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.
79,386 documents
This code example demonstrates a data workflow for a FinRL stock-trading project. It fetches a single stock’s price history through both yfinance and FinRL’s Yahoo downloader, then downloads a Dow 30 universe over configured training and trading periods. A…
This stock-selection example combines three filters: RSI below 65, revenue in 2021 more than 1.1 times its 2018 level, and an opening price within 6% of the prior close. It proposes selecting the first N qualifying stocks and holding them for one year. The…
The document outlines a rule-based strategy for the Tianhong ChiNext ETF, using recent closing prices to create a reference price and comparing the current price and volume with that reference. It describes buying after a large decline and selling after a…
This retrospective contrasts rule-based stock selection with machine-learning ranking and describes backtesting as a way to evaluate a strategy on historical market data. Its central caution is that a strong fit on a small sample can reflect an irrelevant…
The proposed Chinese equity screen selects stocks classified in the metaverse industry when the open is near a ten-day moving average and the 2019 dividend ratio exceeds 25%. The post presents a formula-style version and a Python example. It frames…
The Genesis Matrix dashboard combines four colored signals into a directional filter: TVI slope, CCI relative to zero, T3 moving-average slope, and a GannHiLo price test. The described system triggers a buy when all four indicators turn blue from red, and a…
The document describes an Expert Advisor that trades signals from the DigitMacd oscillator. It enters when a bar closes and the indicator’s cloud changes color, making the color transition the strategy’s central trigger. The EA depends on a separately…
This indicator extends an RSI adaptive EMA by adding floating levels to help decide when the trend state has changed. The added thresholds are intended to reduce false changes caused by frequent shifts in the indicator’s slope during range-bound markets.…
The document proposes a Chinese equity screening rule combining three chart conditions: price amplitude above a threshold, a rounded price pattern, and three consecutive declining closes. It interprets the amplitude condition as a way to find active stocks,…
This configuration defines a Qlib experiment that trains an IGMTF model on Alpha360 features for CSI 300 stocks. It uses historical data from 2008 through 2020, with training through 2014, validation in 2015–2016, and a held-out test period beginning in…
This research report examines market timing with breadth measures built from the constituents of the CSI 300. A diffusion indicator estimates the share of index stocks showing positive trends, offering a view of how broadly market direction is shared. The…
This Chinese equity screen selects companies in the beverage and alcohol import-export industry when turnover falls within a specified band and the opening price is near the ten-day moving average of closing prices. The post describes the approach as…
This indicator classifies Average True Range readings relative to lower and upper thresholds. It displays a histogram with one color for ATR values below the lower level, another for values above the upper level, and a third for readings between the…
This document describes an expert advisor that trades using signals from the T3MA-ALARM indicator. It explains that the advisor was rewritten from an earlier MQL4 version and identifies the indicator as its signal source. No entry rules, signal calculations,…
This note describes a stock screen that combines technical conditions with a basic growth measure. It proposes selecting stocks with at least five aligned moving averages, ranking them by net large-order volume, and retaining those whose revenue in 2021 was…
This assignment turns a discretionary idea—finding concentrated holdings in recent hot industries—into a proposed equity research process. It suggests first identifying strong sectors with a sector momentum factor, then ranking stocks within those sectors…
This note presents a simple Chinese equity screen for companies classified in the metaverse industry. It selects stocks above a stated scale threshold that appeared on the previous day's exchange trading list, using industry membership, a financial size…
The document describes a framework for evaluating equity factors and combining selected factors into a portfolio. It estimates factor returns with periodic cross-sectional robust regressions, measures the relationship between factor exposures and subsequent…
The document presents a directional rule for identifying engulfing candlestick patterns using candle bodies rather than the full high-low ranges. A bullish signal requires the prior candle to close below its open, the current candle to close above its open,…
A trading-system forum discussion explains why a conventional CTA strategy that works on outright futures may fail when applied directly to exchange-listed spread contracts. The reported symptoms include missing backtest data and occasional trades with…
This document describes an automated MetaTrader 5 strategy that uses an EMA envelope to trigger entries when price reaches configured boundaries. If price moves against an open position, the system can add trades at configured grid intervals, increase…
This Chinese equity screen selects stocks with daily amplitude above 1, a reversal or engulfing-style price pattern, and circulating market capitalization above 10 billion yuan. The article describes these filters as a mix of technical conditions and a size…
This Chinese equity screening proposal combines a daily amplitude threshold above 1, a top-five rank by the day’s auction amount, and a closing price above its five-day moving average. It interprets large amplitude and strong auction activity as signs of…
This article explains industry rotation in China’s A-share market, describing how economic cycles, policy, fundamentals, and herding can cause leadership to shift across sectors. It outlines a momentum approach that ranks industry indexes by weighted returns…