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 stock screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and turnover between 3% and 12%. The article interprets the RSI threshold as avoiding highly overbought stocks, the repeated down…
The document explains turnover as the number of shares traded during a period divided by the average number of shares available to trade, expressed as a percentage. It illustrates the calculation with a quarterly example in which traded volume is twice the…
The document describes a China A-share index enhancement approach that adds industry rotation to a CSI 300 stock-selection portfolio. Its motivation is that the benchmark has uneven industry weights, making active industry exposure a meaningful part of…
This research summary extends a framework for selecting functional equity funds for fund-of-funds portfolios. It distinguishes sectors where active stock selection may add value from those better served by sector ETFs. For consumer and growth exposures, it…
This page introduces a lesson on using correlation coefficients to identify stock candidates for pairs trading and then building a strategy to trade them. It frames correlation as a screening tool for finding potentially suitable arbitrage pairs, followed by…
This post presents a Chinese equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a daily price gain above 1%.…
This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent…
This note proposes a short-term stock screen based on daily amplitude above 1, a condition described as main-force control on the prior day, and a 9:25 a.m. gain below 6%. It interprets the range as a sign of active price movement, the control measure as an…
This Chinese-language strategy note describes a stock screen combining RSI below 65, the product of price change and large-order net inflow, and bullish crossovers in three indicators, with MACD, KDJ, and DMA as examples. Its sample implementation also…
This document presents a Chinese equity screening rule that selects stocks with daily turnover between 3% and 12%, parent-company net profit growth between greater than 20% and up to 100%, and tradable shares capped at 5.5 billion. It describes the…
This Chinese stock-screening note combines daily price movement, a morning-star style candlestick condition, and a ranking based on large-order net volume. Its example code also checks recent moving averages and requires the latest large-order net amount to…
This stock-selection method filters for shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and a 2019 dividend measure above a stated threshold. The note presents the combination as a way to pair trading activity and improving…
This Chinese stock-screening note combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a three-session limit-up streak ending the previous day. It presents the screen as a way to…
This stock-selection recipe combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a prior-day 09:15 matching price described as limit-down. The author interprets high amplitude as a way to find volatile…
This Chinese-market stock screen combines a metaverse industry filter with Shenzhen main-board eligibility, valuation bounds, and a recent KDJ bullish crossover. It selects stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0…
This Chinese-language post proposes screening stocks with turnover from 3% to 12%, a rising DEA condition, and at least one limit-up session in the prior 25 trading days. It presents the approach as combining an upward technical signal with recent market…
This Chinese-language post describes a stock selection rule using turnover and recent price weakness. It screens for shares with turnover between 3% and 12%, seven consecutive declining sessions, and a current maximum decline between 4% and 5%. The article…
This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…
This stock selection idea filters Chinese listed equities to the metaverse industry, ranks candidates by the day’s opening auction amount, and retains those with a positive institutional-flow measure. The stated rationale is to combine trading activity with…
This A-share screening rule combines three conditions: RSI below 65, tradable market capitalization between 5 and 10 billion yuan, and a ten-day price gain above zero but below 35 percent. The accompanying Python example calculates a 14-period RSI and…
This A-share stock screen selects names whose prior trading range exceeds a stated threshold, whose opening price is within five percent of the ten-day moving average, and whose registered province is not Beijing. The document provides example formulas and…
This proposed Chinese equity screen uses turnover, recent price movement, and prior-day actual turnover to identify candidates. Its headline criteria specify a turnover rate between 3% and 12%, a 10-day gain above zero but below 35%, and prior-day actual…
This proposed Chinese equity screen combines a positive MACD reading, positive price-to-earnings ratio, and evidence of institutional net buying. The described filter further requires net institutional purchases to be positive and recent net-buy volume to…
This note describes a Chinese equity screen combining metaverse and robotics themes with circulating market capitalization filters. Its stated criteria conflict: the opening logic requires capitalization above 10 billion yuan and below 10 billion yuan at the…