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 forum post describes an early automated trading system tested on EURUSD at the one-minute frequency. The author reports a very large gain over much of 2007 from an initial deposit of 3,000 USD, but says the system lost the deposit over 2005–2006 and in…
This article explains how fear of missing out and panic selling can lead crypto traders to buy after sharp advances or sell during declines. It recommends defining entry and exit rules in advance, viewing losses as a normal part of investing, and starting…
The document describes a stock screen combining amplitude above 1, a weekly five period moving average crossing above the ten period average, and positive returns. It presents these conditions as a way to find shares with larger price movement, an upward…
The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…
This document describes an equity screen for stocks with turnover between 3% and 12%, an IPO year of 2021, and a price below 12. Its rationale is to find relatively inexpensive, recently listed companies with moderate trading activity, while acknowledging…
The document proposes a short-term stock screen requiring amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a price below 12. It presents the shrinking histogram as a possible sign of a change in direction and uses the…
The document explains why an action such as placing an order can fail with an expiration message: the exchange’s L1 has not accepted it within the stated 15-second window. This delay protection is intended to prevent an action from executing much later when…
This document describes an A-share stock screen combining a 14-period RSI below 65, year-over-year net profit growth above 20% and no more than 100%, and a 9:25 price increase below 6%. Its accompanying query example adds positive net profit, a free-float…
This Expert Advisor describes a framework for overlay hedging across currency pairs listed in the trading platform’s Market Watch. It calculates correlations between symbols and Average True Range ratios for possible hedge combinations, assigning distinct…
The script describes a mean-reversion strategy that trades a spread between two steel futures contracts. It collects daily closes, standardizes each contract’s recent prices over a rolling window, and subtracts the standardized series to form a spread. A…
This article outlines a technical stock screen for the Chinese metaverse theme. It requires bullish crossovers in MACD and two short-term moving-average comparisons, along with the 20-day average above the 120-day average. The stated intent is to find stocks…
The newsletter connects geopolitical uncertainty, oil volatility, weaker employment data, and upcoming inflation releases with risk pricing in Bitcoin options. It contrasts active daily price swings with subdued month-to-month movement, using two…
The study tests institutional ownership data as a quarterly stock-selection factor in Chinese equities. It measures ownership share, the number of institutions holding a stock, and average holdings per institution as a proxy for ownership concentration. For…
The article proposes a stock screen combining a daily range threshold, price above the five-day moving average, and a high ranking for a large-order volume proxy. It explains these filters as a way to focus on active stocks with short-term upward momentum…
This report examines domestic Chinese fund products that provide exposure to Hong Kong equities and their role in broader asset allocation. It reviews access routes and fund types, including actively managed products and index funds, then compares the…
The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…
This research summary treats the assignment of special treatment (ST) status as a proxy for financial distress among Chinese A-share companies. It describes using Fisher discriminant analysis and regression-based models to predict company financial…
This documentation explains how authorized deployers create and manage template-based outcome markets on Hyperliquid. Validators approve templates that define market wording, side names, and typed keywords; deployers instantiate those templates with…
The document reviews thematic funds, which target long-term narratives such as artificial intelligence or alternative energy. It describes a surge in US thematic-fund assets and inflows through early 2021, then frames investment as a difficult selection…
The document describes John Ehlers’ MESA Stochastic, a modified stochastic oscillator designed to reduce noise and spectral dilation. It combines a high-pass filter, a SuperSmoother filter, and normalization over a lookback window, then smooths the resulting…
The document proposes a Chinese A-share screening rule combining daily price amplitude, relative volume, and a price-shape condition described as a rounded or arc-like move. Its narrative specifies amplitude above one percent and a volume ratio between 1.5…
The document presents an implementation of a Dual Thrust style breakout system. On a new bar, it calculates a range from the larger of the recent high-to-low-close and close-high-to-low ranges, then places upper and lower trigger rails around the bar’s open…
The article offers three discretionary rules for stock traders: favor stocks that have previously produced gains for the trader, concentrate research on a small number of names, and use price trends to guide holding and exit decisions. Its most explicit…
This description outlines an Expert Advisor that checks for signals when a new bar appears. Its displayed decision rules open a long position when the fast moving average is above both the normal and slow averages and two Parabolic SAR readings are below the…