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
This note describes a Chinese equity screen requiring daily price amplitude above a stated threshold, circulating market capitalization above a stated level, and no limit-up move on the prior day. It supplies indicator logic and a Python-style example that…
This stock-selection note proposes filtering Chinese equities by turnover rate, a candlestick reversal concept, and the proportion of increased positions on the current day. It also includes a closing-price condition relative to a moving average and ranks…
This overview outlines a quantitative workflow: collect and clean data, develop a strategy, manage risk, backtest on historical data, and automate execution. It then sketches strategies for Chinese equities and futures, including Turtle-style breakouts,…
This post outlines an A-share screen that combines RSI below 65, parent-company net profit growth above 20% and no more than 100%, and three consecutive declining sessions. It presents the combination as a way to identify stocks with both technical weakness…
This post proposes an A-share stock screen combining a daily price range of at least one percent with a volume ratio between 1.5 and 6. It also applies two concentration-related filters based on circulating market value and total shares. The rationale is to…
This post proposes a Chinese equity screen combining turnover between 3% and 12%, membership in the beverage and alcohol import-export category, and a recent three-session limit-up pattern. It presents turnover as a measure of trading activity, the industry…
This forum post asks about a “Golden Cross Winner” ETF strategy that uses an unusual MACD-style calculation. The author questions why the signal line, DEA, is calculated as a 26-period exponential moving average of DIF instead of the commonly cited 9-period…
This Chinese-language post proposes screening stocks for amplitude above 1, simultaneous bullish crossovers among three moving averages, and an upward-trending 30-day average. It frames the criteria as combining price movement, technical signals, and a…
This stock screen targets companies classified in the metaverse theme that recorded at least one limit-up event within the prior 25 days, while excluding Beijing-listed A-shares. The post presents this as a way to identify candidates with potential short- to…
This stock-selection example combines a relative strength index below 65 with a rise in current volume relative to the prior session, then applies a 2021 date condition. The post frames the RSI threshold as identifying weaker stocks and the volume condition…
This document describes a daily stock screen for companies classified in the metaverse industry. It selects stocks with a newly formed KDJ bullish crossover and a positive price-to-earnings ratio, then limits candidates to actively trading stocks identified…
The document outlines a Chinese A-share stock screen that combines RSI below 65, an external-to-internal trade ratio above 1.3, and recent consecutive limit-up activity. It interprets the RSI threshold as avoiding an overbought condition, the trade ratio as…
This post outlines a Chinese equities screen that selects stocks with a stated amplitude above 1, a price below 20, and positive net buying attributed to major participants during the opening auction. It provides example indicator and Python-style…
This post describes a Chinese equities screening idea intended for use before 10 a.m. It combines a price ceiling below 20, a minimum amplitude threshold, exclusion of stocks marked ST, and a five-part limit-up method. The post also offers example formulas…
This Chinese stock selection proposal combines three filters: today’s increase in a stock’s position or holding share must exceed 5%, weekly MACD must be above zero, and the ten-day return must be positive but below 35%. The accompanying rationale treats the…
The document presents a stock screen based on three conditions: a rising 30-day moving average, prior-day trading value above a stated threshold, and a same-day position-increase ratio above a stated level. The intended interpretation is that the conditions…
The document describes a daily pre-market A-share screening rule that selects stocks with MACD above zero, a share price below a stated ceiling, and positive institutional-flow readings. The approach combines a technical momentum condition with a price…
The article argues that a factor can be useful even when its strongest information lies in identifying poor-performing stocks. It describes ranking stocks into daily groups by factor value and interpreting unusually strong performance in the worst-ranked…
The document outlines a proposed screen for Chinese equities that combines small market capitalization, profitability, moving average alignment, and recent limit-up activity. Its initial description calls for at least five overlapping moving averages,…
This study summary treats a company’s choice to capitalize or expense research and development costs as a signal about the expected future benefits of its projects. Because accounting criteria leave room for discretion, capitalization can also be used to…
This example outlines a China A-share stock selection and portfolio backtest workflow. It screens for eligible, non-suspended stocks, calculates 30-day and 90-day returns, and ranks those returns cross-sectionally. The illustrated filter favors stocks in the…
This post describes a Chinese stock screen requiring turnover between 3% and 12%, at least one limit-up event within a recent 25-day window, and at least one daily gain of 10% or more during the latest 25 trading days. It presents the conditions as a way to…
This Chinese-language post proposes screening stocks by amplitude above a threshold, a positive weekly histogram condition, and an opening price near the 10-day moving average. It frames these filters as a way to combine price fluctuation with short-term…
This document describes a command-line tool for creating, backtesting, and running editable LumiBot strategies. Its ordinary Python template demonstrates a long-only moving-average rule: retrieve recent daily prices, compare the latest close with a rolling…