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.
79,386 documents
The document describes a modified Commodity Channel Index (CCI). In the conventional calculation, the reference price average is a simple moving average, and the deviation measure is calculated around that average. The proposed variant replaces both…
This article explains a Dual Thrust trend-following method and its application to a basket of nickel, rebar, and coking coal futures. It defines a range from historical highs, lows, and closes, then sets upper and lower breakout thresholds around the current…
The article evaluates whether a stock’s overnight return, measured from the prior close to the next open, can proxy for firm-level investor sentiment. The rationale is that retail investors may place orders outside regular market hours, concentrating demand…
This talk overview explains four broad approaches to quantitative trading: market making, statistical arbitrage, price prediction, and microstructure trading. Market makers post bids and offers to supply liquidity and seek to earn the spread, while managing…
The article proposes screening Chinese equities by ranking capital-flow strength, limiting the tradable share count to at most 5.5 billion shares, and requiring more than two daily limit-up moves within the prior ten days. It interprets strong flows and…
This reference describes several candidate fitness objectives for genetic programming that produces equity factors. It defines IC information ratio as the mean information coefficient divided by its standard deviation, with the information coefficient…
The document describes a configurable trading indicator that combines ADX, DMI, CCI, MACD, and Stochastic readings. DMI, CCI, MACD, and Stochastic can contribute directional signals; the user can choose which to include. ADX can act as a trend filter,…
This Chinese-language post describes a stock-selection screen for companies classified in the metaverse theme. It filters for prior-day actual turnover between 3% and 28% and requires bearish real bodies across the preceding three sessions. The post…
This brief indicator description presents the Positive Volume Index (PVI) as a tool for spotting trends early and preparing for a possible breakout. It displays a smoothed PVI alongside an exponential moving average, giving the reader two plotted series for…
This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…
This A-share selection method looks for stocks with RSI below 65, MACD above zero, and more than two limit-up sessions during the prior ten days. The note interprets RSI as a gauge of market condition, positive MACD as a sign of an upward or consolidating…
This stock-selection note combines three technical conditions: prior-session amplitude above 1%, an opening price within 5% of the 10-day moving average, and a reversal candle pattern described as an engulfing move. It frames the amplitude filter as a way to…
This note describes an A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and an opening auction price change from -2% to 5%. The stated rationale is to focus on profitable, moderately…
This document presents a price-smoothing indicator based on a Laguerre filter attributed to John Ehlers. It first averages the open, high, low, and close, then measures the absolute difference between that price and the prior filtered value. The difference…
This Chinese-language post outlines an equity screen that combines a turnover-rate range of 3% to 12%, first-level bid volume greater than ask volume, and positive afternoon large-order net inflow. It proposes taking the first 50 stocks that meet the…
This 2017 review compares commodity trading adviser factors and explores ways to combine them. It covers time-series and return-signal momentum, roll yield, basis momentum, and changes in warehouse receipts and inventories. The report says standalone…
This indicator variation replaces the regular RSI component in Schaff TCD with RSX, a smoother form of RSI. The stated purpose is to reduce potential false signals by producing a smoother indicator reading. The document says this version reaches the 0 and…
This document describes a daily pivot indicator attributed to J.F. Carter’s trading formula. It calculates a central pivot from the bar’s high, low, and close, then derives three resistance levels and three support levels using the pivot and the high-low…
This document describes a smoothed Larry Williams %R oscillator displayed as a histogram in a symmetric range from -50 to +50. It presents two coloring modes: one highlights breaks beyond overbought or oversold levels, while the other marks changes in the…
This document describes a Relative Strength Index indicator presented as a histogram. It marks overbought and oversold zones and exposes three settings: the RSI averaging period, the upper threshold for the overbought zone, and the lower threshold for the…
This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…
This Expert Advisor combines five technical signal rules to adjust the starting trade size. The rules use ADX directional lines; a moving-average comparison with Stochastic; MACD level and signal-line comparisons; and a moving-average comparison with the…
This document describes a chart indicator that draws a channel using polynomial regression. It identifies four controls: the number of bars used, the polynomial power that adjusts sensitivity, the channel deviation that sets the distance from the center line…
This proposed stock screen combines three technical conditions: a daily amplitude measure above 1, a positive weekly MACD condition described as a red histogram, and seven consecutive declining closes. The article frames the combination as a possible search…