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
This short support discussion explains why HFTrade applies a volume limit during high-frequency backtests and why that setting can prevent an order from filling completely. The discussion says volume caps may be poorly suited to minute and tick data, where…
This page describes an expert advisor that measures the current spread, displays spread statistics on a chart, and prints collected statistics to the trading journal when it stops. The journal output can be used with a strategy tester to inspect historical…
This research summary outlines a strategic allocation model that maps Chinese equities and bonds to underlying macroeconomic risks. It uses principal component analysis to define five factors: economic growth, interest rates, credit, term spread, and…
The tutorial outlines an end-to-end FinRL workflow for training and comparing deep reinforcement learning agents on Dow 30 equities. It describes downloading and preprocessing market data, adding technical indicators plus VIX and a turbulence measure,…
This Chinese equity screening idea selects stocks with RSI below 65, more than two limit-up sessions during the preceding ten days, and no limit-up on the prior day. Its final version adds a closing-price ceiling of 60 yuan and ranks candidates by stock…
This Chinese equity screen seeks main-board stocks with a 14-period RSI below 65, three consecutive declining sessions, and a current-day gain exceeding 1%. It combines a momentum-style rebound condition with recent weakness and a market-segment filter. The…
This documentation explains how to build Nautilus trading systems in Rust or Python. The Rust path supports actors, strategies, data and execution engines, risk management, backtesting, portfolios, and live trading; Python components can run on the shared…
This indicator description explains how to overlay candles from a selected historical date on a live chart. It aligns the replay zone with a matching region on the current chart, including aligning the last replay candle and current candle by opening price.…
The document outlines a MetaTrader 5 utility for collecting candlestick history across multiple timeframes and writing it to a CSV file. It presents the export as a way to prepare price data for external analysis, record keeping, strategy backtesting, or…
This Chinese-language post presents an A-share screening idea combining three conditions: price amplitude above 1, a 9:25 gain below 6%, and the previous close above the 250-day moving average. It frames the filters as a blend of short-term volatility and…
This document describes Risk Guard, an account-level tool that monitors positions opened manually or by other trading systems. It does not generate trades. Its controls include risk-based lot-size estimates, a daily loss threshold, a cap on open positions,…
This expert advisor uses signals from the NRatioSign indicator, with configurable upper and lower thresholds for overbought and oversold conditions. It offers two entry styles: trade when the indicator enters one of those zones, or wait until it exits the…
The proposed screen focuses on stocks classified in the metaverse industry. It selects the five highest-ranked stocks by the day’s auction amount, then filters for prior-day trading value above the stated threshold. The post frames auction activity as a…
This stock selection rule screens Shanghai-listed shares for a turnover rate in a stated range and a bullish crossover of the five-week moving average above the ten-week moving average. The post presents the crossover as a way to find stocks with improving…
This short description outlines an expert advisor that trades when a ColorZerolag indicator cloud changes color. The stated trigger occurs at a bar close when the oscillator crosses its signal line, making the strategy a crossover-based entry approach. The…
This Chinese-language strategy post describes a stock screen for the metaverse industry. It looks for shares whose opening price is near the ten-day moving average and whose recent price bars meet a proposed “arc” shape condition. The technical formula…
This Chinese equity research note proposes unexpected profitability as a source of stock-selection alpha. It measures operating profitability with return on net operating assets (RNOA), which separates operating activity from financing and is presented as…
This stock screen combines daily price amplitude, weekly MACD position, and recent limit-up activity. It selects equities with amplitude above 1%, a weekly MACD reading above zero, and at least two limit-up days in the past ten days. The accompanying…
This document outlines a recurring BigQuant program for people developing quantitative trading skills. It has three stages: an online selection round in which participants submit factor models built from a provided template; training for selected entrants;…
This project note describes iterative construction and evaluation of equity factors using amount, turnover, price, market capitalization, and price-to-book data. Candidate expressions combine standardized ratios and rolling statistics, including volatility,…
This article describes a reproduction of residual network experiments on CIFAR-10, focusing on two changes from an earlier run: image augmentation and shortcut design. It pads training images by four pixels on each edge and randomly crops them back to the…
This brief indicator note describes a QQE variant that applies RSI to a moving average rather than to price directly. It says this change produces results that differ substantially from conventional QQE and presents the modified indicator directly overlaid…
This document outlines a simple Chinese A-share strategy that ranks stocks by return on equity and selects the ten highest-scoring candidates. It describes filtering out special-treatment stocks, suspended shares, recently listed companies, and Beijing Stock…
The proposed equity screen looks for stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a price pattern described as resembling a rounded base. The article presents formula examples for implementing the conditions and adds a…