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.
16,761 documents
This research summary proposes a stock illiquidity factor based on the shortest path through intraday candlestick data. It aims to improve on a conventional proxy that relates price returns to trading volume, which the authors say can be unreliable during…
This article explains a contrarian rebalancing strategy that keeps a Bitcoin position and cash at roughly equal market values. It begins with the broader stock-and-bond allocation idea, then applies it to a BTC account. When the asset values diverge beyond a…
This research summary reviews the low-volatility equity factor across overseas markets and mainland Chinese shares. It describes the behavioral explanation that highly volatile stocks may be more vulnerable to speculation and rich valuations, while…
The document outlines a single-asset strategy based on the average of 30-day and 72-day moving averages. It treats a close below 80% of that average as a deeply discounted condition, then waits for a 5% rebound from the triggering close before buying. For an…
The document describes a Chinese equity screen that selects stocks with at least five moving averages overlapping, a circulating share count no greater than 5.5 billion, and a 20-day moving average above the 120-day average. It then proposes sorting…
This essay describes quantitative trading as the automated execution of investment models designed and assessed by people, rather than as an independent mechanism for discovering profitable strategies. It emphasizes that rule-based systems can apply…
This EURUSD trend-following example uses the default MACD settings and a 14-period ADX filter. It opens a long position when MACD crosses above zero and a short position when it crosses below zero, provided ADX is above a stated minimum threshold. The sample…
This Chinese-language post describes a stock selection screen combining daily price range, a morning-star-related candlestick condition, and a close above the five-day moving average. Its stated rationale is to find shares with price movement, a possible…
This forum discussion addresses how a VeighNa portfolio strategy should create daily bars and initialize technical indicators from historical data. A user proposes emitting completed daily bars based on exchange-specific end times, while accounting for…
This description explains an Expert Advisor that takes trade signals from the ColorBullsBearsEyes indicator, a modification of BullsBearsEyes. A signal is generated at bar close when selected conditions occur, such as a break in the indicator’s average line,…
This example describes an AI trading team modeled on concentrated investing. A quality researcher selects a high-quality large-cap company, an activist bull develops the case for catalysts and value creation, and a short-seller challenges the thesis on…
A BigQuant forum answer addresses why a stock selection strategy’s returns changed from positive to negative after neutralizing and standardizing its inputs. The reply explains that StockRanker uses a tree-based structure and, according to the respondent,…
A VeighNa community discussion distinguishes between a data interface and a provider that supplies data for use in the platform. Participants suggest CTP for free intraday data and mention TQSDK, but the exchange focuses on the practical difference between…
The forum exchange discusses a limitation in VeighNa’s graphical backtesting interface. A user notes that CTA strategies can be tested through the GUI, while other strategy types, including multi-contract strategies, are run from code in Jupyter. They ask…
This expert advisor uses the SSL_NRTR indicator to identify potential trend changes. It generates a signal when a bar closes and the indicator switches from a neutral state to a trend state, or changes from one trend direction to the other. The strategy can…
The article explains the common U-shaped intraday volume pattern, with activity elevated near the open and close. It proposes that informed traders may prefer these liquid periods to act on information gathered before the open or to avoid overnight risk,…
This Chinese equity screening idea combines three signals: at least five moving averages converging, appearance on the prior day's trading leaderboard, and a positive return below 35% over ten days. The stated interpretation is that converging averages may…
The document outlines a training program on cross-sectional multi-factor strategies, also described as alpha strategies. Its curriculum spans factor data preparation, supervised learning, model evaluation and interpretation, portfolio construction, and…
This crypto trading blog page presents a comparison of two trading-bot services and frames the choice around whether a trader wants to build strategies or follow existing ones. It also summarizes a broader point: a bot automates execution, but the quality of…
This strategy rotates among a fixed pool of 11 ETFs spanning several asset classes and markets. Every five trading days, it ranks candidates using a 25-day linear-regression slope multiplied by R-squared, then adds a short-term signal based on the five-day…
This forum exchange explains a common execution issue in daily-bar backtests. A trader submits a sell order using the current bar’s closing price, but the order is evaluated for execution on the following day. Since the next opening price may differ from the…
The tutorial presents a deep reinforcement learning workflow for trading a portfolio of Dow 30 stocks. It frames trading as a Markov decision process: the agent observes prices and engineered features, including MACD and RSI, then outputs per-stock actions…
The README describes a market replay framework for researching high-frequency trading and market-making strategies. It reconstructs order books from detailed market data and simulates order and feed latency, queue position, and fills. Its tick-by-tick engine…
This Chinese research note proposes using capital flow ratios within style-factor portfolios to guide style rotation. It argues that raw inflow and outflow totals mostly move alongside prices, while flows measured against trading value or by…