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 stock screen ranks candidates by a volume ratio, then filters for positive large-order net volume above 0.05 for at least three consecutive days and a rising 30-day average. The article interprets stronger volume ratios and persistent large-order…
This post proposes screening main-board shares with turnover rates between 3% and 12%, a daily gain above 1%, and an opening price near the 10-day moving average. Its example defines “near” as within 3% of that average. The rationale is to find short-term…
This stock selection rule screens for turnover between 3% and 12%, a rising DEA indicator, and a maximum holder concentration value no greater than 20%. The article describes the concentration filter as a way to favor stocks with more dispersed holdings and…
This stock screen combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and a low price threshold. Its accompanying formula describes DEA through moving-average relationships, while the Python example calculates the indicator and…
This Chinese-language market note combines long-horizon equity timing, medium-term market indicators, and a large-versus-small-cap rotation signal. Its long-term model uses a dividend-yield-based equity risk premium, evaluated quarterly, and reported a…
This stock-selection idea combines an amplitude filter with a weekly moving-average crossover and a condition described as the start of a strong upward move. The intended approach is to identify stocks near the beginning of a rising trend, then assess them…
This daily post-close stock screen selects shares whose MACD reading is above zero and whose short-to-long moving-average sequence is rising. It then orders eligible names by a measure of individual-stock heat, intended to represent market attention. The…
This Chinese-language post describes an equity screening rule that selects stocks with MACD above zero, a short moving average above a longer one, and at least one large daily gain during a recent lookback. It also gives example indicator definitions, a…
The document presents a Yang–Zhang extension of the Garman–Klass volatility estimator as an ex-ante volatility measure that can support position sizing in time-series and dual-momentum strategies. Its calculation combines squared overnight gaps, intraday…
The document explains the construction of the i_Trend indicator. Its green line represents the difference between a selected price and a chosen line of the Bollinger Bands. Its red line is formed from the combined Bulls Power and Bears Power values,…
This Chinese equity screening idea selects stocks in the metaverse theme using prior-day turnover above 8%, an opening-auction price move below 6% at 9:25, and— in the final stated version—positive cumulative gains over the most recent two days. The article…
This stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on the market’s top-trading list with buying value greater than selling value, and revenue in 2021 more than 1.1 times its 2018 level. The author presents…
This Chinese-language post describes a daily stock screen that looks for MACD above zero and RSI below 65, then ranks candidates by individual stock heat, a measure of market attention. It presents the screen as a way to find stocks with positive trend…
This Chinese stock screen focuses on the metaverse industry and combines an early-session gain below 6% with a turnover range of 3% to 12%. The post frames the rules as a way to focus on short-term candidates while accounting for liquidity through turnover.…
This Chinese stock screen combines a 14-period RSI below 65 with bid-side quantity greater than ask-side quantity, current volume above 10,000 lots, and an opening price above the previous close. The article presents the conditions as a way to find stocks…
This document describes a custom indicator that compares price swings with the Awesome Oscillator (AO) to identify potential bullish and bearish divergences. It presents a bullish case when price makes lower lows while the oscillator makes higher lows, and a…
This report summary evaluates historical fundamentals and price information as inputs to industry allocation in China. It highlights trailing-twelve-month ROE, single-quarter ROE, and ROE growth as useful historical factors, while finding industry-level…
These notes summarize a practical framework for developing an independent quantitative trading operation. They cover choosing strategies that fit a trader’s capital, skills, time, and income goals; screening ideas with benchmark comparisons, Sharpe ratio,…
This note proposes screening stocks for amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and simultaneous bullish crosses across moving averages of 5, 10, 20, and 60 periods. The combined conditions are intended to identify…
This stock-selection rule combines a daily price-range condition with MACD trend filters across weekly and daily data. It seeks stocks whose weekly MACD is above zero and above its prior signal-line value, while daily MACD is also positive. The accompanying…
This MetaTrader indicator combines price and RSI divergence detection with a panel projecting higher-timeframe candles. It marks bullish divergence when price forms a lower low while RSI forms a higher low, and bearish divergence when price forms a higher…
This overview surveys a broad range of investment approaches and the decisions they emphasize. It covers value and growth selection, quantitative modeling, momentum, income generation, index investing, and diversification across asset classes. It also…
This report summary examines whether Chinese public mutual funds’ past risk-adjusted performance predicts future performance, with fund selection and fund-of-funds investing as the motivation. It evaluates managers using alpha from several asset-pricing…
This note describes a short-term China A-share screen that selects stocks classified in the metaverse sector, appearing on the prior day’s trading-activity list, and posting a positive daily return. It gives equivalent screening conditions in a formula and…