplied by net trading volume attributed to very large…
This post proposes a Chinese equity screen requiring turnover between 3% and 12%, a positive product of the day's percentage change and super-large-order net quantity, and positive net buying by major participants during the opening auction. Its indicator…
This overview introduces risk parity as an asset-allocation approach and places it alongside the classical mean-variance framework. Mean-variance optimization seeks portfolios that maximize expected return for a given risk level or minimize risk for a target…
This post describes a Chinese stock screen combining a beverage and alcohol industry classification with turnover between 3% and 12% and positive afternoon large-order net flows. Its accompanying indicator and Python examples express the screen through…
This proposed equity screen looks for stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and evidence of institutional buying. The rationale is to combine recent price behavior and trading activity with institutional ownership as a…