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 describes an expert advisor that runs two independent trading systems based on BrainTrend2 and AbsolutelyNoLagLWMA indicators. Each system generates an entry signal when a bar closes and its indicator shows a trend change through a color change.…
This stock-selection rule screens for shares with daily MACD above zero, turnover between 3% and 12%, and circulating market value between 5 billion and 10 billion yuan. The positive MACD condition is used as a sign of upward momentum, while the turnover and…
The report examines how fundamental factors predict stock returns differently across groups defined by market capitalization, profitability, and volatility. It argues that factor weights should vary by group rather than applying one set of weights across the…
This article presents the volume clock as an event-based way to measure market activity, in contrast with fixed calendar time. Sampling equal-volume intervals can reduce intraday seasonal effects and may produce observations better suited to conventional…
This research review studies whether stocks with unusually high trading volume earn a premium that reflects information about the real economy. It constructs high-volume premiums from stocks ranked by recent abnormal volume, then tests whether the premiums…
The article explains a method for separating a mutual fund’s total alpha into selection alpha and weighting alpha. Selection alpha is estimated by replacing reported portfolio weights with market-cap weights, isolating the contribution of choosing stocks;…
This overview discusses two research approaches to using deep learning for equity factor discovery. The first builds stock embeddings from co-investment patterns in fund portfolios: random walks on a stock-fund graph produce sequences for skip-gram training.…
This tutorial develops a spot-style cryptocurrency grid strategy by extending a finite set of price levels as the market moves beyond its upper or lower boundary. It tracks the current and previous ticker prices to detect upward and downward crossings. At an…
This proposed Chinese equity screen combines a trading-range threshold above one percent, return on equity above 15 percent in each of five consecutive years, and at least one limit-up event in the preceding 25 days. The stated rationale pairs a volatility…
This stock screen combines three filters: daily trading range above one percent, at least two limit-up events during the past 500 days, and ranking by a heat measure from highest to lowest. The accompanying rationale treats a larger range as a sign of…
This release note describes new features and fixes in OctoBot 1.0.4. Users can download strategies from OctoBot Cloud into a self-hosted bot, then configure them for different exchanges or assets and use the platform’s backtesting or strategy design tools to…
This document describes an Expert Advisor that makes trade decisions when the The_20s_v020 semaphore indicator displays an arrow with the appropriate direction and color. It requires the compiled indicator file to be installed in the platform’s indicator…
This brief forum exchange addresses whether the minus-one term in a short-term stock factor formula removes shares trading below one currency unit. The reply says it does not: the subtraction applies to the value produced by a maximum operation. The…
This proposed stock screen combines a next-day increase in the share of added positions above 5% with a prior day’s 9:15 matched price at the limit-down level, and restricts the period to 2021. The article interprets the position increase as a sign of…
This document outlines an A-share stock screen combining RSI below 65, an outer-to-inner trading volume ratio above 1.3, and a signal intended to identify the start of a strong upward move. It provides a long technical indicator formula and a Python example…
This note proposes a short-term stock screen using amplitude above 1, a rounded price pattern, and a volume ratio between 1.5 and 6. The formula defines the rounded-shape condition through the prior close’s position within the five-day high-low range,…
This note describes a Chinese equity screen combining three conditions: membership in the metaverse theme, a positive institutional-flow signal, and prior-day turnover above 8%. The accompanying rationale treats theme exposure as a growth opportunity,…
This brief description introduces an expert advisor that places and manages pending orders. Its version 5.5 is described as working only with pending stop orders, so the stated trading mechanism is order placement rather than a fully explained entry or exit…
This Chinese-language note describes a stock screen using three filters: amplitude above 1, more than one year since listing, and a rising 30-day moving average. It presents amplitude as a way to find stocks with some activity, the listing-age rule as a way…
The document describes borrowing against SOL to access liquidity or buying power without selling the asset. The SOL remains pledged as collateral while the loan is open, so the borrower retains price exposure, and the collateral is released after repayment.…
This document presents a visual version of the Commodity Channel Index (CCI). It calculates CCI from typical price using a 14-period setting, plots the indicator, and changes the bar color according to its value. Readings above 100 use one color, values…
This guide explains how to launch an OctoBot Cloud strategy or crypto basket with real exchange funds. The user selects a strategy, chooses live trading, links an exchange API key, and starts the bot. OctoBot checks that the account has enough funds before…
The Damping Index is presented as an oscillator intended to indicate whether directed price movement is slowing. Its calculation compares the difference between moving averages of high and low prices with the corresponding high-low average range from one…
This module outlines an out-of-sample forecasting workflow built around Auto-ARIMA. It first applies an Augmented Dickey-Fuller test at a five percent significance level, repeatedly differencing the training series until the test indicates stationarity or a…