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.
430 documents
The article presents five principles for short-term stock trading: prominent stocks may attract liquidity despite looking expensive; near-term prices reflect the balance of buying and selling shaped by expectations and sentiment; traders should seek gaps…
The document introduces a moving-average arrangement scoring model, or MASS, that assesses market direction and trend strength from the relative ordering of multiple moving averages. It aims to combine the smoothness of longer averages with the quicker…
The report describes a CTA approach for Chinese stock index futures that combines weekday return patterns with intraday effects. Its analysis notes higher return probabilities overnight and during the first half hour after the open, and different weekday…
This tutorial shows how to implement a collection of Chinese stock features and screening rules in BigQuant AIStudio 3.0. It divides them into expression features and expression filters, then explains that the same calculations can be entered as a SQL query.…
This stock screen combines three conditions: daily price range above 1%, closing price below 20, and more than two limit-up sessions in the preceding ten days. The document provides example implementations in a Chinese stock analysis formula language and…
This guide explains simple and exponential moving averages as ways to smooth price series. An SMA averages prices over a selected window, while an EMA updates recursively and gives more weight to recent prices. It illustrates both calculations with a short…
This assignment response translates two discretionary stock approaches into rule-based proposals. One combines recent institutional fund inflows, positive company earnings, improving per-share profit, elevated trading volume, and a price ceiling relative to…
This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…
The document describes a beginner’s question about passing results from earlier BigQuant modules into a backtest. The proposed strategy uses a fixed universe of ten stocks, ranks them daily by five-day return in ascending order, buys the five lowest-ranked…
This Chinese-language event listing outlines a dynamic trading approach for timing exchange-traded funds. It identifies three components: selecting a pool of highly liquid ETFs, ranking candidates with multiple momentum dimensions, and adjusting the approach…
This Chinese equity market report summarizes sector performance, index and industry valuations, market breadth, fund positioning, and an intermediate-term trend model. It reports that building materials, agriculture and forestry, utilities, light…
This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…
This Chinese-language post describes a stock selection screen combining three conditions: RSI below 65, the day’s volume above 1.05 times the prior day’s volume, and the absolute move from the previous close to the opening price below 6%. It frames the…
This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…
This assignment turns a discretionary idea—finding concentrated holdings in recent hot industries—into a proposed equity research process. It suggests first identifying strong sectors with a sector momentum factor, then ranking stocks within those sectors…
This short indicator description covers a chart tool that displays four semaphore-style signals based on money flow index (MFI) oscillators with different periods. It presents the signals as trend cues when oscillator readings enter user-defined overbought…
This research review examines whether predictable stock returns in particular months reflect changing risk or temporary mispricing. Its central test is seasonal reversal: if a stock earns unusually high returns in one calendar period because demand…
This study examines whether investors chasing Morningstar mutual fund ratings can move stock prices through fund flows. Before Morningstar’s June 2002 methodology change, ratings were closely tied to broad fund performance and therefore favored some…
The document describes how to build daily return data for level-two industries and use it in stock selection. It proposes joining stock industry classifications with daily returns and float market capitalizations, then grouping by industry and date. Each…
This student submission translates a Chinese “dragon returning” trading approach into a factor-based stock strategy. It first identifies strong sectors with sector momentum, then selects leading stocks within them using stock momentum and price-volume…
This document summarizes a securities research report on constructing factors from high-frequency data, with a focus on combining intraday and day-level information. It frames the choice of calculation method around whether price and volume signals retain…
This excerpt summarizes a Chinese equity market review for the week of April 13–17, 2020. It reports relative industry strength, index valuation direction, sectors with comparatively low and high price-to-earnings ratios, the share of stocks reaching 60-day…
This research summary reviews trend-following indicators and how to build strategies for broad asset allocation and industry allocation. It groups 41 indicators by their input data, filtering, moving-average construction, and signal generation, arguing that…
The document explains MACD as the difference between a faster and a slower exponential moving average, with a signal line formed as an EMA of MACD. It describes the histogram as the difference between those two lines and gives the common 12, 26, and 9 period…