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 Chinese-language post proposes screening metaverse-related stocks using the previous day's actual turnover rate, with a stated range above 3% and below 28%, and a 14-period RSI below 65. The stated rationale is to focus on stocks with some trading…
The report develops stock selection factors from abnormal operating cash flow as proxies for real earnings management. Its premise is that firms can alter real business activity to make reported performance look stronger, potentially harming future…
This Chinese-language post proposes a stock screen combining at least five clustered moving averages, a close above the Bollinger middle band but below its upper band, and a dividend measure above a stated threshold for 2019. It describes the combination as…
This document describes a China A-share screening idea that selects stocks associated with the metaverse theme, requires the close to be above a five-day moving average, filters for a daily gain greater than 1%, and restricts candidates to main-board…
This post outlines a Chinese equity screen that requires daily amplitude above 1, turnover between 2% and 9%, and a rising KDJ K value. It presents these as technical filters intended to identify stocks showing activity and possible short-term strength. The…
This document describes a short-term Chinese equity screen combining daily amplitude above 1, a 9:25 price gain below 6%, and a stock price or average price above its five-day moving average. The intended rationale is to find stocks with some price movement…
This trading exercise translates a discretionary method into explicit stock-selection rules. A candidate must close above its five-day moving average for three consecutive days and remain within ten percent above its lowest price over the previous twenty…
The report develops stock-selection factors from one-minute Chinese equity data, adding transaction counts to price and volume inputs. It examines average trade value and the direction of large-trade activity, then evaluates these signals both alone and…
This note compares portfolio construction approaches, including equal weighting, market-cap weighting, and stratified sampling, with optimization methods such as mean-variance optimization, risk parity, target-risk, ABL, and tracking-error models. It…
This proposed Chinese equity screen combines three conditions: daily price range above 1%, positive afternoon large-order net inflow, and growth in beverage and alcohol imports and exports. The note interprets the range and order-flow measures as signs of…
This note describes a simple Chinese equity screen combining daily price range, a recent high, and share supply. It selects stocks whose high is the highest of the current and prior day, whose daily range exceeds 1%, and whose tradable share count is no more…
This stock screen combines three conditions: daily amplitude above a stated threshold, no limit-up close on the previous day, and at least one limit-up event during the past month. The article frames larger amplitude as a way to find more active stocks,…
This Chinese equity screen combines three filters: at least five moving averages should converge, the price-to-earnings ratio must be positive, and the dividend payout ratio for 2019 must exceed 25%. The document interprets moving average convergence as a…
This proposed Chinese equity screen combines a relative strength index below 65 with price change and net activity from very large orders, plus a revenue growth test: 2021 revenue divided by 2018 revenue must exceed 1.1. The narrative presents these filters…
This platform guide distinguishes raw financial statement records from processed point-in-time (PIT) data and explains why the distinction matters in quantitative investing. Raw records are organized by instrument, report date, publication date, and change…
This document presents a Chinese equity screening rule that selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose short and long moving averages show alignment. The initial description calls for at least five…
The document explains a high-frequency tactic called penny jumping through a limit-order-book example. A large visible bid may signal that an institutional buyer is willing to trade at a particular price. A faster trader can step one tick ahead of that bid,…
This monthly review compares equity factors using information coefficients (IC) and long-short returns. It reports that growth and turnover factors were relatively consistent over the preceding three months, while profitability and reversal results varied;…
This Chinese equity screening proposal selects stocks in the metaverse theme, applies a circulating market capitalization threshold, and requires a positive institutional-holdings measure. The article explains institutional ownership as a possible signal of…
This Chinese stock screening proposal combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a listing date in 2021. It frames the screen as a way to focus on newer companies in…
This stock selection rule combines an RSI reading below 65, a daily gain greater than 1%, main-board listing status, and an intraday low between 4% and 5% below the reference level. The stated rationale is to find shares with possible rebound potential,…
This Chinese stock screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion of stocks that hit the daily limit the previous day. The rationale is to seek…
This Chinese equity screen combines an amplitude threshold with two MACD-based conditions: a positive weekly histogram, described as a red bar, and a positive daily MACD reading. The article frames the amplitude filter as a way to retain stocks with price…
This Chinese stock screen combines three filters: daily amplitude above one, more than a year since listing, and a closing price above its five-day moving average. The article presents the moving-average condition as a way to identify a short-term upward…