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 discussion addresses how to use a daily stock popularity ranking obtained through a query interface in a backtest when the research environment returns a dataframe but the backtest environment does not behave the same way. One suggested workflow is to…
This post describes a stock screen restricted to a designated metaverse industry group. Within that group, it selects shares whose average price is above the five-day moving average and whose daily MACD is positive. The stated intent is to combine an…
This Chinese-language post outlines an equity screening idea that combines three signals: rank stocks by relative volume, require the 5-, 10-, and 20-day moving averages to be aligned upward, and look for a 15-minute MACD histogram that is shrinking while…
This stock-selection proposal combines a price-range filter, a historical dividend-yield condition, and a turnover-related condition. The stated screen looks for stocks with amplitude above 1%, a 2019 dividend ratio above 25%, and a turnover measure between…
This stock selection concept combines moderate trading activity, recent price strength, and a technical trigger. It seeks stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a newly formed KDJ golden cross. The…
This Chinese A-share screening idea combines three conditions: MACD above its zero line, share price below 12 yuan, and inclusion on the previous day’s Dragon-Tiger List. The article says screening is intended to run before 10 a.m. on each trading day. It…
The proposed Chinese equity screen combines three conditions: a recent increase in reported holdings or inflow, a weekly five-period moving average crossing above the ten-period average, and at least two limit-up sessions during the past 500 days. The post…
The article explains how to estimate the probability of a binary outcome using Bayesian inference. It uses coin flips to introduce a Bernoulli likelihood for observations and a Beta distribution as a prior for the unknown success probability. Because these…
The document describes a stock screen that selects shares with a prior-day price range above 1%, more than a year since listing, and prior-day turnover above 8%. It explains the intended rationale: range and turnover are treated as signs of activity, while…
This document proposes a Chinese stock screen using three signals: a high volume ratio, a rounded price pattern approximated through Bollinger Band contraction or expansion, and at least two limit-up events over 500 days. It describes ranking stocks by…
This document describes a simple screen for Chinese metaverse-related equities. It selects stocks with circulating market capitalization above the stated cutoff and a ten-day price gain that is positive but below a specified upper bound. The accompanying…
This document presents a screen for Chinese metaverse-related stocks using prior-day turnover, current trading volume, and a positive opening gap. Its stated final version adds market capitalization ranking and earnings filters: stocks should rank in the top…
This document outlines a short-term Chinese stock screen combining large price ranges, at least two limit-up events over a 500-day window, and recent net buying attributed to institutions. It gives example indicator conditions for each filter and a Python…
This stock screen looks for names with turnover in a specified range, three consecutive declining sessions, a following close above the prior three day highs, and two consecutive positive sessions. It combines a liquidity filter with a pullback pattern and a…
This stock screen selects equities with an amplitude above a threshold, excludes stocks that closed at the limit the prior day, and targets names whose daily percentage change falls within a narrow negative range. The stated rationale is that amplitude…
This note outlines an equity selection approach that filters for price amplitude above 1%, ranks stocks by market heat, and restricts the sample to trading dates in 2021. It explains amplitude as a sign of trading activity and treats high ranking by…
This note describes an A-share stock screen using a turnover ratio between 3% and 12%, at least one limit-up event in the previous 25 days, and exclusion of the STAR Market. It presents the criteria as a way to find moderately traded stocks with recent sharp…
This stock-screening approach combines a daily amplitude threshold with weekly MACD conditions: MACD should be above zero, and its histogram should be positive and growing relative to the prior week. The document describes these as a way to identify stocks…
The document describes a Chinese equity screen that ranks stocks by reported capital-flow strength and selects those with more than two limit-up sessions in the past ten days and a rising 30-day moving average. It presents the flow measure as a proxy for…
The post describes a stock-selection screen that combines daily price range, opening-auction trading amount, and recent limit-up frequency. Its stated final logic adds a recent low-amplitude condition: select stocks with amplitude above one, rank among the…
This A-share stock screen combines a technical condition with company earnings growth and a basic price check. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than…
This note describes a Chinese stock screen that combines price and volume conditions. It seeks shares with amplitude above 1, a rising price bottom, current trading volume above 10,000 lots, and an opening price more than 3 percent above the previous close.…
This note outlines a Chinese equity screen for companies associated with the metaverse theme. It looks for a limit-up session within the preceding 25 trading days and a current control ratio above 21 percent. The stated rationale is to combine a recent…
This note describes a short-term Chinese stock screen combining price movement with recent momentum. It selects shares with an amplitude above 1, a positive but limited ten-day gain, and three consecutive limit-up sessions on the previous day. The…