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 document proposes screening Chinese stocks for amplitude above 1%, a nonempty outstanding convertible-bond name, non-ST status, and a five-session limit-up pattern. It presents the bond listing as a possible sign of company strength and treats…
This document outlines a Chinese equity screen using three signals: daily amplitude above 1%, afternoon net inflow from large orders, and more than two limit-up days within ten days. The rationale is that amplitude reflects trading activity, large-order…
This document describes a Chinese equity screen combining daily amplitude above 1%, a positive ten-day return below 35%, and a 2019 dividend payout ratio above 25%. It frames amplitude as a measure of price movement, the return band as a way to select stocks…
This document describes a Chinese equity screen for stocks classified in the metaverse industry. It selects shares whose opening price is near the 10-day moving average and that recorded at least two limit-up sessions within the prior 500 days. The…
This post outlines a stock screen requiring membership in a metaverse category, a positive recent return, and a positive institutional-interest signal. It suggests using a category identifier, comparing the latest close with the previous close, and…
The document proposes screening for stocks with daily amplitude above one percent, codes beginning with 60, and specified positive price-to-earnings and price-to-book ranges. It also describes a Shenzhen main-board filter and sorting candidates by…
This post describes a Chinese equity screen combining high daily amplitude, at least two limit-up events over a 500-day lookback, and exclusion of the STAR Market. It presents indicator conditions and a Python example intended to identify qualifying shares.…
This short support discussion concerns a simulated trading run that reportedly failed or stopped before reaching its intended endpoint, even though the available logs showed no clear error. Replies suggest two different observations: one participant saw a…
This stock selection proposal combines a momentum filter, a breakout condition, and a trading activity measure. It selects shares with RSI below 65, a positive product of price change and a measure derived from turnover and very large orders, and a close…
This Chinese stock-screening example begins with capital-flow strength, a stated share-price level, and more than two limit-up sessions within the prior ten days. Its analysis treats repeated limit-ups as a sign of attention and possible upward momentum. The…
This stock screen combines membership in the metaverse theme with an upward-moving 30-day average and a MACD crossover intended to identify the beginning of a strong advance. The stated signal requires MACD’s faster line to cross above its signal line while…
This post outlines a Chinese equity screening approach that combines a daily price-change threshold, positive price-to-earnings ratio, and a positive MACD histogram. It presents these filters as ways to select stocks with recent price movement, reported…
The post presents a stock screen based on three conditions: today’s position-growth share exceeds 5%, the close is above the previous day’s low, and the 10-day return is positive but below 35%. It frames these filters as a way to find stocks with recent…
This A-share screening proposal combines a 2019 dividend payout ratio above 25%, a daily gain above 1% for main-board stocks, and reported buying activity above 5%. The article interprets the dividend measure as a possible sign of business strength and the…
This Chinese equity screening proposal combines an intraday high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and positive net buying attributed to major participants during the opening auction. The accompanying indicator…
This proposed Chinese stock screen selects companies associated with the metaverse theme, with a 14-period RSI below 65 and a positive 10-day return under 35%. The article frames RSI as a short-term sentiment gauge and the theme filter as a way to target a…
This A-share screening idea combines three signals: a reported increase in buying activity above 5%, year-over-year parent-company net profit growth above 20% and no more than 100%, and a positive 10-day return below 35%. The article then proposes adding…
This proposed A-share screen looks for stocks with RSI below 65, an external-to-internal trading volume ratio above 1.3, and no limit-up close on the previous day. The article frames the RSI threshold as a way to avoid heavily overbought stocks, treats the…
This stock screen combines a daily price range threshold with a market capitalization ceiling, positive earnings, and an opening price near the 10-day moving average. The proposed refinement specifies positive net profits in each of the latest four quarters,…
This article explains how the Fama-French model extends CAPM first with size and value factors, then with profitability and investment factors. It describes double sorts by size and book-to-market, return on equity, or asset growth, and forms RMW from…
The proposed short-term stock screen selects shares with an amplitude above a threshold, an indicated 9:25 price gain below a cap, and an exclusion for the STAR Market. The author presents these filters as a way to combine a volatility condition, an…
The article summarizes Burton Malkiel’s broad investing principles: use index funds, choose capable fund managers, or invest independently after analysis. For individual stock selection, it emphasizes sustained above-market earnings growth, avoiding prices…
This post describes a historical stock screen for shares whose codes begin with 60 and whose daily high-to-low range exceeds 1% of the opening price. It restricts observations to 2021 and ranks qualifying rows using a 50-period measure based on the distance…
The article explains how a long-only smart beta portfolio can combine equity factors to seek steadier returns than relying on one factor. It highlights value, low beta, profitability, investment, momentum, and size, arguing that their different return…