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 document outlines a stock screen that selects equities with RSI below 65, ranks or filters them by money-flow strength, and considers performance during 2021. Its example code uses a 14-period RSI, a 20-period Chaikin Money Flow measure, and excludes…
The article argues that even a carefully designed and tested trading system may have a limited useful life. It contrasts the view that a robust system should work across future market conditions with the author’s view that performance should be reviewed…
This text introduces Volume Spread Analysis as an approach that interprets price and volume together to infer the activity of large, coordinated market participants. It presents the ideas of strong and weak hands, accumulation, distribution, and pooled…
This Chinese-language post outlines an equity screening idea that ranks stocks by a volume-ratio measure, checks whether price is moving within Bollinger Bands in a rounded pattern, and looks for shrinking negative MACD histogram bars on a 15-minute chart.…
This document describes a chart indicator that highlights the price range associated with a chosen day of the week. The trader selects a weekday in the indicator settings, and the tool paints that weekday’s range with colored rectangles. The setting makes…
This weekly factor report describes two forms of diagnostics for the ten highest-ranked anonymous ModelScore factors: average style exposures estimated through daily multivariate regressions, and average industry-level Rank ICs measuring the cross-sectional…
The study applies the CCK approach to detect herding among the constituents of Chinese equity indices. It treats herding as a period when constituent returns move more alike: their co-movement increases while the dispersion of returns falls. The authors also…
This research summary examines what drives convergence in the basis of stock index futures and how those drivers can inform cash-and-futures hedging. After accounting for dividend effects, it identifies the current contract’s annualized basis, the index’s…
This document poses a model-design question: whether the number of input factors in a StockRank model relates to the number of leaves per tree or the total number of trees, and whether there are useful rules of thumb for choosing these quantities. It…
The linear regression slope oscillator measures the slope of a linear model fitted to price over a selected period. Its sole configurable parameter is the calculation period. Rising indicator values are described as indicating an uptrend, while falling…
The Cauchy difference indicator compares the arithmetic mean and geometric mean of a bar’s price. It first represents each bar with the average of its open, high, low, and close prices, then uses a configurable period for the indicator calculation. The…
This MetaTrader 5 utility analyzes closed trading history to show how reported performance was formed. Alongside net and gross results, profit factor, win rate, and average and median trade, it examines reliance on the best trades, sensitivity to removing…
This indicator marks a chosen intraday session on historical charts, drawing a rectangle from that session’s high to its low. The user can set the session start and end times, including sessions that cross midnight. Across a selected lookback, it reports the…
This note introduces the Average Directional Index (ADX), an indicator calculated from high, low, and close prices over a chosen lookback length. It outlines the intermediate calculations: true range, positive and negative directional movement, and the…
This short description explains the Ehlers Center of Gravity indicator as a weighted position of prices within an observation window: each price is weighted by its position, and the sum is normalized by the window's total price. The described implementation…
The Juice indicator is presented as a way to identify periods of higher or lower volatility. It compares the current standard-deviation level with a threshold based on average EMA deviation over a selected period. This adaptive reference is intended to avoid…
This survey report describes dollar-cost averaging (DCA), in which investors buy a fixed amount of an asset at regular intervals, and examines how 1,109 crypto investors say they use it. It reports that 59% use DCA as their primary crypto strategy and…
The document describes an MQL5 implementation of an associative array built on collection classes. It uses FNV-1a hashing and provides typed Set and Get operations for primitive values, with examples using strings and doubles. It also permits storing…
The document explains gnome sort as a simple, stable array-sorting method that orders items through adjacent comparisons and swaps. It resembles insertion sort in processing one element at a time, while using swaps to move out-of-order items into place. The…
The document describes a simple Chinese A-share stock screen combining recent position-increase share with circulating market capitalization. It selects stocks whose reported increase for the day exceeds 5% and whose circulating value falls between 5 billion…
This summary reports tests of 19 factors derived from sell-side analyst consensus data, covering forecast financial measures and analyst attention. For financial factors, it compares raw values with industry-relative rankings and quarter-over-quarter…
This document describes a CCI histogram indicator that adds averaging to the histogram and to its dynamic overbought and oversold levels. Its inputs allow the user to set the CCI period, applied price, volume type, threshold levels, smoothing method and…
This article reviews Word2Vec as an efficient method for learning word vectors from context, and compares it with matrix-based and clustering approaches to distributed representations. It discusses CBOW and Skip-Gram, emphasizing their different update…
The document presents price resiliency (RES), a covariance-based measure intended to capture both the price impact of liquidity shocks and how long those shocks persist. It compares returns in the first half-hour of trading with returns over the rest of the…