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 equities screening rule combines three filters: turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a buy-side to sell-side volume ratio above 1.3. The article presents turnover as a measure of trading…
This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…
The document presents the DVol Index as a way to track how rapidly implied volatility changes, using those fluctuations as a proxy for changing market stress. It describes an index endpoint that also reports a 30-day rolling volatility measure calculated…
This trading script opens a sell position with a stop loss and take profit set at fixed point distances from the current price. Its key risk-management feature is sizing the position from a user-selected loss amount expressed as a percentage of the account…
This Chinese stock-selection strategy combines three filters: daily amplitude above 1, an opening price near the ten-day moving average, and parent-attributable net profit growth above 20% and no more than 100%. The note interprets the amplitude as a sign of…
This note describes a Chinese equity screen requiring RSI below 65, circulating market value between 5 and 10 billion yuan, and a ratio of external to internal trading above 1.3. It presents the combination as a way to blend a short-term momentum or…
This Chinese stock-selection note proposes screening for shares with price movement above a stated amplitude threshold, a high control indicator, and rising lows intended to signal a potential bottom reversal. Its refined version adds volume above the…
This post outlines a Chinese stock screen combining a metaverse concept label, an upward-sloping 30-day moving average, and a ranking based on large-order net fund flows. It frames the approach as a way to identify strong stocks for short- to medium-term…
This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…
This proposed Chinese stock screen combines three conditions: price amplitude above 1%, institutional participation above 25% over 15 days, and best bid volume greater than best ask volume. The document interprets these as elevated price movement,…
This A-share selection method combines moderate trading activity and company size with a profitability filter. It selects companies with a turnover rate from 3% to 12%, market value below 10 billion yuan, no losses, and return on equity above 15% in each of…
This stock-selection post proposes screening for shares with an amplitude above 1, an upward-diverging short-term moving-average condition, and a daily return between -5% and 2.6%. The rationale is that a large range reflects activity, rising averages…
This Chinese stock-selection rule combines a daily range filter with company size, profitability, and share-float criteria. It starts with stocks whose intraday high-low range exceeds 1% of the prior close, market value is at most 10 billion yuan, net profit…
This post presents a Chinese equity selection rule for metaverse-related stocks. It specifies a volume ratio above 1.5 and below 6, along with more than two limit-up days during the prior ten days. The final proposed screen also restricts market…
The post describes a Chinese equity screen for companies associated with the metaverse theme. It selects stocks with a volume ratio between 1.5 and 6 and more than two limit-up days within ten days; its final version also adds a market-cap ceiling below 5…
This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…
This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse industry, positive institutional flow, and an opening price near the 10-day moving average. Its example formula defines “near” as an opening price…
This stock screen selects companies that listed in 2021, have turnover between 3% and 12%, and meet a chosen company-type category, such as state-owned, private, or high-tech. The accompanying Python example filters listing-year and turnover-related fields,…
This research summary contrasts how high- and low-frequency strategies should be evaluated. Frequent strategies make many short-horizon decisions, so win rate and operational capacity matter; low-frequency strategies hold positions longer, tolerate…
The document describes an equity screen requiring daily price amplitude above 1%, turnover above 2% and at most 9%, and company scale of at least 200 million yuan. It frames these filters as a way to select stocks with meaningful price movement and trading…
The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…
The Flat Channel expert advisor seeks breakouts after detecting a narrow or slowing market range. It places a pending order in anticipation of a move beyond the channel and sets the stop distance to twice the channel width. The description recommends EUR/USD…
This overview describes quantitative investing as using mathematical models, statistical analysis, and computer algorithms to guide investment decisions systematically. It surveys time-series and regression analysis, factor models, automated execution, large…
The article surveys ways decentralized finance represents familiar financial products on blockchains. It describes lending pools where suppliers earn variable interest and borrowers post crypto collateral, often in excess of the loan value. Smart contracts…