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.
16,761 documents
This report studies whether one industry’s past returns can help predict another industry’s future returns. It argues that information may spread gradually across related industries because investors cannot immediately assess every impact of a new shock. The…
This study examines macro momentum across stock markets and its use for timing Chinese equities. It differs from price-based trend following by using macroeconomic indicators to generate signals. For a universe of 24 country equity indexes, it considers…
This document describes an MQL5 library for storing tick records in a compact format. It retains selected fields from the standard tick structure, including timestamps, bid and ask prices, last price, volume, and flags. Example scripts retrieve ticks, save…
This article walks through a deliberately random directional strategy for dYdX. It selects long or short entries with equal probability, uses fixed profit and loss thresholds to exit, and increases the next order size after a loss while resetting size after…
This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…
This brief example describes a short-selling strategy that opens an initial position, then responds to price movement with either a cover or an added short. It closes the position when the buy price falls below the entry price by a specified profit…
The document describes an expert advisor that uses moving averages to determine buy and sell signals, with ADX and RSI also included. It provides a high-level outline of the indicators but does not explain their settings, how they are combined, or the exact…
This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…
This document describes an Expert Advisor that trades when the Candles_Smoothed indicator changes color at a bar’s close. A transition in either direction, from pink to blue or from blue to pink, generates a trading signal. The strategy therefore treats…
This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…
This Chinese-language research summary explains how short-lived signals derived from stock price and volume data can complement slower fundamental alpha in a monthly index-enhancement portfolio. It outlines a structured risk model based on Barra USE4, with…
This Expert Advisor runs separate long and short systems using configurable ColorMETRO signals. Each direction has independent settings for sizing and a rule that examines recent trades in that direction. If the specified count of losses appears within the…
This forum exchange clarifies how VeighNa’s CTA strategy state file is used during initialization. A strategy first derives variable values from historical data and indicators, then reads saved JSON data to overwrite corresponding strategy variables.…
These release notes describe changes to Hummingbot’s client and Gateway, including a refactor of decentralized exchange connectors and reliability work on exchange connections. For strategy developers, the main additions include controller risk controls such…
This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…
This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…
This guide outlines how to move a strategy from backtesting or simulation into Supermind’s live research-trading environment. It describes logging in to a simulated or funded account, creating live-trading code, and adapting a backtest template to initialize…
ZoneUS30 is an Expert Advisor for the US30 index that opens short positions when its internal conditions detect an upward price extension that may be followed by a correction. The approach combines counter-trend mean reversion with the possibility of…
The document describes a MACD variant that replaces its fast, slow, and signal moving averages with Arnaud Legoux Moving Averages (ALMA). It calculates weighted averages using a Gaussian-shaped weighting scheme, then subtracts the slow average from the fast…
This document outlines an Expert Advisor that trades when the KWAN_NRP indicator changes its direction, represented by a color change. The signal is evaluated when a bar closes, making the bar close the decision point for detecting a change and generating a…
This BigQuant forum entry addresses an error caused by referencing a locally created stock list as though it were an attribute of the backtest context. Its central correction is to use the variable where it was defined, without the context prefix, unless the…
This post describes a stock-selection rule focused on the metaverse sector. It screens for positive returns and prior-day auction turnover above a stated threshold, then proposes adding a positive return over the preceding six months. The rationale is that…
This post outlines an A-share stock screen combining a metaverse-sector classification, positive recent returns, and positive auction turnover. It proposes an additional six-month positive-return filter, and later suggests valuation and trend conditions such…
This Chinese equity screen combines a daily amplitude threshold with a prior-day 9:15 matching-price limit-down condition, robot-industry membership, and a circulating market value below 10 billion yuan. The final version adds a price-to-earnings ratio below…