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 explains how an OctoBot user can subscribe to a community strategy, import its profile, and configure a bot to follow the strategy’s trading signals. Followers receive signals when the source bot creates or cancels orders, and their order amounts…
This Chinese-language article outlines an equity screening rule that combines a relative strength index below 65, a positive product of price change and a proxy for net large-order activity, and a shortening MACD histogram on a 15-minute interval. The stated…
This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…
This Chinese equity screen builds a stock pool using three signals: RSI below 65, a shortening negative MACD histogram on 15-minute bars, and capital-flow strength ranked from high to low. The code example calculates RSI and MACD from intraday prices and…
This Chinese stock-selection note screens for turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume, and an indication that major investors controlled the stock on the prior day. The stated rationale is to…
This report surveys asset-allocation approaches grouped by their inputs: mean-variance models, risk-allocation models, and subjective methods. It expresses several optimization-based risk models, including mean-variance, risk parity, and maximum…
The document describes a trade-management library for positions that have already been opened. It can move stops to break-even after a profit threshold, trail stops, partially close positions, and add missing stops or targets. Triggers can use multiples of…
This Chinese equity screening idea selects stocks with a prior-day amplitude above 1, no limit-up close on the previous day, and an opening gain below 6% at 9:25. The stated rationale is to avoid shares already showing a large opening rise while retaining…
The post proposes screening Chinese stocks for robot-concept membership, turnover between 3% and 12%, circulating market value below 10 billion yuan, and a daily control ratio above 21. The stated idea is to combine thematic exposure and smaller float value…
This post describes a Chinese A-share stock screen combining a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, while excluding stocks associated with Beijing. The stated rationale is to combine a technical condition…
The document introduces quantitative investing as using computer technology to analyze investment data, make trading decisions, and execute trades. It outlines two practical advantages: computers can process large amounts of information quickly, and…
This post describes a Chinese equity selection rule that screens for companies classified in the metaverse sector, with prior-day actual turnover between 3% and 28%, and a nonempty name for an outstanding convertible bond. The stated interpretation is that…
This stock-selection proposal combines three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and shareholder ownership concentration above 70%. The document…
The proposed A-share selection rule filters for stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then selects stocks using the previous day's turnover multiplied by the ratio of current auction…
This indicator measures the current candle’s open, high, low, and close relative to the close from 60 bars earlier. It expresses each log price change on a scale adjusted by average true range, framing the result as a way to compare recent movement with…
This document describes a Chinese equities screen using a daily turnover rate between 3% and 12%, a positive product of price change and large-order net flow, and return on equity above 15% in each of the prior five years. It presents the rule as a…
The document presents a Chinese equities screening rule combining daily price range, a low KDJ reading, and a recent three-session limit-up streak. Its stated aim is to find volatile stocks whose indicator reading is low while they remain active short-term…
This overview introduces several machine learning approaches used in stock strategies: deep neural networks, convolutional networks, LSTMs, gradient-boosted trees, and a ranking model built around GBDT. It briefly describes what each model can learn or…
The document describes a cross-exchange market-making strategy that posts limit orders on a less liquid maker market and hedges filled orders on a more liquid taker market. Maker prices are intended to leave at least a configured minimum profitability…
This proposed stock screen selects main-board Chinese shares with RSI below 65, a daily gain above 1%, and at least two limit-up moves during the prior 500 days. The article interprets the RSI condition as indicating potential rebound room, the positive…
The document describes a script for placing buy or sell market orders and buy or sell limit and stop orders. It lets the user specify stop loss and take profit distances in pips, avoiding the need to calculate decimal price adjustments manually. Slippage and…
This MetaTrader expert advisor uses stochastic crossovers for entries: it buys when %K crosses above %D and sells when %K crosses below %D. The stated setup is for an H1 chart, with adjustable stochastic periods and slowing. It assigns each trade a fixed lot…
This example configures a built-in execution-testing strategy for an ETH perpetual contract on Hyperliquid mainnet. At startup, it can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. It…
This Chinese stock-screening idea selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and filters for a “today control” indicator above 21. The article presents the combination as a way to identify stocks…