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.
12,140 documents
This short description presents a color-coded version of the Commodity Channel Index (CCI). When the indicator enters overbought or oversold territory, its color reflects the direction of the trend: green for a rising trend and red for a falling trend. The…
This Chinese equity screening proposal selects stocks using a turnover range, a positive but capped ten-day price gain, and a threshold for the day's increase in positions. The article interprets turnover as a measure of activity, recent return as a trend…
This note proposes screening Chinese stocks in the metaverse industry for an opening price near the ten-day moving average, together with a purported morning-star signal. Its formula examples add moving-average cross conditions and a KDJ-based condition with…
This note describes a stock screen for companies associated with the metaverse, requiring the 30-day moving average to rise and daily MACD to be positive. Its stated aim is to identify stocks with an upward trend confirmed by a momentum indicator. The…
This report studies whether rotating among industry and thematic exchange-traded funds can support an absolute-return portfolio. It selects 14 industries with matching funds from a broader set of Chinese industry groups, then compares a rotation portfolio…
This stock-selection method screens for shares with turnover between 3% and 12%, market capitalization of at least 200 million yuan, and a positive product of the daily price change and a measure of large-order net flow. The article also presents an…
This broad practical guide introduces machine learning in quantitative investing, covering supervised, unsupervised, and reinforcement learning. It explains data preparation, missing values, categorical features, scaling, train and test splits,…
This indicator description presents a step-chart version of RSX, the Relative Strength Quality Index, intended to reduce the number of signals and make changes easier to interpret. The user sets a step size as a percentage of RSX; changes smaller than that…
The proposed screen selects stocks with turnover between three and twelve percent, a rising KDJ K line, and bullish crossings among moving averages. The formula example specifies crosses of the five- and ten-period, ten- and twenty-period, and twenty- and…
This technical stock screen looks for a daily high-low range above one percent, a weekly MACD above zero, and a newly formed bullish KDJ crossover. The conditions combine a measure of price movement, a broader trend filter, and a timing signal. The document…
The William Blau candlestick momentum indicator is described as the difference between a selected price and that price from a specified number of periods earlier. Its two inputs are the lookback period and the applied price, allowing the calculation to use…
This stock-selection method combines positive MACD readings with a qualitative screen for favorable company characteristics. It treats a positive MACD as a sign of expansion and a positive weekly MACD as evidence of an overall upward trend. The accompanying…
This document proposes a Chinese stock screen based on daily price range, a record of strong return on equity, and a prior-session opening auction price at the lower price limit. The initial conditions specify a range greater than one, ROE above 15% for five…
This document describes a Chinese stock selection screen combining buying-flow measures with a moving-average trend filter. Its stated conditions include today’s position-increase ratio above 5%, large-order net volume above 0.05 for at least three…
The Coppock Curve is presented as a long-term momentum oscillator intended to help investors begin accumulating near the start of a bull market. Its signal occurs when the curve crosses above zero. The stated rationale is that this crossover typically…
This document describes an MQL4 implementation of calculations from an existing PNB indicator. The author says the calculations were transferred from a spreadsheet and marked in the code to correspond to spreadsheet cells, while noting that the original…
The document introduces the Intraday Momentum Index, an oscillator that compares directed price movement with total price movement over a selected period. Its adjustable settings are the calculation period and the overbought and oversold thresholds. The…
This short-term stock screen selects shares with amplitude above one, current volume above 10,000 lots, a higher open, and a reversal pattern described as an engulfing move. The post treats amplitude and volume as signs of active trading, the higher open as…
This proposed stock screen combines metaverse-sector membership, a rising 30-day moving average, and appearance on the prior day’s top-trader list. The article characterizes the combination as a way to find growing, closely watched shares. Its examples add…
This A-share screening idea combines three conditions: daily amplitude above one, a three-day limit-up streak ending the previous day, and the weekly price crossing above its 30-week moving average. The post frames the conditions as a way to find volatile…
The document describes a Chinese-equity screening rule combining trading activity with price and trend conditions. It selects stocks with turnover between 3% and 12%, an opening price within roughly 5% above or below the ten-day moving average of closing…
This Chinese stock screen selects shares with amplitude above 1, an upward-moving-average condition, and price above the five-day moving average. The stated rationale is to find stocks showing larger recent price movement and an upward price trend. The…
The document proposes an equity screen combining three conditions: amplitude greater than one, a prior day 9:15 matching price at the limit-down level, and MACD above zero. It presents the first condition as a measure of price movement, the limit-down match…
This stock-selection note proposes screening for shares with a daily high-low range above 1% of the prior close, a weekly MACD above its zero line, and exclusion of the STAR Market. The intended combination uses recent price movement and a longer-horizon…