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 study groups fifty Wind order-flow measures into eight categories, including inflows, outflows, net active buying, and large-order flows. It evaluates these signals as stock-selection factors using portfolio sorts, cross-sectional regressions, and…
The Quantora Moving Average Dashboard is described as a MetaTrader 5 indicator for viewing trend structure across several horizons. It tracks EMA periods 20, 50, 100, and 200, alongside SMA periods 50 and 200, and shows where price sits relative to these…
This reference explains how the Nautilus trading framework models a listed share or ETF as an equity instrument. It describes required identifiers, venue symbol, quote currency, price precision and increment, timestamps, and optional metadata such as lot…
The document describes a Chinese equity screen for stocks in the metaverse industry that recorded at least one limit-up during the prior 25 days, excluding stocks on the STAR Market. It specifies screening before 10 a.m. for that day's candidates and…
This speech transcript outlines a research framework spanning short, intermediate, and long horizons. It associates short-term work with factor models and machine-learning stock selection, intermediate work with industry and style rotation, and long-horizon…
This note describes a daily stock factor that combines weighted order book pressure with the closing price’s deviation from intraday VWAP. It weights the five visible book levels by proximity, giving the nearest level the greatest weight, then uses trading…
This article proposes screening Chinese stocks for RSI below 65, buy-side displayed volume greater than sell-side volume, and a positive product of the stock’s price change and net volume attributed to very large orders. The intended idea is to combine a…
This article outlines a stock screen using three signals: RSI below 65, displayed buy-side volume greater than sell-side volume, and a positive ten-day price change capped below 35%. It frames the combination as a way to consider recent price behavior and…
This article describes a Chinese main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and relative volume bounded between 1.5 and 6. It presents the conditions as a way to find shares with positive short-term movement and…
This A-share screening rule combines three technical filters: a 14-period RSI below 65, MACD above zero, and a 10-day price gain greater than zero but below 35%. The document explains these as ways to find stocks with positive short-term performance while…
This proposed equity screen combines three conditions: intraday amplitude above one percent, a K-line value below 20, and a nonempty field for an outstanding convertible bond. The text interprets the range as evidence of volatility, the low K-line reading as…
This report utility converts daily account snapshots and trade records into tables, then calculates summary statistics for simulated futures accounts or stock accounts. For both account types it derives daily profit and returns, cumulative profit and loss…
This Chinese stock-screening proposal targets companies in the metaverse industry. It selects stocks whose opening prices are near the ten-day moving average and combines that condition with auction-period buying activity attributed to large and extra-large…
This stock screening idea ranks shares by a large-order net flow measure, from strongest to weakest, and combines that ranking with a rising 30-day moving average. The intended logic is to favor stocks showing both stronger measured fund inflows and an…
This article explains how to measure whether active mutual fund managers adjust holdings in stocks with different downside market sensitivity ahead of market moves. It defines relative downside beta as the portfolio weighted downside beta minus conventional…
This Chinese-language post outlines a stock screen combining three signals: ranking stocks by relative volume, requiring the 20-day moving average to be above the 120-day moving average, and looking for a shortening negative MACD histogram on a 15-minute…
The document describes a normalized version of Twiggs Money Flow intended to show where the current indicator reading sits within its recent distribution. It first calculates buying and selling pressure from the close relative to a true range built from the…
The document explains net income compound annual growth rate (CAGR) as an annualized measure of change between an initial and a later profit value. It distinguishes CAGR, which represents compounding across multiple periods, from a simple endpoint growth…
This stock-selection screen combines amplitude above a threshold, a positive weekly histogram condition, and evidence of a limit-up move within the prior 25 days. The post frames these features as signals of volatility, short-term upward direction, and…
This stock screen combines a daily amplitude threshold, an opening price near the 10-day moving average, and revenue growth between 2018 and 2021. The post explains the intended rationale: look for volatile stocks that may be consolidating while showing…
This stock selection method combines a technical filter with an earnings growth screen. It selects main-board Chinese equities with a 14-period RSI below 65, a daily price rise above 1%, and year-over-year growth in net profit attributable to parent-company…
This installment of a quantitative investing research review introduces two overseas studies relevant to stock selection. The first examines how interest rates affect stock pricing and is described as offering a new analytical framework and empirical testing…
This note proposes screening Chinese equities associated with the metaverse for a rounded-base chart pattern and upward-diverging moving averages. Its final written rule specifies that the five-day moving average should diverge upward on the current day. The…
This note presents a Chinese equity screen requiring price amplitude above a stated threshold, a stock code beginning with 60, and an association with the metaverse concept. It explains the filters as a combination of higher price variability, a market…