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 stock selection rule targets companies classified in the metaverse theme that had at least one limit-up day within the prior 25 days and whose codes begin with 60, a Shanghai listing filter. The post frames the recent limit-up as a possible sign of…
The document outlines a stock screen combining at least five overlapping moving averages with a close above the Bollinger middle band and below the upper band. It presents the overlap as a sign that short and medium term trends agree, and the Bollinger…
This post outlines a Chinese equity screen using three conditions: a price-range measure above a threshold, a dividend yield threshold tied to the stated 2019 dividend criterion, and a closing price above the prior day’s low. It presents these filters as a…
This Chinese stock-screening post proposes selecting shares with a price range threshold, positive large-order net volume for at least three consecutive days, and a limit-up event within the previous month. The stated rationale is to combine trading activity…
This stock screen selects shares with turnover between the stated bounds, three consecutive declining sessions, and a condition that scales yesterday’s turnover by the ratio of today’s auction volume to yesterday’s volume. The scaled value must remain within…
This Chinese stock-screening proposal combines four filters: intraday amplitude above a stated threshold, exclusion of special-treatment stocks, a five-part limit-up setup, and evidence of institutional buying. The accompanying example code approximates…
The document outlines a Chinese equities screen that ranks stocks by a capital-strength measure and selects those with net volume above 0.05 for at least three consecutive days, within a stated 2021 time window. It frames the approach around short-term…
The document describes a Chinese stock screen combining four conditions: membership in the metaverse theme, price above the 250-day moving average, current volume above 10,000 lots, and an opening price above the previous close. It presents these rules as a…
The document describes a Chinese equity screening idea that combines daily price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an opening price near the ten-day average. The stated rationale is to find…
This post outlines a Chinese equity screening rule that selects stocks with daily price amplitude above 1%, turnover between 2% and 9%, and positive institutional activity. It presents the screen as a way to combine price movement, trading activity, and an…
This Chinese-language post describes a stock screening rule intended for selections made before 10 a.m. It combines an amplitude threshold above 1, exclusion of ST-designated stocks, a five-session condition requiring closes at or above their five-period…
This stock screen combines three conditions: membership in the metaverse industry, an opening price near the 10-day moving average, and a prior-day appearance on China’s Dragon-Tiger list. The article presents the screen as a way to combine an industry…
This proposed equity screen combines three conditions: a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and a pattern intended to identify rising lows. The idea is to find stocks with a constrained momentum reading, stronger…
This equity screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and a listing age above a chosen threshold. The document gives both platform-style selection conditions and a Python outline, with…
This stock screen combines three technical conditions: the 20-day moving average must exceed the 120-day moving average, RSI must be below 65, and the intraday high-low range must exceed 1% of the closing price. Together, these rules aim to find stocks with…
This brief introduction contrasts linear regression on factor data with tree-based machine learning. It argues that factor returns may relate to outcomes in nonlinear ways, making a simple linear model potentially inadequate. Decision trees are presented as…
The document outlines a Chinese stock selection rule combining daily price movement, a price threshold, and the return implied by the opening auction. It describes screening for amplitude above 1, a close below 20, and an auction return between -2% and 5%.…
This Chinese equity screen combines a price-range condition, a profitability filter, and an exchange-board exclusion. It proposes selecting stocks with an intraday high-low range above 1, return on equity above 15% in each of the past five years, and…
This Chinese equity screening note proposes combining several technical and money-flow conditions. The initial idea looks for at least five moving averages clustered together, ranks stocks by large-order net volume, and requires the 20-day average to exceed…
This note describes a Chinese equity screen for metaverse-related stocks. Its stated conditions are a volume ratio above 1.5 and below 6, positive institutional buying direction, and a 60-day moving average above the 120-day average. The rationale is to…
This Chinese stock screen selects shares with turnover between 3% and 12%, a rising DEA condition, and a candlestick setup labeled a morning star. The post describes the combination as a way to find stocks with upward technical momentum and a recognizable…
This Chinese stock selection proposal screens for shares with a daily amplitude above one, large-order net flow above 0.05 for at least three consecutive days, and a size measure of at least 200 million. The author presents amplitude and large-order flow as…
This Chinese stock-screening article describes combining three conditions: at least five moving averages clustered near the closing price, a rising indication for the current day, and the 20-day moving average above the 120-day average. The averages named…
This Chinese stock screening note combines three filters: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and no limit-up close on the previous day. Its final selection statement calls for up to 30 stocks; the SQL…