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 Chinese stocks with amplitude above 1% that did not close at the daily upper limit on the prior day, then ranks candidates by the current day’s auction amount and keeps the top five. The article treats large auction activity as a…
This stock screen combines three filters: price amplitude above 1%, weekly MACD above zero, and a stock code beginning with 60. The document presents the MACD condition as a comparison of the MACD line with its signal line on the prior bar, alongside a…
The article describes a Chinese stock-selection screen using an RSI below 65, a ratio of external to internal trading volume above 1.3, and a ranking by stock popularity. It presents these filters as a combination of technical conditions and measures of…
The document outlines a Chinese equity screen combining company size, recent trading activity, and an indicator described as capital strength. Its headline criteria are companies valued below 10 billion yuan, no losses, and previous-day turnover above 8%,…
This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…
This short-term stock screen selects shares with an amplitude above 1 that appeared on the previous day’s trading leaderboard and whose first-level buy volume exceeds first-level sell volume. The document presents the combination as a way to identify stocks…
This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a…
This Chinese stock-screening post describes selecting shares priced below 12 yuan, with turnover between 3% and 12%, and a pattern it calls a reversal or “wraparound” candle. Its indicator conditions include a low price threshold and an RC value no greater…
The post proposes screening Chinese stocks for MACD above zero, upward separation of short moving averages, and a prior-day auction turnover condition. It presents the combination as a way to select for positive momentum while using trading activity as a…
This stock-selection note describes a short-term screen for Chinese equities based on three conditions: turnover between 3% and 12%, a ratio of outside to inside trading volume above 1.3, and a closing price above the previous day’s low. The combination is…
The post proposes a Chinese equity screen combining daily price amplitude, afternoon large-order net inflow, and a record of high return on equity over five years. It frames the criteria as a mix of price activity, money flow, and company profitability, and…
The article proposes a Chinese-equity screen that combines a price-range condition, a named morning-star signal, and a historical dividend payout ratio above a stated threshold for 2019. It frames the combination as a way to identify shares with short-term…
The article describes a Chinese-equity screening idea combining a price-range threshold, ranking by net large-order activity, and excluding stocks that hit the upper price limit the previous day. It presents these conditions as a way to find active shares…
This brief A-share stock-screening note combines three conditions: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a reversal pattern described as a counterattack or engulfing move. The conditions aim to identify…
This article surveys engineering choices for algorithmic trading systems, including desktop computers versus dedicated or cloud servers, operating-system trade-offs, remote access, and low-latency server placement. It emphasizes resilience: developers should…
This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow…
This article describes a stock selection screen combining three conditions: membership in the metaverse industry, a rounded-bottom chart pattern, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…
The post describes a technical stock screen combining daily price amplitude above a threshold, a positive weekly MACD reading, and detection of a bullish morning star candlestick pattern. It presents the morning star as a three-candle reversal signal and…
The post outlines a stock screen focused on shares whose codes begin with 60, using data from 2021. It presents this universe as relatively large-cap and liquid, then proposes adding financial filters such as a current ratio threshold and a price-to-earnings…
The screen selects Chinese stocks using three conditions: closing price below 12, at least two limit-up days within the previous ten days, and today’s net buying share above 5%. The accompanying explanation interprets repeated limit-ups as evidence of…
This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a…
This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range relative to the open exceeds 1, and whose institutional-fund flow measure is positive. The accompanying formula aggregates positive net fund amounts over five…
This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…
This Chinese-language post describes an equity screen that ranks candidates by volume ratio, filters for circulating market value at or below 5.5 billion yuan, and requires the 20-day moving average to exceed the 120-day average. The stated rationale is to…