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
The proposed screen selects stocks after the open when their five-period amplitude measure exceeds a threshold, the measured institutional participation rate changes materially from the prior day, and the share price equals a specified level. The document…
This stock-screening concept combines three filters: at least five moving averages converge, the stock appeared on the previous day’s exchange trading leaderboard, and it belongs to a recent listing period. The example moving-average horizons range from…
This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…
The document outlines a Chinese equity screening idea combining three conditions: at least five moving averages converge, the opening price is near a ten-day average, and the quoted 9:25 change is below 6%. It argues that converging averages may indicate…
This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…
This post proposes a Chinese equities screening rule combining a relative strength index below 65, seven consecutive declining sessions, and a 2019 dividend payout measure above 25%. Its final version adds a market-value range of 5–20 billion yuan. The post…
This historical account explains how Bridgewater developed the All Weather approach from a broader effort to understand recurring economic relationships. Its core framework separates returns into cash, market beta, and manager alpha, then considers how…
This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…
This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…
This strategy uses the range-based RSRS indicator to time exposure and rotate between large-cap and small-cap Chinese equity ETFs. It fits a rolling ordinary least squares regression of daily highs on lows, standardizes the recent regression slope, and…
The document describes a simple Chinese equity screening rule: select stocks with a daily high-to-low range above 1%, a reversal-style candle condition called “fanbao,” and a high equal to the maximum over the current and prior day. It presents the rule as a…
This Chinese equity screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and limits circulating share count to 5.5 billion. The article also discusses combining these filters with company and industry information, valuation…
This stock-selection outline screens Chinese equities for a daily price amplitude above 1, a listing history longer than one year, membership in a robotics concept group, and circulating market value below 10 billion yuan. It describes joining listed-company…
This post presents a weekly China A-share selection screen combining three conditions: a five-period amplitude measure above one, a change in a proxy for institutional volume activity, and a positive weekly price and volume pattern. The last condition…
This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…
This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…
This Chinese stock screening idea selects companies in the metaverse sector with a volume ratio between 1.5 and 6 and a prior-day appearance on the Dragon and Tiger List. The article frames these filters as a way to find active stocks attracting attention.…
This FAQ explains how an exchange prevents a user’s orders, or orders from accounts sharing a trade group, from matching against each other. It describes the available outcomes: allow the match, expire the taker or maker order, expire both, decrement both…
This Chinese stock selection note proposes combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (a list of stocks with notable trading activity), and a newly formed bullish KDJ crossover. The rationale is that…
This post outlines a Chinese equity screen for stocks classified in the metaverse sector. It requires a positive recent return and a MACD histogram value below zero two sessions earlier. The stated rationale is to combine sector membership and a positive…
This Chinese-language post describes an equity screen combining a relative strength index below 65, seven consecutive down sessions, and return on equity above 15% for each of five consecutive years. It presents the RSI and price streak as technical filters…
This stock-selection rule looks for shares with daily amplitude above 1%, an opening price within 2% of the 10-day moving average, and no prior-day limit-up. The article frames volatility as a source of potential short-term opportunity, the opening-price…
This note describes an equity selection rule using three conditions: a 14-period RSI below 65, bid-side volume greater than ask-side volume, and the 20-day moving average above the 120-day moving average. The RSI threshold is presented as a way to avoid an…
This note outlines an equity screen for metaverse-related stocks. It combines daily price amplitude above 1 with a condition that at least one trading day in the prior 25 sessions had a gain of 10% or more. The stated rationale is to find volatile shares…