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 MetaTrader 5 tutorial explains how to instrument an Expert Advisor so an optimization workflow can save balance and equity data and attach custom criteria to each test pass. It describes adding calls in tick and tester lifecycle functions, recording…
This research report explains how equity risk factors and factor models can help identify portfolio risks, estimate return covariances, and analyze portfolio performance. It distinguishes risk factors from alpha factors and discusses factor returns,…
This overview describes cloud mining as a way to participate in proof-of-work mining by renting a share of a provider’s hashpower or leasing equipment housed in a mining operation. Customers pay for access and may receive a proportional share of rewards. The…
The article explains cloud mining as renting hashpower or leasing mining equipment from a remote operator in return for a share of potential mining proceeds. It contrasts this arrangement with owning and operating hardware, outlining the lower technical and…
This stock-selection post proposes screening for a daily range above a threshold, excluding stocks that closed at the limit the previous day, and requiring several moving averages to align. The accompanying rationale is that larger ranges may offer more…
The document describes a simple expert advisor that monitors the combined profit or loss of open trades after it is attached to a chart. It offers two modes: close all trades once profit exceeds a configured fixed amount, or close them once profit exceeds a…
A trader reports that a CTA strategy can receive a short opening fill and a long opening fill almost simultaneously when placing stop orders on opposite sides of a Bollinger band. The strategy tracks net position, so equal and opposite fills bring that value…
This Expert Advisor strategy uses color changes in XDPOCandle indicator bars to trigger trades. A signal forms at bar close when the indicator changes from orange to light green or in the reverse direction. The document identifies the required compiled…
This summary of a 2018 A-share report reviews quantitative fund products, equity factor styles, and institutional responses to a difficult market structure. It says index-enhanced fund assets rose by 55.31 billion while hedged and actively managed…
This post describes a Chinese equity screen combining three conditions: daily price amplitude above 1, previous-day turnover above 60 million, and a 2019 dividend ratio above 25%. It presents the first condition as a way to find more volatile stocks,…
This proposed stock screen combines a measure of current buying activity with recent limit-up occurrences. Its stated conditions are a buying-share measure above five percent and more than two limit-up days within ten days; it also refers to a listing-age…
This stock-selection screen combines daily price movement and trading activity. It selects shares with an intraday high-to-low range of at least one percent and turnover between two and nine percent, while excluding stocks that closed at the upper price…
The document explains slippage as the difference between an expected price and the execution price. It emphasizes the interaction between market movement and order transmission delay, arguing that fast price changes and network latency can make short-horizon…
The article describes an architecture that combines iTick market feeds, other economic and alternative data, and DeepSeek-R1 to support quantitative research workflows. It proposes attention-based data fusion, automated strategy variant generation,…
The document summarizes U.S. retirement accounts, especially 401(k) plans and IRAs, as flexible account structures that offer a broad range of investments. It reports that mutual funds represent about half of assets and describes equity funds as the largest…
The document considers whether quantitative trading in China has a durable future as the field becomes more crowded. It argues that more participants using similar strategies can compress the limited excess returns available in an A-share market that is not…
This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…
This document outlines an Expert Advisor that trades from the ColorXMACDCandle indicator, evaluating signals when a bar closes. A configurable trend mode chooses between two approaches: detecting an intersection between the XMACD signal line and histogram…
This note proposes screening stocks with turnover between 3% and 12%, a K value below 20, and 2021 revenue more than 10% above 2018 revenue. It combines a trading-activity range and a technical threshold with a multi-year revenue comparison, aiming to…
This note describes a Chinese stock screen combining amplitude greater than one, a prior-day 9:15 matching price at the limit-down level, and trading activity during 2021. The stated rationale is to identify volatile stocks alongside a signal of weak market…
The document compares security and transparency measures at several centralized crypto exchanges, including cold storage, account authentication, withdrawal controls, audits, proof-of-reserves reporting, insurance arrangements, and regulatory status. It…
This report introduces intraday high-frequency trading in the Chinese securities market, framing it as an attempt to capture short-lived market inefficiencies caused by investor behavior or delayed reactions to information. It defines the strategies under…
This report studies whether rotating among industry and thematic exchange-traded funds can support an absolute-return portfolio. It selects 14 industries with matching funds from a broader set of Chinese industry groups, then compares a rotation portfolio…
This expert advisor manages trailing stops for all positions on the current trading symbol. Its configurable inputs include an initial stop-loss distance, the profit distance at which trailing begins, the increment used to adjust the stop, and the maximum…