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 Expert Advisor implements a Relative Moving Average framework that ranks the latest close within a trailing window’s return distribution, producing a fractile between zero and one. Instead of using price distances, its rules trade movements between…
This stock-screening note proposes selecting companies in the metaverse sector whose latest price return is positive and whose stated circulating share count is at or below a specified threshold. It explains that free-float shares describe stock available…
The document outlines a Chinese equity screen intended to run before 10 a.m. It selects stocks with intraday amplitude of at least one percent, market capitalization no greater than 10 billion yuan, positive net profit, and no special-treatment designation.…
This Chinese stock-screening note begins with three technical conditions: amplitude above 1, a KDJ value below 20, and positive daily MACD. It presents these as a way to find shares with subdued short-term readings alongside a positive MACD signal. It then…
This Chinese stock-screening note combines a price-amplitude filter with a volume and turnover condition. It describes selecting shares whose amplitude exceeds 1 and whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…
This Chinese stock-screening note proposes selecting main-board shares with an RSI below 65, a daily gain above 1%, and total market capitalization above 200 million. It frames the RSI threshold as a way to find shares with room to rebound, the daily gain as…
This stock-selection recipe begins with shares whose 9:25 a.m. price gain is below 6%, circulating market capitalization is above 10 billion yuan, and volume ratio ranks among the top 100. The explanation frames the volume measure as a way to find actively…
This Chinese equity screening approach combines three conditions: price amplitude above 1%, afternoon large-order net inflow, and the 20-day moving average above the 120-day moving average. The article interprets the shorter average as more responsive to…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, and positive institutional flow, while limiting candidates to main-board shares. The accompanying explanation presents RSI as a gauge of market sentiment, daily price change as a…
This MetaTrader Expert Advisor uses the Ichimoku Kinko Hyo indicator and changes position size after a losing trade. The loss is detected through trade-transaction events when an exit deal is recorded. The next position is opened with increased volume, but…
This strategy combines a two-period RSI with five- and 200-period moving averages. The 200-period average sets the directional filter: consider longs when the prior close is above it, and shorts when the prior close is below it. RSI extremes then signal a…
This post discusses portfolio risk measurement and argues that return volatility and Value at Risk do not capture losses beyond their usual thresholds. It proposes Expected Shortfall, also called ES, to measure extreme losses in the tail beyond a confidence…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
This proposed mainland Chinese stock screen targets non-ST main-board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It adds a five-day limit-up style condition, described through checks of future…
This document describes a Chinese equity screen combining a turnover-rate range of 3% to 12%, a stock code beginning with 60, and seven consecutive daily declines during 2021. It provides formula and Python examples that operationalize those conditions,…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This Chinese-language strategy note describes a daily stock screen combining a 14-period RSI below 65, three consecutive bearish sessions, and turnover between 2% and 9%. It presents the conditions as a way to pair a momentum oscillator and recent price…
This article argues that technical analysis should be treated as a probabilistic aid rather than a dependable forecast. It warns against trusting a single signal, applying one method in every market, and holding a position after price action invalidates the…
This introduction explains a one-period binomial model for a call option. The underlying asset starts at 100 and can move to either 110 or 90 by the next day; with a strike of 100 and interest rates set to zero, the call pays 10 in the up state and nothing…
This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…
The document describes a Chinese stock screen that combines three filters: membership in the metaverse sector, positive institutional activity, and a positive price-to-earnings ratio. It presents the screen as a way to identify companies in a chosen theme…
The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…
This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The…
The document proposes a research data model for representing a limited, conditional SEC exemption related to eligible trading venues and tokenized NMS stocks. It argues against reducing regulatory status to a single approval flag and instead recommends…