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.
1,156 documents
The article presents a notebook-based workflow for quantitative research: obtain exchange candlestick history through an API, store and inspect it with pandas, plot price and trade-flow measures, and build a Python backtest for multiple spot or perpetual…
The document describes a daily stock screen for Chinese main-board shares. It selects non-ST stocks with turnover between 3% and 12%, a daily gain above 1%, and more than one year since listing. The stated rationale is to combine active trading and positive…
This Chinese equity screen combines three conditions: at least five moving averages are described as converging, the tradable share float is no more than 5.5 billion shares, and the ten-day return is positive but below 35%. The article frames this…
This stock screen combines turnover between 3% and 12% with seven consecutive sessions in which the closing price falls, then filters for a daily price change below 2.6% and above -5%. The article presents the rule as a way to find stocks after a sustained…
The document describes a Chinese equity screening rule that starts with stocks classified in the metaverse theme, applies a minimum threshold for circulating market capitalization, then ranks candidates by the day’s auction amount and selects the five…
This post presents a simple Chinese equity screen that selects stocks associated with the metaverse theme, with a positive return condition and a share price below a stated threshold. It describes the intended criteria in plain language and gives example…
The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…
This Chinese equity screening proposal selects non-ST stocks before 10 a.m. using a range threshold, a five-session closing-high condition, and an external-to-internal trading volume ratio above 1.3. It presents the setup as a way to find active shares with…
This post proposes screening A-share stocks for turnover between 3% and 12%, market value below 10 billion yuan, scale above 200 million yuan, and no losses. It presents the screen as a way to combine trading activity, company size, and profitability, then…
This stock-selection idea targets Chinese beverage and alcohol companies with turnover between specified bounds and at least five overlapping moving averages. The accompanying explanation treats the turnover range as a way to focus on moderately active…
This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…
This example turns a CAPM regression into a monthly stock-selection process. It takes a recent window of daily returns for eligible constituents, adjusts stock and benchmark returns by a stated daily risk-free rate, and regresses each stock’s returns against…
The document proposes a Chinese equity screening approach that selects robot concept stocks with daily amplitude above 1%, float capitalization below 10 billion, and no ST designation. It specifies screening before 10 a.m. and says a five-step limit-up…
This sample strategy selects Chinese equities using a dividend yield ranking alongside size and valuation filters. It first removes special-treatment stocks, suspended shares, and Beijing Stock Exchange listings. From the remaining universe, it favors…
This stock-selection idea combines three filters: price amplitude above a stated threshold, actual turnover from the prior day within a specified range, and exclusion of stocks that closed at the daily upper price limit on the previous day. The document…
This index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…
This stock-selection rule focuses on companies in the metaverse industry that recorded at least one limit-up day during the previous 25 days. It further requires the current volume ratio to be above 1.5 and below 6, where the ratio is described as trading…
This Chinese equity screening approach combines three technical conditions: daily price amplitude above 1, a positive weekly histogram signal, and the 20-day moving average above the 120-day moving average. The stated rationale is that larger amplitude…
The document explains how the Capital Asset Pricing Model can be used to assess stock returns relative to market risk. Under CAPM, expected return is linked to the risk-free rate and the stock’s beta multiplied by the market risk premium. A regression of a…
This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…
This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…
The document outlines a Chinese A-share stock screen centered on a metaverse industry classification, elevated recent turnover, share prices above a stated threshold, larger market capitalization, and return on equity. It first presents a simpler theme,…
This post outlines a Chinese equity selection idea that ranks stocks by capital-flow strength, choosing the top 100, and filters for an opening-stage price rise below 6% at 9:25. It associates strong flow rankings with market attention and treats a limited…
This post describes a short-term Chinese equity screen using RSI below 65, an outside-volume to inside-volume ratio above 1.3, and a share-price filter. Although the headline mentions a specific price, the body shifts to a range: its example uses prices from…