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 proposed Chinese equity screen combines three filters: a five-period amplitude measure above one, a change greater than 0.05 in institutional participation between today and the prior day, and a floating market value of at least 10 billion yuan. It is…
This Chinese-language strategy note proposes screening equities with turnover between 3% and 12%, seven consecutive declining sessions, and a shareholder concentration measure between 20% and 70%. It provides example expressions for a charting platform and a…
This note describes a Chinese equity screen requiring turnover within a stated range, three consecutive declining sessions, and a 2019 dividend ratio above a specified threshold. It combines a trading-activity filter with a short-term price pattern and a…
This note proposes a Chinese equity screen using three conditions: price amplitude above a threshold, a stock code beginning with 60, and large or extra-large buy orders during the opening auction exceeding a stated combined-volume threshold. It frames the…
This note describes a Chinese equity screen combining prior-day price range, appearance on the Dragon-Tiger List, and a condition labeled as main-force control. Its stated rationale is that a larger range may signal trading opportunity, list appearance may…
This note outlines an equity screen requiring RSI below 65, exclusion of a designated Chinese market board, and a 15-minute MACD histogram condition intended to identify shrinking negative momentum. The rationale is that shortening negative bars may indicate…
This note describes a Chinese equity screening rule combining a 14-period RSI below 65, greater buy-side than sell-side volume, and a volume ratio between 1.5 and 6. It presents the rule as a way to find stocks with a relatively favorable technical reading…
This post proposes a stock screen combining daily price range, relative trading volume, and a newly formed KDJ golden cross. Its explanation frames the range condition as a way to find more volatile stocks, while a bounded volume ratio is intended to select…
This Chinese stock-selection post describes a screen based on a turnover range, a 2021 listing date, and positive prior-day auction turnover. The prose explains auction turnover as a rough gauge of activity and a possible aid to identifying near-term trading…
The document describes a three-condition stock screen: a daily increase in reported position share above 5%, a weekly price crossover above the 30-week moving average, and a 2019 dividend ratio above 25%. It explains these conditions as a combination of…
This Chinese-language post describes a stock screen that requires MACD to be above its zero line, DEA to be rising, and the 20-day moving average to exceed the 120-day average. It presents the conditions as a way to identify stocks with positive momentum and…
This Chinese-language post proposes screening metaverse-related stocks using the previous day's actual turnover rate, with a stated range above 3% and below 28%, and a 14-period RSI below 65. The stated rationale is to focus on stocks with some trading…
This market snapshot discusses a volatile week for digital assets alongside several developments: Sui validators’ proposed recovery of funds from a DeFi exploit, Kraken’s launch of tokenized U.S. equities for eligible users outside the United States, and…
This Chinese-language post proposes a stock screen combining at least five clustered moving averages, a close above the Bollinger middle band but below its upper band, and a dividend measure above a stated threshold for 2019. It describes the combination as…
This document describes a China A-share screening idea that selects stocks associated with the metaverse theme, requires the close to be above a five-day moving average, filters for a daily gain greater than 1%, and restricts candidates to main-board…
This post outlines a Chinese equity screen that requires daily amplitude above 1, turnover between 2% and 9%, and a rising KDJ K value. It presents these as technical filters intended to identify stocks showing activity and possible short-term strength. The…
This document describes a short-term Chinese equity screen combining daily amplitude above 1, a 9:25 price gain below 6%, and a stock price or average price above its five-day moving average. The intended rationale is to find stocks with some price movement…
This note compares portfolio construction approaches, including equal weighting, market-cap weighting, and stratified sampling, with optimization methods such as mean-variance optimization, risk parity, target-risk, ABL, and tracking-error models. It…
This proposed Chinese equity screen combines three conditions: daily price range above 1%, positive afternoon large-order net inflow, and growth in beverage and alcohol imports and exports. The note interprets the range and order-flow measures as signs of…
This note describes a simple Chinese equity screen combining daily price range, a recent high, and share supply. It selects stocks whose high is the highest of the current and prior day, whose daily range exceeds 1%, and whose tradable share count is no more…
This stock screen combines three conditions: daily amplitude above a stated threshold, no limit-up close on the previous day, and at least one limit-up event during the past month. The article frames larger amplitude as a way to find more active stocks,…
This Chinese equity screen combines three filters: at least five moving averages should converge, the price-to-earnings ratio must be positive, and the dividend payout ratio for 2019 must exceed 25%. The document interprets moving average convergence as a…
This proposed Chinese equity screen combines a relative strength index below 65 with price change and net activity from very large orders, plus a revenue growth test: 2021 revenue divided by 2018 revenue must exceed 1.1. The narrative presents these filters…
This document presents a Chinese equity screening rule that selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose short and long moving averages show alignment. The initial description calls for at least five…