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 article outlines a Chinese A-share stock screen beginning with companies classified in a metaverse sector, positive recent returns, and a daily high-low range greater than one percent of the prior close. It then proposes refining the selection to stocks…
Aegis Quantum Lite is described as an educational MetaTrader 5 expert advisor using completed-candle signals. It opens a buy when the fast exponential moving average is above the slow average and RSI exceeds its configured buy threshold; a sell uses the…
This 2018 research summary introduces China’s two-year government bond futures contract, covering its notional size, eligible delivery bonds, price limits, and minimum margin. It explains that the delivery basket’s remaining-maturity range is narrow, helping…
The document describes an hourly breakout approach for gold based on a range formed overnight. It takes the highest high and lowest low over the specified eight-candle period ending at 5 a.m., then permits entries between 5 a.m. and 6 p.m. A move above the…
The document describes a trailing stop built from the Average True Range (ATR). It places a candidate stop a multiple of ATR below the closing price during an uptrend and above it during a downtrend. The example uses a 14-period ATR multiplied by 3.5, while…
The strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…
This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…
The document explains an expert advisor approach for managing stop loss, take profit, and trailing exits locally on a trader’s computer. Because the stop orders are virtual, they are not sent to the broker. The article also says the system ignores broker…
This study builds separate XGBoost models to predict next-day Ethereum volatility from activity in the USDC, USDT, and DAI lending ecosystems. Features include lagged borrowing, repayment, and flash-loan measures, plus seven-day averages. It uses time-series…
The article argues that robust quantitative trading depends less on choosing a factor or model in isolation than on a repeatable development process. It outlines a sequence: form a market-based hypothesis, analyze whether candidate factors distinguish…
This essay presents a framework for improving investment judgment through varied mental models rather than relying on one familiar way of thinking. It recommends learning core ideas from several disciplines, using an investor-specific checklist, and applying…
This stock selection proposal combines daily price amplitude, a measure of controlling-shareholder activity, and net buying by major participants during the opening auction. Its expanded version also requires the share price to be above its 30-day moving…
This stock strategy uses changes in a modified Directional Index to switch between long and short bias. A local turn in the indicator sets the desired direction; entry is then permitted only when the close is on the corresponding side of a moving average,…
This note outlines a Chinese equity screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires a measure described as today’s control concentration to exceed 21%. It argues that concentrated ownership may be…
This note describes a Chinese equity screen using three conditions: amplitude above 1, a KDJ value below 20, and at least one daily gain of 10% or more during the previous 25 trading days. It sketches implementations in a charting formula and Python, using…
This document proposes selecting Chinese stocks with a minimum amplitude, more than a year of listing history, and signs of institutional buying. The indicator example combines a recent price-change measure, a five-period money-flow sum, a ranked…
This post describes a mainland Chinese stock selection rule combining an RSI reading below 65, a daily gain greater than one percent, main-board membership, and a newly formed KDJ bullish crossover. It frames the filters as a way to find stocks with a…
This post outlines a Chinese equity screen for companies below a stated market-cap ceiling that report no losses. It also filters for daily price range above a threshold and excludes stocks that closed at the daily limit on the previous day. The suggested…
This Chinese-language post proposes a technical screen for mainland Chinese stocks. It selects shares with daily high-to-low amplitude above one percent, at least one limit-up event during the prior 25 trading days, and at least two limit-up events within…
This expert advisor demonstrates using Wilder’s Parabolic Stop and Reverse as a trailing stop for existing positions. On each new bar, it updates the stop level toward the position’s favorable price extreme. The acceleration factor rises in fixed increments…
This introductory overview explains Celo as a blockchain payment platform designed with mobile users in mind, including payments linked to phone numbers and support for decentralized applications. It distinguishes CELO, used for governance and staking, from…
The document presents a stock-selection idea based on a reported buying-interest measure above 5%, a price below 12, and an upward-sloping 30-day average. It describes these conditions as a way to find lower-priced stocks with buying demand and a rising…
This document is a brief summary of a research presentation on changes in quantitative investing. It outlines a model that combines a linear factor component with a nonlinear function of factor exposures, leaving a residual term. It says that residual…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…