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 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 Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…
The document presents a framework for trading a mean-reverting portfolio, often formed by holding one asset and shorting another. It models portfolio value with an Ornstein–Uhlenbeck process, estimates the long-run mean, reversion speed, and volatility by…
A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…
This proposed Chinese equity screen combines a daily price move with company size and profitability. It selects stocks with amplitude above 1, a daily decline between 4% and 5%, market capitalization at or below 10 billion yuan, and no losses. The document…
The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…
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…
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…
The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…
This stock screen combines three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and a newly formed KDJ golden cross. The post frames the combination as a way to find relatively large, volatile stocks with a…
The document introduces hidden Markov models (HMMs) as a way to infer unobserved market regimes from observed asset returns. It explains the Markov assumption that the next state depends on the current state, and describes how regimes can change return…
The document describes a trading robot that opens equal-volume long and short positions in the same asset, creating a lock whose opposing price exposure offsets at the position level. It then outlines ways to manage that locked position: average into both…
This Chinese stock-selection approach narrows its universe to metaverse-related companies, then applies a positive institutional-flow condition and a threshold for the ratio of external to internal trading volume. The article’s prose gives a ratio threshold…
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…
This Chinese equity screen combines current turnover, year-over-year net profit growth attributable to parent-company shareholders, and the previous day’s turnover. It selects stocks with turnover from 3% through 12%, profit growth above 20% and no more than…
The document presents a Chinese equity screening idea focused on metaverse-related stocks. Its initial criteria combine a volume ratio between 1.5 and 6 with a stated prior-year return threshold. The post then proposes adding a market-cap floor, a forecast…
This document explains the conditions for enabling a token as a spot quote asset on Hyperliquid. Requirements include specified token precision, no deployer fee share, a USD peg mechanism, and liquidity thresholds across the quote token’s USDC and HYPE…
This Chinese-language excerpt summarizes a report about automatically generating trading strategies from time-series data. It frames conventional factor research, factor combinations, and rule combinations as labor-intensive manual work, then proposes using…
This A-share stock screen combines three technical conditions: a 14-period RSI below 65, MACD above its zero line, and a rising 30-day moving average. The stated rationale is to find stocks with moderate momentum and an upward price trend. The article also…
This document describes an indicator for detecting harmonic chart patterns. These patterns use five price turning points and constraints on their relative proportions, which can be difficult to assess consistently by eye. The tool uses a ZigZag indicator to…
The report summary explains a method for finding monthly indicators that may signal earnings changes in cyclical industries before standard financial statements are published. It covers real estate, autos, transport, coal, nonferrous metals, steel, building…