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
The document proposes screening Chinese metaverse-related stocks for a positive daily close-to-close return while the session low falls between 4% and 5% below the previous close. This combines a positive closing result with a substantial intraday decline,…
The document defines crypto trading signals as alerts, supplied manually or algorithmically, that can identify potential entries, exits, and risk levels. Their stated purpose is to help traders act on trade ideas without having to develop every idea…
This opinion piece argues that quantitative trading’s advantages extend beyond execution speed. It emphasizes systematic research and iteration: models can combine many fundamental and price-based signals, test relationships across historical data, and…
This stock screen combines a price-range filter, a five-day moving-average condition, and a metaverse-related classification. It selects shares whose high-to-low range, measured against the previous close, exceeds a threshold; whose closing price is above…
This example outlines a disclosure-following workflow based on public House periodic transaction reports. It distinguishes the transaction date from the date a filing becomes public, and says a strategy should only make a record available from publication…
This document describes a MetaTrader 5 SuperTrend indicator that adapts its volatility bands and selected trade parameters using prior signal outcomes. It offers reversal and failed-breakout signal modes, with optional confirmation from RSI, tick-volume…
This document outlines a Chinese stock selection rule using turnover of 3% to 12%, circulating market capitalization from 1 to 55 billion yuan, and a control activity indicator above 21. The page gives the criteria in prose and in formula-like and Python…
This product description outlines an automated trading system that uses an “Accelerator” indicator and trades from the open price of a candle. It says the EA is intended for major forex pairs and NASDAQ stocks, across timeframes, and recommends trying it on…
This Chinese equity screen combines three conditions: daily price amplitude above 1%, a stated 2019 dividend ratio above 25%, and circulating market capitalization above 10 billion yuan. The post explains amplitude as a measure of price fluctuation, dividend…
The document explains restaking as a way to extend security from a staked crypto asset to additional blockchain services, such as oracle networks, data availability layers, and bridges. It contrasts this arrangement with staking that keeps assets dedicated…
This Chinese-language post proposes a stock screen combining three conditions: daily price range above 1%, a positive ten-day return below 35%, and a measure labeled today’s position increase above 5%. It interprets the range as a sign of active price…
This literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…
This literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…
This essay argues that simulated trading can test whether a strategy is viable before risking real capital, while acknowledging that success in simulation does not guarantee live profits. It presents practice as a way to learn execution details and reduce…
The system opens an initial position at a fixed lot size when the DeMarker indicator permits entry. If a position is already open and price moves a specified distance from the most recent entry, another position may be added when the indicator again allows…
This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…
The document describes a manual trading tool with buttons to open and close positions and settings for stop losses, take profits, trailing exits, and trade size. It outlines both per-trade controls and a basket-level protocol that can close all positions…
The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…
This short description introduces an MQL5 library for calculating Optimal f, a position-sizing method based on Ralph Vince’s work on money management. The author explains that the library was pursued as an alternative to the Kelly Criterion, which they…
This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…
This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…
The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…
The document describes a trading utility that helps close positions according to a configured stop-loss amount and a take-profit multiple of that amount. The stop-loss input must be negative. It describes two stop-loss approaches: setting a stop on an order…
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…