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 note proposes screening Chinese mainboard stocks using an RSI below 65, a daily gain above 1%, and prior-day trading value above 60 million yuan. The stated intent is to combine a moderate RSI reading, recent upward price movement, and a liquidity…
This note describes a simple Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and a positive return below 35% over ten days. It frames the filters as a way to find volatile stocks with moderate prices and recent…
This reading note distills three rules attributed to the book The Ghosts of Wall Street. First, treat a new position as unproven: reduce or exit if the market does not confirm the trade within a reasonable period, with survival and small losses taking…
This document outlines a Chinese equity screening rule that combines daily price movement with a short moving average and a lower low. The stated final criteria are amplitude above 1, the close crossing above a five-day moving average, and today’s low…
This implementation describes convergence trading for two cointegrated assets as a portfolio optimization problem. It estimates error-correction speeds and other model parameters from price data, then computes portfolio weights under both unconstrained and…
This stock-selection screen combines three conditions: daily range as a percentage of the prior close above a threshold, the current high equal to the highest high over the current and previous day, and the 20-day moving average above the 120-day moving…
This expert advisor uses the Chaikin Oscillator to classify conditions as flat or trending, then looks for directional entries when the market is not classified as flat. It examines a configurable run of oscillator readings and labels the market flat when a…
This note proposes screening Chinese stocks using several short-term conditions: daily amplitude above 1, a three-session limit-up sequence on the previous day, exclusion of ST-designated stocks, and selection before 10 a.m. It also invokes a five-session…
Backtesting feeds a strategy’s rules with historical market data, turns the resulting signals into trades, and aggregates their profit and loss. The document presents four uses: screening candidate strategies, modeling market and execution conditions, tuning…
This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…
This note outlines a short-term Chinese-equity screening idea that combines a daily price-range threshold, relative volume bounded by lower and upper limits, and a Morning Star candlestick pattern. The stated interpretation is that a wider range may identify…
This note describes a Chinese-equity screen limited to the metaverse industry. It looks for stocks opening around the ten-day moving average and with prior-day actual turnover within a stated band. The intended rationale is to combine a price-position…
This beginner guide explains convertible bonds as debt with interest and a right to convert into shares at a specified conversion price. It distinguishes the bond’s market price, the underlying share price, and the conversion price, then illustrates how…
This post outlines a Chinese equity screen combining daily price amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit over the latest four quarters, and circulating market capitalization above 10 billion yuan.…
The document describes a MetaTrader indicator that marks five price-action concepts: breaks and changes in market structure, order blocks, fair value gaps, equal highs and lows, and buy or sell signals. Swing pivots use a configurable lookback; a break…
This MetaTrader Expert Advisor uses a custom Breakout Bars Trend indicator to trade trend reversals. It opens a position when the indicator changes direction, or can wait until the current reversal follows a configured number of false signals. A signal is…
This A-share screening rule filters for turnover between 3% and 12%, excludes Beijing-listed shares, and requires 2021 revenue to exceed 2018 revenue by a factor greater than 1.1. The stated aim is to find companies with revenue growth while retaining a…
The document describes a backtesting feature for BitMEX’s XBTUSD perpetual contract that simulates periodic funding payments using historical funding-rate data. It says the feature is available across JavaScript, C++, and Python, and that event logging can…
The document presents an indicator framework that combines nested swing detection, structural trend changes, Fibonacci retracements, and engulfing candlestick patterns. Short-, intermediate-, and long-term swings are used to identify increasingly significant…
This research review summarizes a study of manager changes at Chinese equity funds, distinguishing internal transfers, moves to another public fund, moves to a private fund, and exits from the fund industry. The study compares benchmark-adjusted buy-and-hold…
This note describes a utility that trails an open position’s stop loss using Parabolic SAR on a selected timeframe. For a buy position, it considers moving the stop when the prior bar’s SAR is above the entry price and below that bar’s low. For a sell…
The document describes a lightweight reporting setup for MetaTrader accounts. An expert advisor writes account balance and position change information to text files, while a separate ICQ bot responds to user commands by sending the contents of selected…
The article explains how to estimate the probability of a binary outcome using Bayesian inference. It uses coin flips to introduce a Bernoulli likelihood for observations and a Beta distribution as a prior for the unknown success probability. Because these…
The document outlines an expert advisor for EURUSD that trades around the European and American sessions. It identifies session start and end times as configurable inputs and describes a minimum European-session range, stop loss, take profit, and a lot-size…