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.
12,226 documents
The post asks how to reproduce a backtest setting from JoinQuant in another Chinese trading platform. The JoinQuant setting described allows limit orders to fill directly without checking the submitted price or quantity, which the author wants to use when…
This Chinese-language post proposes a stock-selection screen for Shenzhen main-board shares. It combines prior-session price amplitude above 1%, circulating shares no greater than 5.5 billion, positive price-to-earnings below 29.01, and positive…
This document presents a technical equity screen requiring at least five moving averages to converge, a positive return, and the 20-day moving average to exceed the 120-day average. Its rationale is that clustered averages may indicate relatively stable…
This document describes an equity screen combining daily price amplitude above 1%, market capitalization below 10 billion yuan, positive net profit in each of the latest four quarters, a nonempty convertible-bond short name, and an opening price above the…
The study summary describes estimating bond fund asset exposures from externally available data when reported holdings are delayed, infrequent, and incomplete. Its central method is regression: fund returns are related to price-weighted asset returns, using…
This stock screen combines three conditions: daily amplitude above one percent, at least two apparent limit-up moves in the prior 500 days, and three consecutive declines in closing price. The stated rationale is to find historically active stocks that have…
This post presents a proposed Chinese A-share screen using RSI below 65, an external-to-internal trade-volume ratio above 1.3, and exclusion of Beijing-listed stocks. It also describes a 10-day price-change filter in the Python example, retaining stocks with…
This post presents an A-share stock screen that combines a technical indicator, reported earnings growth, and institutional ownership. It selects shares with RSI below 65, year-over-year growth in net profit attributable to the parent company above 20% and…
This Chinese-language post outlines a short-term A-share stock screen that combines price activity and a limit-up pattern. Its stated filters include amplitude above a threshold, a claim of main-force control on the prior day, exclusion of ST-designated…
This document outlines a Chinese stock screening idea that combines a daily price-range threshold, a newly formed KDJ crossover, and a company-type condition. The intended output is a pool of candidate stocks. It also sketches formula and Python…
The post describes a stock-selection screen that ranks companies by capital-flow strength and considers share price and revenue growth. Its core growth condition compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1. The final proposed…
This proposed stock screen targets companies classified in the metaverse sector during 2021. It selects stocks that appeared on the previous day’s trading leaderboard, have market capitalization below the stated limit, and report positive net income. The…
The document presents a short-term stock screen that selects shares with current turnover between 3% and 12%, greater volume at the best bid than at the best ask, and previous-day turnover above 8%. It frames turnover as a liquidity and activity measure and…
This Chinese equity screening rule selects main board stocks with turnover between 3% and 12%, a listing year of 2021, and a latest close more than 1% above the previous close. It combines a liquidity or activity filter with a recent price strength condition…
This proposed A-share screen looks for stocks classified in the metaverse industry that appeared on the previous day’s Dragon and Tiger List and have a rising DEA indicator. The article treats list inclusion as a sign of market attention and a higher DEA…
This stock screen selects companies assigned to the metaverse industry when the KDJ indicator has just formed a bullish crossover and prices have closed lower throughout the recent seven-session window. The proposed rationale combines a technical signal with…
This stock-screening idea selects companies in the metaverse theme whose prior close is at or above the 250-day moving average and whose prior session closed below its open. The bearish-candle condition is treated as a possible setup for a subsequent…
This introductory note outlines common uses of quantitative investing: systematic analysis, market monitoring, and trade execution. It presents a basic process that moves from obtaining data to developing and backtesting strategies, then carrying them into…
The document presents a Chinese equity screen limited to the metaverse category. It combines a morning price-change condition below 6% with turnover greater than 2% and less than 9%. The stated rationale is to focus on shares in a chosen thematic group while…
This Chinese equity screening idea requires turnover between 3% and 12%, a newly formed KDJ golden cross, and three consecutive declining sessions. The stated rationale is to focus on shares with moderate trading activity, a potentially positive indicator…
The document describes a Chinese equity screen that combines daily price range, a recent-high condition, and trading value. It selects stocks whose high-low range exceeds 1% of the previous close, whose high matches the highest value across the current and…
The document describes a simple Chinese equity screening rule: select stocks whose turnover ratio is between 3% and 12%, that appeared on the prior day’s Long Tiger List, and whose codes begin with 60. It gives examples of expressing these filters in a…
This document outlines an equity selection rule based on price amplitude above 1, MACD crossing above zero, RSI over 14 periods above 50, and a condition described as the start of a strong upward move. It frames these criteria as technical signs of…
This document describes a Chinese equity screen combining daily price amplitude above 1, market capitalization above 200 million, and a shortening 15-minute MACD histogram. It interprets the amplitude filter as a way to find more active stocks, the size…