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 discussion explains why a natural-language stock query accepted by a web screening service may fail when used to initialize a stock universe in a backtest. The example is a daily TD buy-setup query: it works on the website, but the backtest reports that…
The document explains the traditional 60/40 allocation: 60% in equities and 40% in bonds, periodically rebalanced to restore those weights. It presents the portfolio as a simple, low-cost benchmark that can use domestic or global assets. Its rationale is…
This A-share screening idea combines a metaverse industry classification with appearance on the prior day's trading leaderboard, a close below the five-day moving average, and a count condition involving down candles over the latest 20 sessions. The article…
This EUR/USD expert advisor averages losing positions in one chosen direction, buying or selling at the user's setting. When price moves against the open position by a specified step, it adds an order of fixed volume. After accumulated positions reach a…
This Chinese equity screen filters stocks by turnover, circulating share size, and a specified enterprise attribute. The stated criteria set turnover between 3% and 12% and circulating shares at no more than 5.5 billion. The article also gives an example of…
This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…
This document describes a Chinese equity screen using three conditions: daily price amplitude above 1%, prior-day trading value above 60 million, and circulating market capitalization above 10 billion yuan. It presents the screen as a way to find actively…
This Chinese stock-selection post proposes ranking companies by capital-flow strength and market attention, while limiting the universe to firms with market capitalization below 10 billion yuan and no losses. Its final suggested logic adds a return threshold…
This document describes an intraday breakout system for the French CAC 40 using the early-session high and low as reference levels. It tracks the range from the opening period, then places stop entries beyond those levels when the range and the price’s…
This Chinese stock-screening note describes a short-term filter for mainland equities. It starts with robot-related companies whose circulating market capitalization is below 10 billion yuan, whose daily high-to-low range exceeds 1%, and whose shares had…
This Chinese-language post describes a stock screen that combines a daily price-range condition, weekly MACD above zero, and year-over-year net profit growth attributable to parent-company shareholders within a stated interval. It presents the combination as…
This report tool exports one CSV row for each closed position, grouping deals by position identifier. Its fields include symbol, direction, entry and exit details, profit points, maximum favorable excursion (MFE), maximum adverse excursion (MAE), capture…
This Chinese-language post describes a stock screen requiring amplitude above 1, more than a year since listing, and daily MACD above zero. It presents the positive MACD condition as a sign of an upward price trend, while amplitude and listing age serve as…
This introductory assignment defines quantitative investing as using computer programs and historical market data to identify assets and apply predefined buying and selling rules. It highlights the ability to scan a broad universe more quickly than a human…
This study examines whether active U.S. equity mutual funds that increase portfolio concentration subsequently achieve better risk-adjusted performance. Its rationale is a tradeoff: concentrating holdings can give greater weight to the manager’s strongest…
This article describes the infrastructure and workflow needed for systematic options trading. It emphasizes collecting and organizing data across many strikes and expiries, then computing pricing and volatility measures that can support historical analysis…
This document describes an expert advisor that manages open positions for the chart symbol on which it runs. It monitors position profit and loss against configured take-profit and stop-loss levels, then closes positions at market when a threshold is…
The document presents a channel-based trading indicator using a 40-period average of typical price as its center line and a 40-period average of the true range to set upper and lower bands. It defines a long entry when the center line is rising and the high…
This document describes an MQL5 Wizard-generated Expert Advisor that combines a moving-average trend signal with the Relative Strength Index. It evaluates signals when a new bar appears and uses weighted indicator inputs with configurable thresholds to open…
This article outlines a stock selection rule based on daily price amplitude above 1, RSI below 65, and turnover from 3% to 12%. Its final proposed version also includes a price-to-earnings ratio below 30. The explanation treats amplitude as a measure of…
This Chinese-language article describes an A-share screening rule combining turnover, a newly formed KDJ bullish crossover, and upward separation of moving averages. Its stated conditions use a turnover range of 3% to 12%, a KDJ cross, and a short moving…
Buy and hold is a passive investment approach in which an investor selects securities and keeps them through short-term market fluctuations. The document explains that owning common stock can provide voting rights and participation in company profits, while…
The document explains a lock as equal-sized long and short positions in the same asset, which offset price-driven gains and losses while tying up margin. Its VR Locker Lite example opens both sides together, then uses averaging to expand the positions.…
This Chinese equity screening example combines three filters: an intraday high-low range above 1%, a high ranking for net large-order volume, and prior-day opening-auction turnover above a stated threshold. The example sorts selected names by trading amount…