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 indicator described centers price on an exponential moving average and adds three upper and three lower bands. Band distances are calculated from a smoothed range measure multiplied by three user-adjustable multipliers. The resulting display provides…
This short forum exchange concerns choosing a broker or trading counter for automated stock trading in China. One participant reports that a broker had announced it would stop allowing personally developed software to connect through its CTP interface.…
The document explains an approach to mutual-fund evaluation that adds an active peer benchmark (APB) to standard asset-pricing models. The APB is formed from the average returns of funds in a comparable style group, providing a proxy for shared strategies…
The document describes a Chinese equity screening rule that combines prior-day price range, a maximum share float, and price above a 250-day moving average. It presents the range filter as a way to find more active stocks, the float cap as a small-cap…
The document describes an on-chart presentation of the stochastic oscillator. Because the oscillator has bounded values, it can be mapped onto the price panel using a channel formed from the highest high and lowest low. This places the indicator alongside…
This stock selection recipe combines a daily price-range threshold, a minimum level of prior-day turnover, and a signal described as institutional buying. The article frames the range and turnover conditions as ways to find shares with activity and…
The document outlines a stock screen combining membership in the metaverse concept group, an upward-moving 30-day average, and positive returns. The technical filter is intended to capture improving price direction, while the return condition favors stocks…
The document summarizes a macro-factor framework for strategic asset allocation, illustrated with portfolios for endowments, life insurers, and public pension plans. It lays out four stages: derive macro factors from principal components of monthly returns…
The document describes an equity screen for stocks associated with the metaverse theme, combining a five-day price average condition with a weekly moving-average crossover involving the 30-week average. It presents the approach as a way to identify…
This stock selection rule combines three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and a share price below 12. The article frames RSI as a measure of price conditions, the volume comparison as a sentiment signal, and…
This stock screen combines technical conditions with a historical dividend measure. It selects equities with at least five overlapping moving averages, weekly MACD above zero, and a dividend payout ratio above 25% in 2019. The article interprets…
This MetaTrader 5 demonstration describes constructing a three-dimensional surface from a series of moving average indicators. The surface is shown in a coordinate system that can be rotated by changing the slopes of the horizontal axes. Shifting the…
This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…
This stock-selection rule screens Chinese equities for companies in the metaverse industry with a tradable float no greater than 5.5 billion shares, then considers the highest prices across the latest two days. The article presents it as a short-term,…
This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with…
This A-share selection method screens for stocks with an intraday high-low range above one percent, excludes names associated with Beijing and several other location terms, and ranks candidates by large-order net volume. The article frames range as a measure…
SSL_NRTR is described as a trend indicator that forms a channel by smoothing the price series' highs and lows. It signals rising or falling conditions when price exits that channel, and includes a separate flat state alongside its uptrend and downtrend…
This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…
The document defines the Historical Volatility Ratio (HVR) as the ratio of two standard deviations calculated over configurable periods. Each standard deviation is applied to the log price change, defined as the logarithm of the current applied price divided…
This post describes a Chinese equity screen that combines prior-day price amplitude above 1%, a free float no larger than 5.5 billion shares, and evidence of beverage or alcohol imports or exports. It explains the intended rationale: seek stocks with notable…
This article compares monthly portfolios formed from the highest- and lowest-volatility stocks in the CSI 300. Each portfolio holds 20 stocks, rebalanced on the first trading day of each month, and the author says the strategies were backtested over…
This forum post reports a possible data-handling issue in a bar generator that aggregates ticks into one-minute bars. When the first tick arrives just after 9:30, its last traded price is used to initialize the bar’s open, high, low, and close. The post says…
This document describes a custom indicator that plots the Commodity Channel Index in a separate pane and marks detected divergences both there and on the price chart. Bullish and bearish divergence marks use configurable colors, allowing the two signal…
This post describes a Chinese A-share stock screen that excludes Beijing-listed shares, selects stocks whose 9:25 price gain is below 6%, and ranks candidates by capital or trading-volume strength. It frames the screen as a way to find actively traded shares…