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.
29,558 documents
This document describes a short-term A-share screen combining turnover, recent price declines, and limit-up activity. It selects stocks with turnover between 3% and 12%, three consecutive falling sessions, and more than two limit-up days within the prior ten…
The essay cautions against treating a single factor as a reliable cause of an investment outcome. It uses stock reactions to restructuring announcements to show that the same news can be welcomed in a bull market and ignored or sold in a weak market. It also…
This document describes a Chinese A-share selection rule that combines turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and institutional activity above zero. Its refined version focuses on companies whose…
This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…
This note presents a stock screen based on amplitude above 1, current volume above 10,000 lots, an open above the previous close, and positive institutional activity. It interprets high amplitude and volume as signs of active trading, a higher open as a…
This proposed A-share screen combines market capitalization below 10 billion yuan, a non-loss-making business, a current turnover range of 3% to 12%, and prior-day actual turnover between 3% and 28%. It treats moderate turnover as a way to favor liquid,…
This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…
This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…
This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…
This description presents a Forex Expert Advisor that combines breakout trading with a Martin Gale style recovery money management approach. Its listed settings allocate portions of account balance to trading, take profit, and stop loss, and control when…
This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…
This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…
This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…
The document describes a Windows message-based script for disabling automated trading on a specific Expert Advisor in MetaTrader. It opens the EA properties dialog, navigates to the Common tab using keyboard shortcuts when needed, locates the auto-trading…
This essay uses hypothetical investment examples to explain how returns compound asymmetrically: a loss requires a larger percentage gain to recover, and alternating gains and losses can produce a modest long-run result despite large individual moves. It…
The document briefly describes an expert advisor that opens trades when Williams %R rises while the positive and negative directional indicators associated with ADX cross downward. It says sell-side rules are the inverse of buy-side rules, though it does not…
This FAQ explains practical design and troubleshooting points for FMZ Quant Workflow strategies. It covers host-version requirements, JavaScript-only code nodes, sequential execution, trigger behavior, reading data from connected parent nodes, and sharing…
This post proposes screening Chinese stocks for a large daily amplitude, a prior-day condition labeled as main-force control, and a current low below the previous day’s low. The rationale is to find volatile stocks with presumed large-player support that…
This essay uses the contest of guessing two-thirds of the group’s average to explain why a theoretically logical answer may not win when other players reason differently. Applied to speculation, its central lesson is to consider market behavior and other…
The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…
This document describes a Chinese equity screen that combines daily price range, sustained profitability, and dividend payout history. The initial rule requires amplitude above 1, return on equity above 15% for five consecutive years, and a dividend payout…
This tutorial develops bivariate copulas as a way to describe dependence separately from the marginal distributions of two variables. It defines tail dependence and the Fréchet–Hoeffding bounds, then explains how an empirical copula can be estimated from…
This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…
The document explains an account-state object used to represent a snapshot of balances and margin information. Such snapshots can arrive from venue updates through an execution client or be calculated by a portfolio after a position change when calculation…