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
This document is a job listing for a quantitative strategy researcher in Hangzhou. It outlines research responsibilities that include building quantitative models for financial markets, studying arbitrage approaches such as statistical and event arbitrage,…
This stock-selection note proposes screening for shares with a daily trading range above a threshold, no limit-up close on the prior day, and a newly formed KDJ bullish crossover. It presents the crossover as a technical signal that may mark the start of an…
This Chinese-language post presents a stock-selection screen combining an RSI below 65 with price change multiplied by super-large-order net flow, followed by a ranking on large-order net flow. It frames RSI as a technical filter and order-flow measures as…
This Chinese-language post outlines an A-share stock screen using a daily high-low range above 1%, a closing price of 18.5 yuan, and a 30-day moving average that is rising. The range condition is intended to select volatile shares, the fixed price is…
The post proposes selecting stocks whose MACD is above zero, whose company characteristics are considered favorable, and whose market popularity ranks highly. This blends a technical momentum signal with a basic company-quality filter and investor attention.…
This post describes a Chinese equity selection idea that combines daily price amplitude, a ranking based on net large-order volume, and a “today control” threshold above 21. It presents amplitude and order-flow measures as ways to find active stocks, while…
The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and at most 100%, and a share price below 12. It presents the…
This proposed A-share screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, a non-loss condition, and a same-day Morning Star candlestick pattern. The article treats the pattern as a possible short-term reversal signal and…
This screening proposal selects Chinese equities using three conditions: daily amplitude above one percent, a closing price below 20, and at least two limit-up events within 500 days. The article frames amplitude as a measure of price fluctuation, the price…
The document introduces the momentum line, or MTM, as the difference between the current closing price and the close from a chosen number of days earlier. Connecting these values produces the momentum series. A moving average of recent MTM readings provides…
This document proposes screening Chinese A-share stocks for turnover between 3% and 12%, a recent bullish KDJ crossover, and a rounded-base chart pattern. Its indicator example also requires the close to be at or above the 20-day moving average. A Python…
The document describes a Chinese equity screen for robot-themed stocks with daily price amplitude above 1%, circulating market value below 10 billion, and daily return between -5% and 2.6%. It outlines formula-style and Python examples for applying the…
This short-term stock screen selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and more than two limit-up days within a ten-day window. The article frames turnover and daily gains as signs of activity, while repeated…
The article examines how training-window length can affect an AI stock-selection model. It compares longer historical samples with shorter windows using manual rolling training and a held-out backtest period. In the reported experiments, changing the…
This stock-screening method combines a turnover range of 3% to 12% with exclusion of Beijing-listed A-shares and a newly formed KDJ golden cross. The cross is defined as the K line moving above the D line after being below it, using a nine-period price range…
This Chinese-language post gives a rule-based screen for stocks in the metaverse theme. It selects names whose price change by 9:25 is below 6% and whose previous-day opening-auction turnover rate exceeds 0.26. The author frames auction turnover as a way to…
The strategy ranks stocks each month using five inputs: trailing-twelve-month price-to-earnings and price-to-sales ratios, price-to-book value, one-month price momentum, and one-month trading value. The author reports that trailing-twelve-month PE and PS…
This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…
This Chinese-language post outlines an equity screen that ranks stocks by a measure of capital strength derived from trading volume and float capitalization, then selects those whose KDJ indicator has just formed a bullish crossover. The initial description…
This A-share screening rule selects stocks with an intraday amplitude above 1 and MACD above zero, then chooses the top five by the day's auction-related turnover measure. The stated reasoning is that a positive MACD may indicate a favorable trend, while…
This A-share stock screen combines a relative strength index below 65, a historical dividend payout ratio above 25% for 2019, and a ranking by stock popularity. Its stated rationale is to blend a technical filter, market activity, and a dividend-related…
This A-share screening idea looks for stocks with MACD above zero that had three consecutive limit-up sessions through the prior day, then ranks candidates by reported popularity. It is intended to combine a positive technical signal with recent momentum and…
This stock screen combines a 14-period RSI below 65 with a listing-age filter and a 15-minute MACD condition described as shortening green histogram bars. The proposed refinement adds a minimum market capitalization of 5 billion and excludes a specified…
This proposed Chinese stock screen selects companies associated with the metaverse theme when an institutional-flow indicator is positive and the stock has recorded three consecutive daily declines. The document gives formula references and sample Python…