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 note describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an opening price between the current and previous 10-day moving averages. It presents the…
This note proposes screening Chinese stocks for daily amplitude above 1%, circulating market value above 10 billion yuan, and a nonempty name for an outstanding convertible bond. It describes the combination as a way to consider price movement, company…
This note describes a Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It presents the conditions as a way to find active stocks with a past burst of upward price…
This article outlines a Chinese stock screen that excludes Beijing-listed shares, requires a daily high-low range above one percent, and selects companies with a 2019 dividend ratio above 25 percent. It offers example formula logic and partial Python code…
This article proposes a Chinese equity screen combining three conditions: membership in the metaverse industry, a positive institutional-flow measure, and private-enterprise status. It presents corresponding formula references and a Python example that…
This Chinese equity screening example combines four conditions: daily price amplitude above 1%, membership in a robotics concept group, circulating market value below 10 billion, and a current high that exceeds the previous day's high and is at least as high…
This post describes a Chinese stock screening rule that ranks candidates by trading volume, requires a nonempty name for outstanding convertible bonds, and filters for a 9:25 a.m. gain below 6%. Its rationale is to favor actively traded stocks, include…
The proposed Chinese stock screen first looks for shares with amplitude above 1%, a high equal to the maximum of the current and previous day, and non-ST status. It then applies a five-condition limit-up method: daily gain above 9.5%, turnover above 5%,…
This stock-selection rule combines RSI below 65 with a circulating market value between 5 billion and 10 billion yuan and ROE above 15% for five consecutive years. It aims to pair a technical condition with company profitability and size filters. The post…
This Chinese stock screen selects shares with price amplitude above 1%, turnover greater than 2% and less than 9%, and no price-limit rise on the previous day. The rationale is to find stocks showing notable movement and market participation while excluding…
This document proposes a Chinese stock screen requiring a reported position increase above 5%, a daily maximum decline between 4% and 5% in magnitude, and a 20-day moving average above the 120-day average. The intended combination looks for buying activity…
This document outlines a Chinese equity screening rule combining a daily price range of at least 1%, market capitalization below 10 billion yuan, positive net profit, and a weekly MACD reading above zero. It frames the range condition as a way to find more…
This Chinese A-share selection rule looks for stocks classified in the metaverse industry that appeared on the trading leaderboard the previous day and whose company type is identified as a high-tech enterprise. The article gives corresponding platform…
The document describes an equity screen combining three conditions: at least five overlapping moving averages, a positive price-to-earnings ratio, and 2021 revenue divided by 2018 revenue above 1.1. The moving-average overlap is presented as a sign of…
This A-share screening idea combines three filters: daily amplitude above 1, a daily maximum decline between 4% and 5%, and a nonempty name for an outstanding convertible bond. The explanation frames amplitude as a volatility measure, the decline as a…
This document outlines a stock screen combining a positive MACD reading, upward-diverging moving averages, and a revenue ratio comparing 2021 with 2018 that must exceed 1.1. It also mentions using company fundamentals as supporting analysis. The accompanying…
This document describes a technical stock screen that combines amplitude above 1, rising lows, and a close above both the upper Bollinger Band and its middle line. The stated rationale is to identify stocks with recent price strength and a possible…
This document proposes an A-share stock screen requiring amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a weekly five-period moving average crossing above the ten-period average. The author frames these filters as a way to…
This document proposes screening stocks using three conditions: a price range threshold, a current high that matches the highest of the current and previous sessions, and a historical dividend payout ratio threshold. It frames the dividend filter as a basic…
This document describes a Chinese A-share screening approach combining daily price movement, a newly formed KDJ crossover, and a ranking based on trading activity. Its stated rationale is that larger intraday ranges may offer more opportunity, a fresh…
This Chinese-language strategy note proposes screening stocks in a metaverse industry group when MACD, KDJ, and DMI indicators produce bullish crossovers together. It also applies a turnover filter. The discussion first gives a broader turnover interval,…
This document describes a stock screen using three conditions: daily amplitude above 1%, closing price below 20, and a rising MACD DEA line. Its referenced screening formula adds a minimum trading-amount filter and looks for DEA to cross above its prior…
The article explains support vector machines (SVMs) as classifiers that seek a separating boundary between classes. It introduces the geometric intuition of mapping observations into a higher-dimensional feature space, where a nonlinear boundary in the…
This Chinese-language post describes a stock screen for mainland Chinese shares. It filters for turnover between 3% and 12%, excludes Beijing-listed stocks, and selects shares where external trading volume exceeds internal trading volume by a stated ratio of…