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 post proposes an A-share screen using RSI below 65, three consecutive down sessions, and a prior-day “main force control” condition. Its examples approximate the last condition with volume above a moving average and a rolling count of such events. The…
This post describes an A-share stock screen combining turnover between 3% and 12%, a K value below 20, and a current close above the previous session’s low. It presents the conditions as a way to identify stocks with potential for short-term gains, then…
This document outlines a Chinese A-share stock screen for main-board listings. It keeps stocks whose turnover is between 3% and 12%, whose circulating market value is between 5 billion and 10 billion yuan, and whose weekly MACD is above zero. The conditions…
The document describes a Chinese equity screening idea that combines a large daily range, a prior-day opening auction price at the limit-down level, and a rising-bottom condition. Its final version adds a price-to-earnings threshold and volume above the…
This proposed equity screen selects stocks with turnover between 3% and 12%, a listing year of 2021, and a dividend ratio above 25% for 2019. The article presents these as activity, company-age, and historical payout filters. It cautions that relying on a…
This stock screening proposal ranks candidates by relative volume, which the source describes as a proxy for capital activity, and filters for turnover above 8% on the prior day. It also keeps stocks whose price change at 9:25 is below 6%, aiming to avoid…
This article proposes a Chinese equity screen combining price movement and fundamental filters. Its initial conditions look for stocks with intraday amplitude above one, a positive weekly MACD bar, and a daily low roughly 4% to 5% below the prior low. The…
This technical screen seeks stocks with a 14-period RSI below 65, three consecutive down sessions, and a daily high-low range above 1% of the previous close. The accompanying formula and sample code also add conditions for a price decline greater than 2% and…
This Chinese A-share screen combines membership in a metaverse sector with turnover above 8% on the prior day and a three-session limit-up pattern. The article presents the sequence as a way to focus on a hot theme and stocks attracting unusually strong…
The screen selects Chinese shares with turnover between 3% and 12%, then requires the product of the daily price change and the net amount attributed to very large orders to be positive. It ranks qualifying stocks by opening auction value and keeps the top…
This Chinese equity screen combines a price-amplitude condition, the presence of an outstanding convertible bond, and a positive arc-shaped technical indicator. The accompanying formula also applies a market-capitalization threshold and filters out certain…
This document describes a Chinese stock screening rule combining daily price amplitude, a calendar-year condition, and a maximum number of circulating shares. It explains that the amplitude filter is intended to find more volatile stocks and that a smaller…
The document presents a short-term stock screen combining price amplitude, a rising moving-average condition, and a return measure multiplied by relative trading volume. It interprets larger amplitude as evidence of active price movement, rising averages as…
This report summary describes a stock-duration factor inspired by bond duration and constructed using company financial data and analyst consensus estimates. It reports that the factor’s cross-sectional behavior varies with market conditions and across…
The document describes a stock screen combining daily price range, exchange code, and circulating market value. It selects stocks whose codes begin with 60, whose high-to-low range exceeds 1% of the opening price, and whose circulating market value meets a…
The post raises a data-timing concern when using iWencai in quantitative research. Its author says that get_iwencai() does not introduce future data, while some uses of query_iwencai() may do so. The practical takeaway is to check whether a query relies only…
This A-share screening proposal combines three conditions: market capitalization below 10 billion yuan, no reported losses, prior-day actual turnover between 3 and 28, and today’s position-addition share above 5%. The article interprets these as filters for…
This A-share stock screen combines three technical conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a daily price range greater than 1. The note interprets the RSI threshold as avoiding an overbought reading, the…
The note explains the low-lag trend line (LLT) as a timing indicator derived from signal processing. It frames moving averages as low-pass filters: they smooth short-term price fluctuations while retaining slower trend movement. LLT applies a second-order…
This Chinese equity screen combines three signals: daily trading range relative to closing price, a weekly five-period moving average above the ten-period average, and at least one large daily gain in the recent 25 trading days. The article presents the…
This stock screen targets Chinese A-share companies in the metaverse industry whose current average price is above the five-day moving average. It also excludes stocks listed in Beijing. The article gives equivalent screening concepts for a market formula…
This proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event during the preceding 25 days, and a previous close above its 250-day moving average. It combines a liquidity or activity range with a recent…
This Chinese-language post proposes screening mainland Chinese stocks using an RSI below 65, a daily gain above 1%, and a main-board listing. It adds a liquidity condition: yesterday’s turnover rate multiplied by today’s opening-auction volume divided by…
This Chinese-language post presents a short-term stock screen using turnover, daily price change, auction return, trading volume, circulating market value, and large-order net flow. The main description calls for turnover between 3% and 12%, a negative…