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.
16,761 documents
The document introduces quantitative trading as the use of computers, mathematics, statistics, and a systematic process to develop signals for buying and selling. It briefly describes the field’s history, including Jules Regnault’s work on price variation,…
This code provides several ways to assess how a backtested equity portfolio might interact with market liquidity. It aggregates executed shares by ticker and day, compares those totals with daily bar volume, and identifies each name’s largest observed share…
This guide explains how to use Fusion’s data center to download domestic futures one-minute history into a local database, inspect existing records, update them, and build continuous contracts. Users first load the available instruments, choose an exchange,…
This guide explains how pre-trade controls can block orders that exceed preset limits, helping reduce accidental oversizing, excessive order flow, and other operational errors. It describes common controls for order frequency, reset intervals, single-order…
This note outlines a technical stock screen that combines price amplitude above a threshold, a named morning star candlestick condition, and at least one limit-up event in the prior month. It frames high amplitude as evidence of price movement and a recent…
The strategy ranks 20 industries each month using the market-cap-weighted average of each constituent stock’s current price divided by its trailing 52-week high. It buys stocks from the six highest-ranked industries and shorts stocks from the six…
This example demonstrates how a backtest engine can model automatic liquidation on a margin account holding an inverse Bitcoin perpetual. It configures a simulated venue with liquidation enabled, starts with one BTC, and submits a market buy for 10,000,000…
The strategy uses the close at a chosen hour and weekday as a reference price. It buys or sells when price moves beyond a user-set fraction of the average daily range, with stop-loss and take-profit distances also defined as fractions of that range. The…
This document outlines an Expert Advisor that trades from signals produced by the Arrows_Curves indicator. It evaluates signals when a bar closes: a newly appearing colored point or a cross can trigger action, with points used for both opening and closing…
The document proposes a Chinese equity screen for the metaverse industry. It combines stocks ranked among the top five by current-day auction turnover with a prior-session condition described as the 9:15 matched price being at the daily limit down. It gives…
This stock-selection idea builds a candidate pool from shares with a daily high-low range greater than one percent, at least one limit-up event in the prior 25 days, and a limit-up event within the past month. The post interprets range as a sign of…
The document describes a MetaTrader script that checks tick-history availability month by month before a backtest. It classifies each month as having real ticks, partial tick coverage, bars without ticks, or no stored data. The distinction matters because a…
This stock-selection rule screens for turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than 100%, and a 9:25 price change below 6% in absolute value. The article combines a…
This indicator description modifies the Hull moving average to address overshooting and frequent slope changes that can generate numerous signals. A divisor parameter controls the average’s speed: the standard setting reproduces the original Hull average,…
This configuration describes a Qlib workflow for training a Localformer model on China A-share data and evaluating its predictions as a portfolio signal. It uses the CSI 300 universe and benchmark, an Alpha360 data handler, robust feature normalization,…
This document outlines an Expert Advisor that enters trades using signals from the BinaryWave oscillator. Signals are evaluated when a bar closes: the selected mode can trigger on a move through the zero level or on a change in the direction of a moving…
This forum post describes a historical data extraction discrepancy between BigQuant versions 1.0 and 3.0. The author reports calculating a 60-period regression slope relating stock returns to a benchmark return series over January 2010. In the stated…
The document describes an Expert Advisor that trades when the Dots indicator changes color at a bar close. It gives a high-level entry signal rule based on that change, and notes that the strategy requires a compiled indicator file to run. A supporting…
The document turns a discretionary trading approach into explicit entry and exit rules. A long position is opened when the 5-day moving average crosses above the 20-day average, the 14-period RSI is below 70, and price is above the 60-day average. The…
This Expert Advisor trades signals from the TSI_WPR oscillator. It acts when a bar closes and the indicator cloud changes color, using that change as its entry signal. The document also notes that the compiled indicator must be installed for the EA to…
This document describes an Expert Advisor that generates trades from the 2MoHLC indicator. At bar close, it can signal when the indicator crosses its zero level, the cloud changes color, or price breaks through the cloud; the selected trigger depends on the…
The Echo Chamber indicator searches past price data for the segment whose closing-price sequence has the highest Pearson correlation with the most recent sequence. It then takes the price path that followed the historical match, scales its range to the…
This A-share strategy combines industry rotation with stock selection inside the chosen industries. It builds a regime measure from changes in industry return rankings: when that measure falls, it selects industries by longer-term momentum; when it rises, it…
This post introduces an autoregressive model for financial time series, using CSI 300 prices and returns as the subjects of study. It says the material walks through fitting the model and attempting forecasts, presenting a modeling workflow focused on this…