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 Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…
This Chinese-language forum exchange explains how to track execution information for a spread-trading algorithm. A participant asks how to obtain a spread’s opening average price and its fill prices and quantities. The reply recommends receiving algorithm…
The document describes KRev, an indicator intended to estimate the currency risk per unit of a position if price reaches the third Kase Dev Stop. Traders can use that estimate to compare markets or time frames with a fixed per-unit risk limit. The…
This description presents a MetaTrader expert advisor that generates trading signals by comparing the close price of the current bar with the close on a configurable comparison bar. Signals are checked when a new bar appears, while trailing-stop management…
This Chinese equity screening proposal combines a 14-period RSI threshold below 65, a three-session candle pattern, and exclusion of stocks on the STAR Market. It frames the filters as a way to identify stocks based on price behavior while avoiding a market…
This document outlines a Chinese equity screening approach focused on metaverse-related stocks. Its stated filters include a volume ratio between 1.5 and 6 and a circulating share count no greater than 5.5 billion. A later proposed version adds forecast…
The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…
This proposed screen combines price movement, company size, profitability, exchange segment, valuation, and share price. It selects stocks with amplitude above 1, market capitalization below 10 billion yuan, positive net profit, and Shenzhen Main Board…
The guide explains how FMZ handles sensitive account details and strategy parameters. It says these values are encrypted in the browser and stored as encrypted data, with decryption available on the user's private device. It also cautions against exposing…
This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market…
This opinion article argues that individual A-share traders face disadvantages against quantitative firms through both speed and market rules. It contrasts claimed latency figures for colocated trading systems and retail apps, then describes the T+1…
This training overview outlines a proposed workflow for using multimodal large language models in quantitative investing. It combines time-series databases, knowledge graphs, and reinforcement learning in a pipeline that connects data, signals, and portfolio…
The article describes three ways strategy research can produce misleading backtests: look-ahead bias, excessive parameter optimization, and curve fitting. Its examples show how using a bar’s eventual close to trigger an earlier trade, or assuming a breakout…
This stock screen selects companies associated with China’s metaverse theme using actual turnover thresholds across two consecutive sessions. It requires prior-day turnover to fall between 3% and 28%, and current-day turnover to fall between 3% and 12%. The…
This Chinese equity screen combines price amplitude above 1, a positive weekly MACD bar, and a 2019 dividend ratio above 25%. The article describes the first condition as selecting volatile stocks, the weekly signal as evidence of upward momentum, and the…
This Chinese equity screening proposal combines three conditions: market capitalization below 10 billion yuan, no history of losses, and positive net buying by major investors in the opening auction, alongside a stated threshold for the day’s increase in…
This document presents a Chinese equity screen combining daily amplitude above 1, a rising price bottom, and large-order net inflows above 0.05 for at least three consecutive days. It adds a trend filter requiring the 20-day average above the 250-day…
This post outlines a China-focused equity screen for companies classified in the metaverse sector. It requires a positive close-to-close return and an opening price near the 10-day moving average. The moving-average condition is presented as a way to…
This report analyzes the performance and portfolio of a Chinese mixed equity fund managed by Lin Yingrui. It describes the manager’s approach as selecting leading companies in sectors linked to China’s economic transition while adjusting broad asset…
This A-share screening proposal looks for stocks with a daily high-low range above 1%, trading volume between 1.5 and 6 times its five-day average, and an appearance on the previous day’s 龙虎榜, a list associated with notable trading activity. The article…
This excerpt argues that investors should study the long-term history of securities rather than overreact to short-term price or earnings changes. It notes that buying and holding diversified equities can deliver market-level results, while beating the…
This Chinese stock screen combines a daily price-amplitude condition, afternoon large-order net inflow, and year-over-year growth in net profit attributable to the parent company. It specifies profit growth above 20% and no greater than 100%. The article…
This Chinese equity screening note combines a price-amplitude threshold with a named candlestick pattern and an exchange-market exclusion. It calls for amplitude above 1, a “Morning Star” pattern associated with Kute Intelligent, and exclusion of…
This note describes a Chinese equity screen combining turnover with a stock-code filter and a recent price condition. It selects stocks whose codes begin with 60 and whose turnover is between 3% and 12%, then ranks candidates by the highest closing price…