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 reference explains Stochastic RSI as a stochastic calculation applied to RSI values rather than directly to price. It identifies six adjustable settings: the lookback periods for the stochastic %K and %D lines, a slowing period, the RSI period, and…
This stock-selection rule targets equities listed in 2021, with turnover between 3% and 12%, and a 20-day moving average above the 120-day moving average. The article explains the short-over-long moving-average relationship as a trend or buy-signal filter…
This Freqtrade strategy framework uses sets of generated buy and sell rules, called spells, assembled from technical indicators, operators, and numeric thresholds. Its documentation describes deriving the rules through hyperoptimization, then assigning…
This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive daily price declines, and a price above its 250-day moving average. It includes formula and Python examples intended to express those…
This Qlib documentation explains why historical strategies need the versions of financial data that were available at each past decision time. Financial statements can be revised after publication; using only the latest value in a historical simulation can…
The DELOREAN sto SC-SV v.2.0 is described as a stochastic-style oscillator intended for volatile instruments, with Bitcoin and DAX40 given as examples. It first locates the close within a rolling high-low range, smooths that reading into K and D lines, then…
This short description presents ColorBullsCandle, a candlestick-style visualization of the ColorBulls indicator. It says the candles are generated by applying the indicator algorithm to a relevant price time series and suggests that this display may offer a…
This market recap summarizes several conditions in Bitcoin and Ether derivatives as of February 15, 2023. It reports that realized volatility continued to ease and that term structures were flattening after being in contango. It also describes Bitcoin…
The document presents two ways to estimate convexity in Chinese convertible bonds. The Black–Scholes approach substitutes implied volatility for the underlying stock’s volatility, calibrating the model price to the observed bond price before using its…
The document describes a Chinese stock screen requiring daily amplitude above 1, RSI below 65, and circulating market value between 5 billion and 10 billion yuan. It presents amplitude as a measure of price movement, RSI as an indicator of overbought…
This post proposes screening Chinese metaverse-related stocks for a morning gain below 6% and a possible start of an upward move. Its technical description looks for a short moving average that was below a longer moving average and has since crossed above…
This indicator identifies possible divergences between price and a 14-period relative strength index by comparing successive local turning points. A bullish setup occurs when price makes a lower low while RSI makes a higher low; a bearish setup occurs when…
This report outlines ways to classify equities by market capitalization, growth, and value. It uses the median market capitalization to separate large and small companies, and describes three approaches to growth and value classification: composite ranking,…
This post describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a positive but below 35% ten-day return, and a price under 12. It explains the intended rationale: seek active stocks that have risen without an extreme recent…
The proposed Chinese stock screen filters for daily turnover between 3% and 12%, excludes Beijing-listed A shares, and selects stocks described as being controlled by major holders on the previous day. The article discusses this holder-control signal as a…
This Chinese A-share screening idea combines three filters: membership in the beverage and alcohol import-export industry, RSI below 65, and a reversal-candle condition. The accompanying formula and Python example calculate a 14-period RSI and apply the…
The document outlines an expert-advisor strategy that looks for a new low during a downtrend alongside an oversold RSI reading to buy, and a new high with corresponding overbought conditions to sell. Users can set the lookback period for trend conditions, a…
The document describes a colorized Schaff Trend Cycle indicator calculated from the difference between two TriX oscillators with different periods. It identifies the underlying components and presents the indicator as a charting tool, but gives no parameter…
The described Expert Advisor looks for directional alignment among five moving averages with periods of 10, 20, 50, 100, and 200. It opens a buy when the shorter averages are ordered above the longer ones, and a sell when their order is reversed. An ADX…
The article argues that a complete trading system must define entries, exits, and capital allocation. It favors coherent rules and warns against unexplained indicators or assumptions that cannot be justified. Entry and exit decisions should follow a…
The document describes an oscillator adaptation of the Gann High-Low Activator, an indicator attributed to Robert Krausz and described in a 1998 issue of a technical analysis magazine. It characterizes the underlying calculation as a simple moving average of…
The document introduces over-the-counter options as privately negotiated, nonstandard contracts and focuses on binary, or digital, options. Unlike ordinary options with payoffs that vary continuously with the underlying price, a binary option pays a fixed…
This meetup Q&A surveys quantitative research topics, including collecting and cleaning market data, creating features, training models, and evaluating strategies through backtests. It lists possible information sources beyond price and volume, such as…
The document describes a Chinese equity screening rule that selects stocks with positive returns below 35% over ten days and prior-day turnover above 60 million yuan, then ranks candidates by capital strength. It presents this as a way to find actively…