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.
21,023 documents
This report overview surveys supervised learning methods with potential uses in investment research. For regression, it distinguishes penalized models such as Lasso, ridge, and elastic net, which can address correlated inputs, from nonparametric approaches…
The Random Walk Index (RWI) is presented as a way to assess whether price movement is more consistent with a statistically meaningful trend or with random, choppy behavior. It compares observed price ranges over a chosen period with a range expected under a…
DI Cluster overlays three versions of an ADX-family indicator calculated with separate periods. Rather than applying fixed threshold levels, it uses intersections among the three lines to define changing reference points. The display can show the ADX…
This note presents an equity screen combining turnover between 3% and 12%, seven consecutive non-rising closes, and a positive daily MACD reading. It frames the setup as a way to identify stocks that have recently weakened while retaining a positive trend…
This document describes a MetaTrader 5 indicator that adds a timeframe input to an average bar size indicator. The user can select a chart period, with a four-hour period shown as the default, so the indicator can present average bar size information from a…
The document explains the U.S. Dollar Index as a weighted geometric measure of the dollar against six major currencies. It lists the basket weights and gives a formula that combines the exchange rates, with negative exponents for EURUSD and GBPUSD and…
The document introduces a ZigZag indicator that displays its values as fractal labels. It notes that these labels repaint in a manner similar to the turning-point extremes of the original ZigZag. The material is a brief feature description rather than a…
This research summary describes a Barra-style risk model for Hong Kong stocks. It combines market and accounting data with Hang Seng industry groups and ten style exposures, including size, beta, momentum, volatility, value, liquidity, profitability, growth,…
The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…
The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…
The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…
The document describes an indicator that constructs a sliding line using fourth-degree polynomial interpolation, then extrapolates it with a sine wave. It refers to alternative shapes for the extrapolated line, including nearly constant behavior and a…
The document describes a way to distinguish results when multiple Expert Advisors (EAs) and manual trades share one account. An account-level equity curve combines their activity, making it hard to see which systems generated gains, stopped trading, or…
This tutorial describes how to create a forward-looking label for whether a Chinese stock will close limit-down, outside a price limit, or limit-up on the next trading day. It uses a precomputed stock factor table and a price-limit status field whose values…
This article introduces a proposed relationship between the intensity of market capital flows and investors’ choice of equity style. It suggests that when flows are subdued, style investors tend to retain their existing direction, while unusually strong…
The indicator estimates the next closing price that would bring a Wilder-smoothed RSI to a chosen value. It starts from the current RSI and the smoothed average gains and losses, then algebraically solves for the price change needed to reach the target. If…
This stock screen combines four proposed conditions: a metaverse industry classification, a rounded or arc-like price pattern, association with a robotics concept, and circulating market value below a stated threshold. The article explains that the small-cap…
FullSSA is described as a chart oscillator built on an SSA, or singular spectrum analysis, function library. The indicator redraws values in its most recent bars, with the length of that section controlled by a lag input. This behavior is central to…
The report overview describes MSCI’s CNE6 equity risk model for China A-shares. It organizes the model into descriptors, basic factors, and style factors, with style factors formed through two weighting stages. The model adds quality, sentiment, and dividend…
This study examines stocks that attract investors seeking rare, extreme gains. It defines lottery-like stocks as those in the highest group when stocks are sorted into ten groups by their largest daily gain over the prior month. The proposed behavioral…
This short description presents a script for analyzing candlesticks over a selected period. It identifies the five candles with the greatest amplitude among bullish candles and the five greatest among bearish candles. The stated purpose is to help traders…
This short description defines a geometric moving average calculated from the average of a bar’s open, high, low, and close prices over a selected period. The only configuration detail given is the period used in the calculation. It is therefore a basic…
This research note examines shifts between large-cap and small-cap leadership in Chinese equities, using the CSI 300 and ChiNext indices as proxies. It argues that rotation can reflect macroeconomic conditions, industry trends, and market sentiment, and that…
The paper examines three possible asymmetries between monetary policy and real activity: differences between positive and negative shocks, large and small shocks, and negative shocks under low-variance conditions. It links these patterns to sticky wages and…