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 short introductory note describes quantitative investing as the use of mathematical models to turn investment ideas into measurable criteria. Those criteria can be used to identify opportunities, place trades, and manage risk. It highlights potential…
This post proposes screening stocks for market activity and buying pressure. Its stated conditions are an amplitude above 1, current volume above 10,000 lots, a higher opening price, and large-order net volume above 0.05 for at least three consecutive days.…
The document describes a China A-share stock screen for companies in the metaverse theme. It selects stocks whose actual turnover rate two sessions earlier is between 3% and 28%, and for which the prior session's large-trader net buying measure is positive.…
This short description explains an on-chart presentation of a Volatility Quality indicator. It can render the indicator values as bars, candles, or lines, allowing the trader to view the same measure in different visual forms. For line display, the plotted…
The proposed screen selects Chinese stocks using three conditions: daily amplitude above a threshold, circulating market value above a stated floor, and positive net buying by major participants during the auction. The accompanying explanation treats…
The indicator builds upper and lower price channels around a moving average, using standard deviations measured over three lookback periods inspired by Ichimoku. It averages the three estimates to form the main bands and also plots secondary bands using…
This note describes an indicator that marks a selected time interval on a price chart and draws the interval’s high and low levels. Those boundaries can help traders see the range established during that window and monitor for a possible breakout beyond it.…
The document describes an indicator that calculates percentage changes in both price and margin. This offers a way to view changes in relative terms, which can help users compare movements across different price or margin levels. The description does not…
This brief description introduces an Expert Advisor that bases trades on signals from two moving average indicators and one Parabolic SAR indicator. One moving average uses a daily timeframe setting that is fixed in the code. The stated example concerns…
This brief overview defines memecoins as digital assets linked to internet memes, trends, animals, or objects, and notes their increased popularity in recent years. It frames these tokens as an entry point into crypto communities for some users, while…
This document proposes screening stocks associated with the metaverse theme using two technical conditions: price above its five-day average and a low K value from the KDJ indicator. Its narrative describes the K threshold as below 20, suggesting a…
This document describes a Chinese equity screening rule: select stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose previous-day trading value exceeds 60 million. It presents the screen as a way to focus on actively…
DonForex MinInfo is a MetaTrader indicator for displaying basic market and chart information. It shows the current price in a large font, highlights the last digit, changes price color with movement direction, displays the spread, and estimates the time…
This platform update describes additions to an expression engine for quantitative analysis. The new rolling functions calculate sums, means, standard deviations, variances, skewness, and kurtosis over a specified lookback while handling missing values. It…
The proposed Chinese stock screen combines a weekly moving-average trend condition, a minimum price-range threshold, and the presence of an outstanding convertible bond name. The post also gives example formulas and a Python outline for filtering…
Ticker_FATL is a chart indicator that draws a colored cloud between price and a fast digital filter line. The description explains the visual construction but does not provide filter parameters, calculation details, or rules for interpreting the cloud as a…
This brief describes LeManTrendHist, an indicator that displays as a histogram the smoothed difference between the LeManTrend signal lines. It points to a smoothing-algorithm library used by the indicator and notes that the supporting averaging methods are…
This article explains beta as an asset or portfolio’s sensitivity to a market benchmark, estimated through linear regression. It situates beta within a factor-model view, where returns are described as a combination of exposures to other assets or factors…
This reference describes a Python toolkit for calculating technical indicators and analyzing trading returns on pandas time series. Its functions cover lagged values, rolling standard deviation and simple averages, exponentially or linearly weighted…
This document outlines a Chinese A-share screening rule that selects stocks with a daily high-low range above one percent, excludes Beijing-listed shares, and requires five moving averages to coincide. It gives example indicator and pandas-style…
This short indicator description proposes calculating a stochastic oscillator from an adaptive, averaged price series instead of raw prices. The filtering step is intended to suppress some price noise before the stochastic calculation, with the adaptive…
The commentary assesses a Bitcoin breakout alongside crypto options positioning and volatility, while contrasting Ethereum’s weaker price action. It links Bitcoin’s strength to a possible safe-haven narrative and reports that spot had moved above a long-term…
The document explains Bayesian optimization as a way to search expensive black-box objectives, such as portfolio return or risk-adjusted performance. It describes using a Gaussian process as a probabilistic model: observations update the model’s posterior,…
This stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and prior-day actual turnover within a stated range of 3 to 28. The document frames these filters as a way to combine market activity and…