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.
79,386 documents
This report examines whether commodity futures signals and trades should use the most liquid main contract or an actively traded near-month contract. It defines active near-month contracts using liquidity and price sensitivity, then compares contract choices…
The document describes a Chinese equity screen combining a daily price range above 1%, a condition that the prior session was not limit-up, and a recent three-session rise. It presents the screen as a way to find volatile stocks with positive price momentum…
This podcast account follows Michael Dunn’s move from fixed-income and equity trading into crypto derivatives and Bitnomial’s effort to build a regulated U.S. exchange and clearing infrastructure. It describes exchange components such as matching engines,…
This document outlines an automated forex system that enters a trade when the STLMCandle indicator changes color at a bar close. A transition between blue-green and orange triggers a deal in the corresponding direction. The post identifies the required…
This Chinese-language post describes a short-term stock screen using three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and prior-day trading value above 60 million. It frames the RSI as a price-condition…
The document explains a strategy lifecycle method that runs when strategy execution is interrupted. It presents the hook as a place to stop trading gracefully, with selling all assets given as an example action. A brief Python example defines the method on a…
This market newsletter combines digital-asset developments with indicators and market commentary from October 2024. It reports growth in OpenEden’s tokenized U.S. Treasury vault, contrasts Bitcoin and Ethereum ETF assets and flows, and describes a recovery…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
The document describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a six-period RSI below 65. It gives example implementations in…
This Chinese stock-screening idea selects shares with an amplitude measure above one, upward separation in short-term moving averages, and an auction-period price change between minus two and five percent. The stated rationale is to combine evidence of…
The article describes a way to collect exchange ticker data concurrently while a JavaScript trading strategy runs. A separately compiled Go program acts as a protocol plugin and repeatedly requests market data, stores the latest ticker response, and serves…
This Chinese market stock screen combines a technical momentum or condition filter with trading-flow and valuation criteria. It selects Shenzhen main-board stocks with RSI below 65, positive product of percentage price change and net super-large-order…
This five-minute crypto strategy combines entry conditions drawn from two named Bollinger Band approaches. One setup looks for a sharp downward move below a 40-period lower band, with price change, candle tail, and closing-price conditions used to qualify…
This configuration defines a Qlib workflow for predicting short-horizon CSI 300 stock returns with a temporal convolutional network (TCN). It uses Alpha158 features, filters a specified set of feature columns, applies robust cross-sectional normalization,…
This Chinese-language research summary examines fund performance, subscriptions and redemptions, manager concentration, and sector returns around the first half of 2020. It reports gains for three categories of active equity funds and compares the scale of…
This document describes an expert advisor that detects price gaps on a selected timeframe and opens a position according to the gap's direction. A newly formed bar triggers the check; the measured gap is compared with a configurable threshold before the EA…
This indicator plots price levels associated with earlier Parabolic SAR switches, aiming to reveal areas where price may reverse or where a trader may reassess a position. Its settings are described as optimized especially for hourly and four-hour charts,…
The document describes a linear regression channel indicator that adds independent support and resistance lines to a standard regression channel. These additional lines can extend across a large portion of the price amplitude and can cross independently on…
Dual Thrust is described as a trend-following system that defines a recent trading range using the larger of two spans: the highest high minus the lowest close, or the highest close minus the lowest low, over a lookback period. The system places an upper buy…
This stock-screening idea combines a relative strength index below a stated threshold with three consecutive down sessions and a moving-average crossover. The written description specifies a weekly five-period average crossing above a ten-period average,…
The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…
This document describes a forex Expert Advisor that combines MACD and Stochastic indicators. It limits entries to one position per bar and uses three configurable time windows to determine when entries may occur. Its settings include an option to disable…
This short response outlines basic risk controls at both the individual-stock and broad-market levels. For a stock position, it suggests monitoring profit and loss and using risk indicators to trigger an exit, with moving-average crossovers and a multi-day…
The document examines how factor exposure limits in a multi-factor portfolio optimization model affect active returns and risk. Raising the caps can increase excess return, drawdown, and tracking error, so the change in return relative to the change in risk…