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 QuantStats tear sheet reports a backtest of an AI-operated iron condor strategy against SPY over a short period in January 2026. The report names Alpaca as its data source and provides a broad set of performance and risk measures, including returns,…
This algorithmic strategy combines a nine-signal Piotroski-style fundamental score with short-term return reversal. It ranks stocks using the most recently available quarterly statements, classifies firms as strong, middle, or weak on fundamentals, and pairs…
This example presents a simple trend-following rule for one Chinese-listed stock. It compares a short moving average of closing prices with a longer moving average: a crossover in which the short average rises above the long average triggers a purchase,…
This strategy searches China A-shares for an established uptrend, then enters on a modest pullback. It defines the trend with five moving averages, spanning short to longer periods, arranged from highest to lowest. A pullback signal occurs when a candle…
This document describes an auxiliary MetaTrader expert advisor for managing existing positions. It moves positions to breakeven, calculates stop losses using the StopATR_auto indicator, and closes positions when two moving averages intersect. The advisor…
This discussion raises practical questions about backtesting strategies across multiple futures products with different expirations. It asks whether a system can switch automatically to the next active contract before expiry, how to test periods longer than…
The article presents parameter-plane analysis as a way to visualize how combinations of strategy settings affect backtest results. Its example is a Chinese equities strategy combining valuation and float market capitalization ranks. It varies the number of…
This short submission translates an investor’s dividend approach into a broad selection and portfolio process. It favors established companies with relatively high dividend yields and stable performance, holds them over a longer horizon, and refreshes the…
This tutorial describes a directional strategy for the USD-margined Bitcoin perpetual PF_XBTUSD. It combines a slow regime estimate from dollar bars with a faster trade-flow signal. A rescaled-range regression estimates the Hurst exponent from rolling log…
The document describes an Expert Advisor that trades signals from an MFI_Slowdown indicator. A signal is recognized when a colored arrow appears, and the system generates its signal at the close of the bar. The advisor depends on the compiled indicator being…
This proposal applies the Fisher Transform to daily DAX prices and uses threshold crossings to switch between long and short positions. It normalizes the typical price within a rolling high–low range, smooths the resulting value, and transforms it into an…
The document demonstrates a vn.py workflow for backtesting a statistical arbitrage strategy on a two-leg futures spread. It defines a spread as the price difference between two futures contracts, sets the backtest interval and trading assumptions, loads…
These notes summarize a practical framework for developing an independent quantitative trading operation. They cover choosing strategies that fit a trader’s capital, skills, time, and income goals; screening ideas with benchmark comparisons, Sharpe ratio,…
This document describes a moving-average indicator that applies multiple passes of an averaging process. It frames the method as a simple digital filter and says its implementation avoids explicit coefficient handling for simplicity and efficiency. A single…
This strategy adapts Larry Williams’ three-bar approach to trade pullbacks within a trend. It forms a channel from moving averages of highs and lows, then uses the sign of a linear regression slope as a directional filter. When the slope is positive, it…
The document describes an Expert Advisor that generates a signal when the i-CAi indicator changes direction, interpreted as a change in moving-average direction. The EA checks for the signal when a bar closes, then trades based on that change. It requires…
The article identifies two challenges for cryptocurrency traders: confusing narratives about crypto markets and the growing role of automated trading. It notes improvements in spot markets, custody, and institutional participation, while arguing that…
This document describes an Expert Advisor built around the iCCI_NR indicator. It opens a position at bar close when the indicator breaks its support or resistance levels and changes color. A position exit is signaled when the indicator crosses its mean line.…
This Expert Advisor uses an RSI custom smoothing indicator and calculates a regression before generating a trading signal. The description focuses on how the EA manages exits rather than specifying the exact signal rules or regression method, so those parts…
This strategy takes monthly long or short positions across a diversified set of commodity, currency, equity-index, and government-bond futures. For each contract, it compares its excess return over the previous 12 months with zero, going long after a…
This support answer explains how to choose futures contracts in a template strategy. The template requires a specified contract list for a targeted backtest; leaving the list empty passes all contracts rather than selecting a single main contract. The answer…
This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…
The post describes a short-term Chinese stock screen that seeks shares with an amplitude measure above a threshold, ranks them by the day’s auction amount, keeps the top five, and requires a positive return. Its stated rationale is to focus on active,…
This document is a job listing for a quantitative strategy researcher in Hangzhou. It outlines research responsibilities that include building quantitative models for financial markets, studying arbitrage approaches such as statistical and event arbitrage,…