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 Chinese-language post describes a daily after-close stock screen based on three filters: amplitude above 1, institutional participation above 30, and a positive price-to-earnings ratio. It presents amplitude as a short-term volatility measure,…
The article explains how tokenization can represent fractional claims on real-world assets such as real estate, commodities, collectibles, private credit, equities, and intellectual property. A custodian or other trusted entity holds the underlying asset…
The document proposes a Chinese stock screen combining market capitalization below 10 billion yuan, no reported losses, a convertible-bond-related name field, and at least five moving averages that converge. It suggests using 5-, 10-, 20-, 50-, and 200-day…
The document describes an indicator that expresses average true range (ATR) as a percentage of an instrument’s price. Showing typical candle movement in percentage terms is intended to make volatility easier to compare across symbols with different price…
The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to…
This Chinese equity screen combines an RSI threshold below 65, a product of price change and a large-order flow measure, and membership in the metaverse theme. The article presents the components as technical, capital-flow, and market-theme filters. It…
This Chinese equity screen combines amplitude above 1, exclusion of stocks marked ST, selection before 10 a.m., a five-session closing-price high, and positive return. Its sample implementation estimates amplitude from the day’s high and low relative to the…
The document explains backtesting as the simulation of a strategy on historical market data to assess returns, risk, and stability. It outlines a workflow from obtaining and checking data, coding rules, and setting dates, capital, fees, and slippage through…
This document describes an indicator that turns unusually long candle wicks into supply and demand zones. It measures each upper and lower wick relative to price, scales the measurement against the largest wick in a rolling window, and uses a threshold to…
The report argues that ranking fund managers can reduce redundant information when one manager oversees several similar funds. It proposes tracking manager style across market capitalization, value versus growth, industry concentration, individual-stock…
The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…
This document explains an index trading mode that maintains a portfolio across a configured set of cryptocurrencies. When the bot starts, it checks which assets are held and their portfolio weights. If an asset is missing or its weight differs from the…
This article presents a multi-asset allocation framework that combines traditional asset selection with allocation to systematic factors. It maps macroeconomic variables and style factors to asset classes, estimates exposures with time-series regressions,…
This research note discusses how to turn equity alpha signals into portfolio forecasts and combine multiple factors. It suggests converting factor z-scores into expected returns using average results from repeated cross-sectional regressions, and favors…
This article discusses practical decisions for running systematic strategies live, including how to enter a system initially, define the active futures contract during roll periods, choose markets, manage capital, handle outages or unexpected events, prepare…
The document outlines ways institutional investors can use blockchain data to study digital asset activity. Aggregated wallet balances, transactions, network fundamentals, and cross-chain flows can help teams monitor portfolio exposure, protocol adoption,…
This essay argues that traders can accelerate learning by studying experienced practitioners’ actual trade records and decision patterns instead of relying only on abstract explanations or repeated personal trial and error. It recommends choosing examples…
This overview introduces risk parity as an asset-allocation approach and places it alongside the classical mean-variance framework. Mean-variance optimization seeks portfolios that maximize expected return for a given risk level or minimize risk for a target…
This tutorial develops a spot-style cryptocurrency grid strategy by extending a finite set of price levels as the market moves beyond its upper or lower boundary. It tracks the current and previous ticker prices to detect upward and downward crossings. At an…
This proposed Chinese equity screen combines a trading-range threshold above one percent, return on equity above 15 percent in each of five consecutive years, and at least one limit-up event in the preceding 25 days. The stated rationale pairs a volatility…
This stock screen combines three filters: daily trading range above one percent, at least two limit-up events during the past 500 days, and ranking by a heat measure from highest to lowest. The accompanying rationale treats a larger range as a sign of…
This proposed stock screen combines a next-day increase in the share of added positions above 5% with a prior day’s 9:15 matched price at the limit-down level, and restricts the period to 2021. The article interprets the position increase as a sign of…
This Chinese-language note describes a stock screen using three filters: amplitude above 1, more than one year since listing, and a rising 30-day moving average. It presents amplitude as a way to find stocks with some activity, the listing-age rule as a way…
The document describes borrowing against SOL to access liquidity or buying power without selling the asset. The SOL remains pledged as collateral while the loan is open, so the borrower retains price exposure, and the collateral is released after repayment.…