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 document explains a single-pair spot market-making strategy. It places limit bids and asks at spreads from a reference price, then periodically refreshes orders. The description outlines a tick-based loop: check whether trading may proceed, obtain…
This stock-selection proposal screens for amplitude above one, a price above the 5-day moving average, and a volume ratio between 1.5 and 6. The intended interpretation is that price strength may indicate an uptrend, while elevated but bounded trading…
This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…
This note proposes a Chinese equity screen combining a historical dividend payout ratio above 25%, a ranking by large-order net volume, and an intraday price range greater than 1. Its rationale is to mix a short-term price and order-flow signal with a…
This document summarizes a research approach that uses Google Trends search activity to inform equity portfolio weights. It treats search volume as a measure of how popular a stock is and assumes that popularity is related to risk. The portfolio therefore…
This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…
This proposed screen targets stocks in the metaverse industry that experienced a limit-up event within the previous 25 days and meet company-quality criteria. The article describes those criteria broadly, including research capability, company scale,…
This document describes two stop-management functions. A break-even rule moves the stop loss to the trade’s opening price after the market has moved favorably by more than a user-defined threshold. This is intended to remove the original price risk once the…
This screening method focuses on stocks in the metaverse industry. It selects shares where the KDJ indicator has just formed a bullish crossover and the circulating share count is no more than 5.5 billion. The proposed selection is run before 10 a.m. on each…
This document describes an Expert Advisor based on the 2pbIdealXOSMA indicator. It opens a trade when the indicator’s histogram changes direction, with the signal evaluated at the close of a bar. The described setup is a rules-based technical approach whose…
This Chinese A-share screening idea selects stocks classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have a circulating market value above the stated threshold. It combines a thematic sector filter, a recent…
Automated trading uses software to monitor markets and place trades when predefined entry and exit conditions are met. Rules can range from simple moving average crossovers to custom strategies, with order types, timing, stops, and profit targets specified…
The article argues that algorithmic trading has changed the experience of retail equity investors. It describes quant systems as data-driven and fast, and claims their trading can contribute to index moves that diverge from the performance of individual…
This post describes a simple Chinese A-share stock screen: retain shares with turnover rates between 3% and 12%, exclude Beijing-listed stocks, and require return on equity to exceed 15% for five consecutive years. The stated rationale is to favor companies…
This document explains an expert advisor that manages a sequence of positions using a martingale volume multiplier. A new position’s size is calculated by multiplying the previous position’s volume, while user-set distances determine when the next position…
This Chinese stock-screening post proposes selecting shares with daily amplitude above 1, more than one year since listing, and seven consecutive down sessions. The author frames large amplitude as a sign of active trading and the extended decline as a…
RiskPerTrade is described as an MT5 tool that displays trading information as percentages instead of monetary amounts. Its stated purpose is to help traders manage emotional reactions, such as holding losing trades too long or closing winners too early, by…
The document outlines a proposed screen for stocks associated with the metaverse theme. Its final stated rule selects companies with market value no higher than 10 billion yuan, circulating shares no greater than 5.5 billion, and a daily increase in holdings…
The document describes an A-share screen requiring an intraday high-low range above 1%, circulating market capitalization above 10 billion yuan, and a daily increase above 5%. Although the narrative calls the last condition an increase in holdings, the…
This Chinese-equity screening idea combines daily price movement with a concentration filter. It selects stocks whose intraday range exceeds 1%, whose daily decline falls between 4% and 5%, and whose concentration measure is no higher than 20%. The…
This indicator estimates how often price has crossed levels above the prior candle’s high or below its low, separated according to whether that prior candle was bullish or bearish. It displays the historical percentages at several successive levels on the…
This stock screen combines three conditions: daily high-low range exceeds one percent of the low, the J line of a KDJ indicator has just crossed above its D line, and the security has a nonempty name for an outstanding convertible bond. The article provides…
This document presents a simple Chinese stock screening rule: find shares with price amplitude above a stated threshold and an indication of main-force control on the previous day, then exclude shares that hit the daily limit-up on that day. The stated…
This post outlines a Chinese equity screen combining high intraday amplitude, a prior-session opening auction price at the limit down level, and positive net buying attributed to large traders during the current auction. It then adds an upward-sloping 60-day…