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.
21,023 documents
This article introduces support vector machines for classification and regression, then applies them to A-share stock selection. It explains the maximum-margin principle for linear SVMs, slack variables for imperfectly separable observations, and kernel…
This tutorial explains how support vector machines classify data by finding a boundary with a wide margin, and how slack variables allow some classification errors in noisy data. It introduces kernel methods as a way to handle nonlinear boundaries by…
This Chinese-language note estimates potential market upside across four equity groups: the CSI Bank sector, SSE 50, CSI 500, and ChiNext. Its framework considers fundamental trends, whether expected earnings growth supports current valuation, and the risk…
The Trend Strength Index describes trend direction and linear consistency by calculating the Pearson correlation between closing prices and bar indices over a chosen lookback. The coefficient ranges from -1 to 1: values near 1 indicate a strong upward linear…
NxBars is described as a semaphore-style indicator that displays a prediction signal on a bar separated from the current bar. An input parameter sets the number of bars used for analysis and therefore controls that distance. The document identifies the…
The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…
This review summarizes research comparing highly rated ESG stocks with other stocks in US and developed international markets. It examines individual securities and randomly formed portfolios using MSCI ESG classifications and a Fama-French five-factor model…
The post describes a stock screen requiring MACD above zero, a positive price-to-earnings ratio, and positive institutional direction. It treats the MACD filter as an upward-trend signal, positive earnings valuation as a basic financial condition, and the…
This Chinese equity market report summarizes sector performance, index and industry valuations, market breadth, fund positioning, and an intermediate-term trend model. It reports that building materials, agriculture and forestry, utilities, light…
The indicator measures each candle’s body relative to its full range, using the ratio to classify candles as strong, weak, or neutral. It presents the current candle’s body and wick proportions alongside a lookback summary of average body ratio and…
This forum question examines why changing the initialization length of a trading system’s ArrayManager can materially alter a backtest. The strategy uses RSI generated through TA-Lib, and the author suspects that the indicator’s path dependence makes its…
This short Chinese-language note defines quantitative investing as using programs to invest based on collecting and analyzing substantial market data. It presents automation as a way to respond to market changes more quickly, follow a consistent process, and…
This tutorial explains applying principal component analysis to stock returns to identify dominant co-movement patterns. It standardizes historical returns, estimates a rolling correlation matrix, and decomposes it into eigenvalues and eigenvectors. The…
This Chinese-language forum post concerns calculating higher-timeframe indicators in real time from a lower-timeframe bar callback, such as updating 30- or 60-minute KDJ or RSI while processing five-minute bars. The example creates separate bar generators…
The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…
This document describes a trading indicator that tracks price changes during the period after it starts. It reports counts of upward and downward ticks alongside the corresponding price movement in points. The example compares total volume with tick counts…
The TicksVolume indicator tracks upward and downward price-change counts and the corresponding price movement over the period since the indicator starts. It reports tick counts alongside price changes in points, making it possible to compare how often price…
The document introduces algorithms for generating every selection of k items from a set of N, either with order ignored (combinations) or preserved (permutations). It frames exhaustive enumeration as a brute-force way to search for an optimal solution when…
This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…
This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…
This Chinese equity screen selects stocks with RSI below 65, free-float market value between 5 billion and 10 billion yuan, and displayed best-bid volume greater than best-ask volume. It combines a technical indicator, a company-size filter, and a snapshot…
This Chinese equity screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…
This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…
This document describes a MetaTrader indicator that plots a vertical histogram showing the distribution of prices over a configurable calculation period. Its listed inputs control the period, the initial drawing shift, the histogram scale, and the color used…