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 Chinese-language note defines quantitative investing as using programs to invest based on collecting and analyzing substantial market data. It presents automation as a way to respond to market changes more quickly, follow a consistent process, and…
The research summary argues that conventional earnings multiples may be weak valuation tools for property developers because project-based results can be uneven and past earnings may not predict future performance well. It proposes using inventory as a…
This essay argues that systematic, rule-based investing may be especially useful in China’s equity market, which the author characterizes as unusually speculative and shaped by short-term trading, policy shifts, and weak alignment between some controlling…
This XAUUSD indicator description outlines a multi-timeframe method for locating liquidity and order blocks across daily, H4, M30, M15, and M5 charts. It marks areas where higher-timeframe liquidity aligns with M5 levels, then looks for a sweep followed by…
The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…
This algorithm implements a January barometer rule using a broad equity ETF and a Treasury bill ETF as alternatives. At the start of January, it liquidates the bill holding and invests in equities, recording the equity price as a reference. In February, it…
This adaptive moving average method builds on Perry Kaufman’s KAMA and incorporates where the closing price sits within the high–low range when adjusting the average. The document attributes the updated approach to Vitali Apirine and says the indicator…
This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…
The document contrasts an educational AI investing project, which organizes investor-style agents to debate ideas, with a framework centered on the trading strategy lifecycle. It describes a workflow in which agent decisions are tested on historical data,…
This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…
This Chinese equity screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…
This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…
The post describes a multi-factor stock-selection strategy and compares its performance with and without a hedge during a period of severe market weakness. The author says the unhedged strategy still showed excess returns, while adding a hedge visibly…
This Expert Advisor develops an earlier MACD-based system by replacing standard MACD with Zero-Lag MACD. It can reverse signal direction and manages a series of positions by increasing the spacing between entries, take-profit distance, and trade size as the…
This report summary explains diffusion indicators as measures of how broadly index constituents participate in an advance or decline. Using the CSI 300 and its constituents, it compares moving-average and rate-of-change versions, equal weighting with…
This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…
This Chinese A-share example builds a daily stock-ranking strategy using LightGBM regression. Its features combine market capitalization, recent price and turnover averages, dividend yield and price-to-earnings ranks, plus two custom factors. The target is a…
This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…
This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…
This trading system uses a color change in the JBrainTrend1Stop indicator at bar close as its entry signal. It adds to an existing trend-following position when open profit, measured in points, passes a threshold set in the Expert Advisor inputs. Position…
A forum exchange clarifies whether a strategy can retrieve tick data for futures product indices or weighted continuous contracts, using iron ore and an example continuous symbol. The reply explains that symbols ending in a continuous-contract convention are…
This research note describes two revisions to AlphaNet, a neural model that learns stock selection factors from raw price and volume data. Version two adds ratio features, replaces pooling and dense layers with an LSTM to capture temporal patterns, and gives…
This Expert Advisor uses the Kolier SuperTrend indicator with moving-average crossings to generate trade entries. A signal is acted on when the bar closes and a square of the corresponding color appears. The description specifies that the EA relies on the…
This document describes a basic MetaTrader 4 Expert Advisor that trades using the Stochastic oscillator. Its indicator parameters can be changed through the EA inputs, letting learners explore how different settings affect its signals. The text frames the…