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 screening rule that combines daily price range, a stock-code prefix beginning with 60, and a positive institutional-flow measure. The accompanying indicator example defines range relative to the previous close and…
This document describes an A-share stock screen using three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and previous-day auction turnover above 0.26. It provides an indicator formula and Python example, which also adds a…
This document outlines a stock screen using daily price movement, convertible-bond information, and a reported increase in holdings. Its stated conditions are an absolute price change of at least one percent, a nonempty outstanding convertible-bond name, and…
This note describes an A-share stock screen combining technical, trading-activity, and valuation conditions. It selects stocks with RSI below 65, an external-to-internal trading volume ratio above 1.3, and specified price-to-earnings and price-to-book…
The post describes a Chinese equity screening rule that combines three filters: daily high-to-low range above a stated threshold, an afternoon large-order net inflow condition, and prior-day turnover above a stated amount. It presents the selected shares as…
This post proposes screening Chinese stocks with a 14-period RSI below 65, membership in a beverage and alcohol import-export industry category, a robot-related concept classification, and circulating market capitalization below 10 billion yuan. It presents…
This Chinese-language post describes an A-share screening rule that combines daily price movement, a morning-star candlestick condition, and relative trading volume. The stated rule selects stocks with amplitude above one, a volume ratio above 1.5 and below…
This Chinese stock-screening note combines three ranked or threshold-based characteristics: capital inflow strength, tradable market capitalization above 2 billion, and a dividend ratio above 25% for 2019. Its described ranking rules select stocks near the…
This stock-selection note proposes requiring daily price amplitude above 1%, a dividend ratio above 25% for 2019, and afternoon net inflow from large orders. It presents these as a blend of price movement, a historical dividend measure, and trading-flow…
This Chinese stock-screening note describes combining three signals: stocks appearing on the prior day’s trading leaderboard, stronger measured capital flows, and a shrinking MACD histogram below zero on a 15-minute chart. The author interprets a contracting…
The proposed Chinese equity screen combines three conditions: price amplitude above 1, institutional participation above 30% over the prior 15 days, and an auction-period price change between -2% and 5%. The post describes amplitude and institutional…
This Chinese stock screening proposal targets companies classified in the metaverse sector. It selects stocks with a volume ratio above 1.5 and below 6, and with more than n days since listing. The post frames the volume ratio as a way to find stocks with…
This Chinese stock-selection note combines three filters: at least two limit-up sessions during the previous 500 days, a newly formed upward KDJ crossover with J below zero, and a ranking by a measure called fund strength. The note describes that measure as…
This Chinese stock-selection note describes a technical screen combining turnover, KDJ, and MACD signals. It looks for stocks with turnover between 3% and 12%, a rising K line, and a shortening green MACD histogram on a 15-minute interval. The referenced…
This Chinese-language strategy note describes a screen for mainland Chinese equities in the metaverse sector. It selects stocks whose prior-day turnover exceeds 8% and whose MACD is above zero, with the DIF line also above the signal line. The stated…
This post describes a Chinese equity screening rule that selects stocks with an intraday high-low range greater than 1%, a newly formed KDJ crossover, and trading value above 60 million yuan. It explains these filters as a way to seek active, volatile stocks…
This post proposes a Chinese equity screening rule combining a 14-period RSI between 40 and 65, a ratio of external to internal trading volume above 1.3, concentration below 20%, and market capitalization above 200 million yuan. The author presents the…
This Chinese-language post proposes a stock-selection screen combining three conditions: rank candidates by capital-flow strength, require the weekly five-period moving average to cross above the ten-period average, and require the 30-day average line to be…
The document describes a stock selection rule combining three conditions: daily amplitude above 1, circulating shares no greater than 5.5 billion, and current closing price above the prior day's low. It presents the first condition as a way to find more…
This indicator maps price to a 0–100 scale within standard deviation bands built around simple moving averages. Zero corresponds to the lower band and 100 to the upper band. It can calculate separate bands for monthly, weekly, daily, hourly, and minute data,…
This note outlines a stock screen using daily price activity and trading volume. Its stated conditions are an intraday amplitude above 1, current volume above 10,000 lots, a higher open, and previous-day turnover above 60 million. The accompanying discussion…
This note describes an A-share screening rule for companies in the metaverse industry. It looks for a newly formed bullish KDJ crossover alongside a record of strong return on equity over five years, and says to run the screen before 10 a.m. on each trading…
The screen selects Chinese equities using three conditions: turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and price above the five-day moving average. The accompanying code adds a trend condition requiring the five-day…
This Chinese stock-screening concept combines an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a shrinking negative MACD histogram on a 15-minute chart. The RSI threshold is intended to avoid an overbought…