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
The article describes a screen for companies with market value below 10 billion yuan and assets above 200 million yuan, alongside a daily high-low range greater than 1%. Its expanded version also requires no losses over the previous five years, positive…
This beginner-oriented guide surveys tools for working in cryptocurrency markets, which it characterizes as continuous, volatile, and crowded with many tokens. It groups tools by task: market data for checking prices, volume, capitalization, and charts;…
The document describes an automated trading system that can enter on RSI divergence or on classic overbought and oversold reversals. Bullish divergence means price makes a lower low while RSI forms a higher low; bearish divergence means price reaches a…
This VeighNa community contribution describes additions to a backtesting statistics engine for evaluating strategies with regressed annual return (RAR), R-Cubed, and Robust Sharpe. RAR is calculated by regressing cumulative returns across time intervals and…
This career overview explains the work of quantitative traders and the mix of skills commonly needed to research and automate trading strategies. Quants analyze market data, develop models, test ideas, and implement trades using computer programs. The…
This reading note summarizes the KKT business-cycle index, a data-driven measure proposed in a referenced academic paper. The index uses Mahalanobis distance and statistical likelihood to compare current economic conditions with a robust-growth state,…
This stock-screening idea combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and an increasing K value from the KDJ indicator. The post interprets large price ranges as opportunity, the auction price condition as…
This Chinese stock-screening post combines three filters: more than two limit-up sessions within ten days, a circulating market value of 5–10 billion yuan, and a daily position-increase ratio above 5%. It describes the filters as proxies for buying interest,…
This Chinese-language post outlines a short-term A-share screening rule. It selects stocks classified in the metaverse theme that appeared on the previous day’s trading rankings, then applies a five-day moving-average condition. The post offers formula and…
This indicator marks recent swing highs and lows, then detects when price breaks those levels by a candle close or, optionally, by a wick. On each breakout candle it estimates buying and selling volume from the candle’s total volume and the close’s location…
This stock-selection idea screens for companies with market capitalization below a stated threshold, positive profit, and daily price amplitude above one percent, then ranks eligible names by a measure of stock attention. It presents the approach as a way to…
This example describes a trade management rule that uses Parabolic SAR as a moving stop. It enters long or short positions with stop orders when the SAR level meets the stated candle high or low conditions. While a position is open, the exit stop is reset to…
This guide explains how to connect a wallet to dYdX v4, obtain the chain address and secret phrase, and connect those credentials to Hummingbot. It covers both the command-line client and the web dashboard, then walks through configuring and launching a…
This survey introduces regression methods used in financial modeling, from ordinary linear models to polynomial and logistic regression. It also explains quantile regression for examining different parts of a conditional outcome distribution, including its…
This document describes a short-term stock screen combining prior-session amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and prior actual turnover between 3% and 28%. It presents these conditions as a way to find shares…
This research summary presents factor timing as a risk-control problem rather than solely as a forecast of factor returns. In a multi-factor portfolio, the approach adjusts upper and lower bounds on factor exposures. Those bounds are tied to factor risk,…
This Chinese stock-screening note combines a price-range filter, exclusion of ST-designated shares, a five-period trend condition, and large or extra-large buy orders during the opening auction. It also limits selection to before 10 a.m. The example…
This article proposes screening stocks with turnover between 3% and 12%, a K value below 20, and circulating market capitalization between 5 billion and 10 billion yuan. It describes the combination as a starting point for finding stocks with potential, then…
This discussion contrasts quantitative trading with manual trading, emphasizing that the main difference lies in execution. It characterizes quantitative trading as using mathematical or statistical models and historical data to identify strategies that may…
This Chinese stock-selection proposal filters for shares with amplitude above 1, an indicator described as prior-day major-player control, and a price of 18.5 yuan. The explanation interprets amplitude as a sign of greater volatility and the control…
This document outlines a stock-selection idea combining three filters: rank by trading-volume-based fund strength, select prices above the Bollinger middle band but below the upper band, and focus on companies below a stated market-cap ceiling with no…
This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…
This document describes a Chinese equity screening strategy that looks for stocks with amplitude above 1, rising lows, and high auction trading value, initially selecting the top five by that value. Its expanded rules also require the 20-day moving average…
The document outlines a divergence trading setup that uses RSI to restrict when MACD divergence signals can open trades. A bullish divergence is considered for a long entry when RSI is below 30; a bearish divergence is considered for a short entry when RSI…