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.
22,592 documents
The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…
This short-term stock selection method combines three conditions: price amplitude above 1, yesterday’s turnover multiplied by today’s opening-auction volume divided by yesterday’s volume between 0.5 and 2, and an outside-to-inside volume ratio above 1.3. The…
The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…
The document describes a Chinese A-share stock screen combining price amplitude above 1%, a circulating share count no greater than 5.5 billion, and auction-period price movement accompanied by large and extra-large buy-flow volume above the stated…
The document proposes screening Chinese A-share stocks using three conditions: daily price amplitude above 1%, a nonempty convertible-bond name, and at least one limit-up event within the preceding month. It interprets amplitude as a volatility filter, the…
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 brief reference defines basic candlestick ranges. For a bullish candle, the body is the close minus the open; for a bearish candle, it is the open minus the close. The full high-low range is the high minus the low. The upper and lower wick ranges are…
This proposed Chinese equities screen selects non-special-treatment stocks with daily amplitude above 1 and a product between 0.5 and 2: the previous day's turnover rate multiplied by today's opening-auction volume divided by the previous day's volume. It…
This stock-selection proposal screens for amplitude above one, a price above the 5-day moving average, and a volume ratio between 1.5 and 6. The intended interpretation is that price strength may indicate an uptrend, while elevated but bounded trading…
This Chinese stock screening proposal combines three conditions: amplitude above one, a change in an institutional trading-volume measure, and an opening price within one percent of the 10-day moving average. It suggests running the screen after the market…
This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…
This note proposes a Chinese equity screen combining a historical dividend payout ratio above 25%, a ranking by large-order net volume, and an intraday price range greater than 1. Its rationale is to mix a short-term price and order-flow signal with a…
This document summarizes a research approach that uses Google Trends search activity to inform equity portfolio weights. It treats search volume as a measure of how popular a stock is and assumes that popularity is related to risk. The portfolio therefore…
This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…
This proposed screen targets stocks in the metaverse industry that experienced a limit-up event within the previous 25 days and meet company-quality criteria. The article describes those criteria broadly, including research capability, company scale,…
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…
This screening method focuses on stocks in the metaverse industry. It selects shares where the KDJ indicator has just formed a bullish crossover and the circulating share count is no more than 5.5 billion. The proposed selection is run before 10 a.m. on each…
This Chinese stock-screening article combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and an opening price within five percent of the ten-day moving average. The approach uses RSI as a price-condition filter,…
This Chinese stock-screening article describes a rule-based selection method combining daily price amplitude, a weekly moving-average crossover, and circulating market capitalization. It targets shares whose weekly five-period moving average crosses above…
This Chinese A-share screening concept selects stocks whose daily high-low range exceeds a stated threshold, excludes stocks that reached the daily price limit the previous day, and ranks the remaining names by individual-stock market heat. The rationale is…
This Chinese A-share screening idea selects stocks classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have a circulating market value above the stated threshold. It combines a thematic sector filter, a recent…
This tutorial demonstrates parameter optimization and result analysis using a moving average crossover strategy with separate averages for trend, entry, and exit decisions. It first applies randomized grid search across constrained parameter combinations and…
This document presents an equity screening rule that combines daily price range with MACD histogram behavior on two time scales. It seeks stocks whose amplitude exceeds a threshold, whose 15-minute MACD histogram is negative but contracting, and whose weekly…
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…