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 discussion clarifies that maximum drawdown duration measures how long the strategy remains in its largest drawdown. It distinguishes the time span of a decline and recovery from the size of the loss itself, which is what the maximum drawdown percentage…
The article argues that a sharp selloff in World Liberty Financial Token (WLFI) preceded a broader cryptocurrency decline and may have offered an early warning of market stress. It highlights a reported surge in WLFI trading volume after tariff news,…
This overview introduces reinforcement learning as a way to learn sequential decisions by interacting with an environment and maximizing accumulated reward. It outlines the agent, environment, policy, and reward, and explains how delayed feedback differs…
This Chinese stock-selection note describes a screen that ranks companies by descending capital strength, limits turnover to a band above 2% and below 9%, and selects firms with market capitalization under 10 billion yuan that are not loss-making. It…
This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…
This document outlines an equity screen combining a daily high-low range threshold, five consecutive years of return on equity above 15%, and institutional ownership. Its refined rule translates the institutional buying idea into a minimum holding of 100,000…
The document describes a Chinese stock selection approach that targets companies associated with the metaverse, requires a positive institutional-flow measure, and excludes stocks described as having hit the daily price limit on the prior day. The proposed…
This example implements a daily mean-reversion strategy for a Shanghai Futures Exchange gold contract. It calculates a Z-score from recent closing prices, enters long when the score falls below a negative entry threshold and short when it rises above a…
This report reviews the relative performance of Chinese quantitative equity funds and considers what rising assets under management mean for strategy design. It attributes the period’s advantage for index-enhanced and quantitative long products largely to…
The post asks how to keep local records of live trading activity, including daily fills and account or funding information, in files or a database. The reply points readers to VeighNa’s portfolio management application documentation as a possible way to…
This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…
The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…
The described Expert Advisor monitors the combined profit of all open terminal positions across symbols and magic numbers. It waits until aggregate profit reaches a minimum threshold, then tracks a percentage drawdown from the highest profit reached. If…
This research summary presents asset allocation as a continuing process: define investor objectives, set an investment strategy, implement it, and review performance. Objectives specify the desired return, acceptable risk, and other investor needs. The…
This overview describes several ways quantitative trading attempts to identify and capture market opportunities. It presents historical data analysis and backtesting as tools for assessing a strategy, then discusses automated execution, momentum examples,…
This guide explains how NautilusTrader stores and accesses market data through a Parquet catalog backed by a Rust storage layer. It covers local and cloud storage, timestamp precision, compression choices, file organization, typed data queries, and…
This report presents an A-share stock-selection framework that applies StockRanker, a gradient-boosted learning-to-rank model, to fundamental, financial, and trading factors. It tests 282 individual factors across short, medium, and long holding horizons,…
This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…
The document summarizes two ways to classify crowded equity holdings. For passive crowding, it first divides stocks into size groups using market-capitalization thresholds, then ranks them within each group by the rolling change in passive-fund ownership as…
This strategy compares each completed candle’s high-low range with the largest range among a user-defined number of preceding candles. When the new candle exceeds that reference range, it enters at the next candle’s open in the direction of the signal…
This document describes a Chinese equity screening rule that combines daily price range, turnover, and a prior-day indicator intended to represent dominant capital control. The stated thresholds are an amplitude above 1 and turnover above 2% but no more than…
This document describes an intraday XAUUSD strategy that looks for a wick to breach a confirmed swing high or low and then close back across it. The sweep candle defines an order block; a later candle must close through that zone with sufficient range to…
The document outlines Lyra V2 as a decentralized options venue that replaced its earlier automated market maker model with a gasless central limit order book and on-chain settlement. It describes an app-chain architecture based on an optimistic Layer 2…
This description outlines an Expert Advisor that trades signals from a custom price-channel indicator. The indicator supplies two types of buy entry signals, two types of sell entry signals, and separate signals to close long and short positions. The EA has…