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
The podcast account follows Jake Ostrovskis’s move from global macro trading into crypto OTC markets. It describes his focus on fair value and volatility dislocations, and the OTC desk’s role in arranging large or tailored trades across spot, options, CFDs,…
This stock selection rule screens for A-shares with a daily high-low range above 1% and turnover between 2% and 9%. It combines a volatility measure with trading activity and a market classification filter. The document also sketches an implementation using…
This research summary surveys dynamic allocation methods for equity style factors. It organizes the approaches by whether they use return information, risk information, or both, adapting methods originally used in broad asset allocation. The study first…
The Math-System indicator presents a set of target support and resistance levels for an anticipated price move. The document points readers to related Murrey Math indicators, placing this tool in a family of chart-based level systems. It states that the…
The article describes an equity screen combining three conditions: membership in the metaverse theme, a prior-day close above the 250-day moving average, and a rising-bottom pattern. It explains the latter as a retest after a decline and rebound, where the…
This article proposes six checks to run before deploying a strategy that has performed well in historical backtests. It recommends perturbing data with delays, missing observations, and outliers; scanning core parameters for broad regions of acceptable…
This Freqtrade strategy example applies an Almgren–Chriss style execution schedule to position entries and exits. It estimates a parameter called kappa from rolling price variability, candle range, and volume, using it to shape the fraction traded in each…
This note offers informal Sharpe-ratio thresholds for screening strategies under a stated evaluation context: a single strategy rotating half-capital among at least three stocks, with million-level capacity and a backtest covering roughly three years. It…
This document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and…
The described expert advisor compares the current day’s closing price with the previous day’s high and low. When price crosses above yesterday’s high or below yesterday’s low, it opens a position in the breakout direction. A stop loss and take profit are…
The document describes adapting an automated trading system to test signals from a ZigZag-based trend indicator. The system opens trades when signals arise and exits through stop-loss or take-profit orders; it can hold multiple orders, with the count tied to…
The document describes Chandelier Exit as a trend indicator displayed as a colored cloud, with stop levels placed beyond the cloud's range. This gives a compact visual way to view the indicator's trend signal and the area beyond which its stops are set. The…
The document reviews three quantitative allocation approaches: rotating between equities and bonds, flexible multi-asset allocation, and multi-asset trend following. Each approach is offered at conservative, moderate, and aggressive risk levels, allowing…
This Chinese equity screening idea selects stocks with price amplitude above 1%, positive afternoon large-order net inflow, and an exclusion for companies categorized in Beijing. The post treats amplitude as a sign of active price movement and the order-flow…
This document describes a Chinese equity screen combining a turnover range, a cap on circulating shares or market value, a minimum current volume, and an opening price above the prior close. The intended rationale is to find liquid, actively traded stocks…
The document explains the behavioral challenges of trend following: traders must tolerate repeated small losses, fluctuations in open profits, and periods of waiting for a large move. It recommends evaluating a strategy over many trades rather than judging…
This document explains a swing indicator that anchors an Archimedean spiral at the last confirmed pivot. Its structure changes when price makes a new high or low over a specified lookback; when direction flips, it places the pivot retroactively at the…
This guide explains what happens when an OctoBot cloud strategy is stopped and how to restart it. Stopping cancels the bot’s outstanding buy and sell orders and prevents it from placing new orders. If the corresponding option is selected, the bot also sells…
The document surveys a library of trailing-stop methods intended to manage open positions independently of entry rules. Methods include trailing behind recent bar highs or lows, fractal extrema, stepped price advances, tighter distances as profit grows,…
This A-share screening rule combines a current amplitude threshold with a prior-day signal involving the 9:15 matched price and limit-down conditions. It also excludes Beijing-listed shares and, in the final version, ST-designated stocks. The article…
This Chinese equity screening proposal selects stocks with an amplitude above 1, a largest daily decline between 4% and 5%, and positive institutional direction. It interprets the price movement as a market-condition signal and institutional buying interest…
This report presents a brief backtest of a market-news trading bot against SPY, covering January 4–15, 2026. It lists return, drawdown, risk, correlation, and other performance statistics, along with model-call and data-source details. The strategy reports a…
This short assignment defines quantitative investing in practical terms as using computers to carry out investment work. It identifies consistency within a fixed framework and the ability to hedge or run multiple trading styles as potential advantages. These…
This document describes a hedging Expert Advisor that opens two opposing positions at the same time. Its premise is that the position whose take-profit is reached first will close, after which a price reversal may carry the remaining position to its own…