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 operational guide explains how to run multi-contract portfolio strategies through VeighNa Elite Trader’s PortfolioStrategy module. It covers loading strategy classes, creating instances with symbols, gateways, and typed parameters, then initializing…
The article introduces algorithmic trading as a way to automate rule based strategies and reduce some burdens of manual trading. It describes bots as tools for applying predefined entry and exit conditions across markets, including trend following,…
The document explains Convex Finance as an intermediary for Curve liquidity providers and CRV holders. Users stake assets through Convex to access boosted CRV rewards, CVX incentives, and other reward tokens. It describes cvxCRV as a receipt for CRV…
This Chinese equity screen combines daily price movement with dividend and institutional-holding filters. It seeks stocks with an intraday range above one percent of the opening price, a stated 2019 dividend measure above 25%, and a positive institutional…
The HighestLowestRange indicator is presented as a histogram that marks entry into overbought and oversold zones with color changes. Its first bar in a newly entered zone receives a brighter color when the move follows an opposite trend, drawing attention to…
This Chinese equity screen focuses on stocks classified in the metaverse industry. It selects shares whose opening price falls within five percent above or below the 10-day simple moving average of closing prices, and whose current low is below the previous…
This document explains how NautilusTrader builds, publishes, and verifies release artifacts across Python packages, Rust crates, Docker images, and GitHub Releases. Its release process anchors package integrity to a draft GitHub release: artifacts are…
The document describes a multi-day strategy for DAX contracts for difference using hourly signals. A QQE indicator supplies long and short triggers, while a Universal indicator acts as a directional filter. Separate month-specific multipliers scale long and…
This document describes a data preparation workflow for daily risk estimates on China A-shares. For each date, it selects the CSI 300 constituents, gathers a rolling window of closing prices, calculates returns, and clips extreme returns at the…
This document describes a Chinese equity screen for stocks with turnover between 3% and 12%, excluding the STAR Market and selecting companies listed in 2021. It presents the turnover band as a way to focus on stocks with some trading activity that may still…
This A-share selection rule combines daily amplitude above 1, a reported daily control measure above 21, and a specified drawdown range between roughly 4% and 5%. The article presents the conditions as technical and market-flow signals, interpreting…
This paper summary challenges common ways of measuring whether assets diversify one another during poor market conditions. It argues that estimating downside correlation only on observations when both assets perform poorly omits cases where one asset gains…
The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…
This A-share screen combines RSI below 65, seven consecutive sessions with closes below opens, and previous-day actual turnover between 3% and 28%. The article explains turnover as a measure of trading activity and capital flow, using the band to avoid both…
The document compares three option structures for different views on movement and expiry price. A long straddle buys a call and put at the same strike, while a long strangle uses different strikes; both seek a substantial move in either direction and have…
This description outlines an Expert Advisor that opens and closes orders at configured times. The user sets the opening and closing day, hour, and minute, chooses whether to open buy orders, sell orders, or both, and specifies lot size. Optional take profit…
This article explains time inconsistency in investment decisions: a plan that appears optimal today may no longer suit the investor later as circumstances or preferences change. It contrasts rigid pre-commitment with a dynamic equilibrium strategy designed…
This post describes a short-term stock selection rule built from three technical conditions: daily high-low range above one percent, opening price within two percent of the 10-day moving average, and MACD below zero two sessions earlier. It presents the…
The author explains why Bitcoin markets can suit systematic trading, citing continuous access, low entry barriers, active spot and futures markets, and opportunities across platforms. The main lesson is to understand the economic reason a strategy should…
This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in parent-company net profit above 20% and at or below 100%, and at least two limit-up days during the prior 500 days. It also excludes selected growth-market…
This Chinese stock-screening idea combines three signals: a strong volume-to-float-market-cap ratio, a previous-day 9:15 auction match at the limit-down price, and shortening green MACD histogram bars on a 15-minute chart. The stated rationale is that a…
These reading notes discuss James Simons and Renaissance Technologies as an example of systematic investing built by combining mathematical research, statistical signals, computer models, and automated execution. The notes contrast discretionary investing,…
This MetaTrader 5 expert advisor combines Supertrend direction with ADX trend strength and the relative positions of +DI and −DI. It checks signals once per new signal-timeframe bar using the prior completed candle. A long or short entry requires the…
i-DivergenceBar is described as an indicator that marks potential reversal bars using the Profitunity system associated with Bill Williams. The note says its method excludes the angle of the Alligator indicator’s mouth, so the signal description does not…