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 report evaluates whether changes in listed companies’ employee compensation can help distinguish future stock returns. It compares growth in compensation payable, which represents amounts owed, with growth in compensation already paid, and also…
The document describes a technical stock screen based on daily amplitude, a price threshold, and the close relative to Bollinger Bands. Its stated criteria select stocks with amplitude above 1%, a close below 20, and a close above the middle band but no…
The document outlines the construction of the Klinger Oscillator, a volume-oriented technical indicator attributed to Stephen Klinger. It first calculates typical price from the high, low, and close. Turnover is then assigned a positive or negative sign…
The post asks how to define groups for a learning-to-rank model in a stock selection setting. In ranking algorithms, each group contains observations that should be ranked against one another; the author proposes grouping stock samples by trading date so…
The document describes a Chinese stock selection rule that looks for turnover rates from 3% to 12%, an outside-volume to inside-volume ratio above 1.3, and a weekly MACD condition above zero. Its accompanying formula and Python example also require a Friday…
This note describes a pivot-point indicator that adds four ways to calculate the central pivot from the previous session’s high, low, and close, with some variants also incorporating the current open or giving the previous close additional weight. These…
This Chinese stock-screening post describes selecting shares with an amplitude above 1, ranking them by the day’s auction amount, and retaining the top five that show a rounded-base pattern. It interprets the pattern as a possible precursor to an upward…
The document presents a historical stock screen requiring daily price amplitude above 1%, a trading date in 2021, and a positive MACD value. It describes amplitude as a measure of price movement and MACD as a trend signal, and provides formula and Python…
The document describes a stock screen for main-board companies with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive price-to-earnings ratio. It frames the turnover and size ranges as initial…
This Chinese equities screen combines three stated criteria: at least five moving averages converging, a rising 30-day average, and a circulating market capitalization above 10 billion yuan. The post interprets average convergence as possible alignment of…
This proposed A-share screen selects stocks with amplitude above 1%, a nonempty name for an outstanding convertible bond, and a date in 2021. The stated rationale is to combine a volatility condition with a convertible-bond-related company filter and a…
This proposed A-share stock screen combines three conditions: daily amplitude above 1%, MACD above its zero line, and a product of price change and a large-order net-volume measure above a threshold. Its rationale is to combine a volatility filter, a…
This stock selection note combines three conditions: a stated price amplitude threshold, a nonempty name for an outstanding convertible bond, and a bullish MACD crossover in which DIFF moves above DEA. The proposed rationale is to combine price movement,…
This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12%, a ratio of external to internal trading volume above 1.3, and a turnover-adjusted comparison of current auction volume with the prior session’s volume between 0.5…
This Chinese stock selection post proposes screening for shares that had more than two limit-up closes within the prior ten days, have RSI below 65, and meet a condition labeled as the start of a major uptrend. The stated formula checks whether the 30-day…
This Chinese stock screen selects companies classified under the metaverse theme when the opening price is near the ten-day moving average and the twenty-day moving average is above the one-hundred-twenty-day average. The moving-average relationship is…
This stock screen targets companies associated with robotics, limits candidates by turnover and circulating market capitalization, and adds a Bollinger Band price condition. The stated rationale is to use trading activity and company size as preliminary…
This Chinese stock-selection example combines a minimum daily price range with price action near short and medium moving averages, a recent high-price condition, and a regression-based measure involving the spread between short and longer moving averages. It…
This note proposes screening Chinese stocks for amplitude above 1, a morning star candlestick pattern, and a close above the previous day's low. The author interprets amplitude as a measure of activity and volatility, the candlestick pattern as a possible…
This note describes a Chinese stock screen combining daily amplitude above 1, a rounded price pattern, and turnover between 2% and 9%. The author presents the range as a way to find active stocks, the shape as a sign of gentler price movement, and the…
This post proposes selecting Chinese metaverse-related stocks with no more than 5.5 billion shares in free float and a positive weekly candle, described as a red bar. It interprets the candle as a sign of strengthening buying pressure and suggests that…
This post describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, stock codes beginning with 60, and a positive recent change in institutional ownership. Its stated rationale is that rising institutional holdings may indicate…
This Chinese-language post proposes screening listed Chinese stocks using price movement, the presence of an outstanding convertible bond name, and a minimum listing age. It explains the intended rationale as combining trading activity with indicators that…
The document proposes a Chinese A-share stock screen that combines a daily range filter, a recent limit-up event, and an RSI-based condition intended to identify the start of a strong upward move. It gives indicator formulas and Python-style pseudocode for…