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 article describes a daily A-share screening rule applied after the market opens. It keeps stocks whose MACD is above the zero line, ranks them from highest to lowest by stock popularity, and excludes companies classified as being from Beijing. The rule…
The document presents a Chinese A-share screening rule combining price movement, large-order net volume, and company size. It selects stocks with an amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and circulating…
This research summary studies whether lagged returns from related industries can help predict industry returns for sector rotation. It motivates the question by noting that such predictability would not be expected in an ideal frictionless market, while real…
This research summary examines low-volatility investing in overseas markets and mainland Chinese equities. It presents the low-volatility anomaly as a source of long-run risk-adjusted performance, with a behavioral explanation: speculative demand and…
This screen selects stocks associated with the metaverse theme, with a rising 30-day moving average and a 14-period RSI below 65. It combines a thematic filter with a basic trend condition and an RSI threshold. The post gives formula references and a Python…
This stock-selection screen combines a turnover range of 3%–12%, a recent KDJ golden cross, and a share price below 12. It is presented as a way to focus on liquid, potentially rising lower-priced shares. The article includes a formula reference and a Python…
This report summary describes a Barra-style risk model for Hong Kong stocks, built to study factor returns and portfolio exposures. Its data foundation combines security details, prices, trading activity, Hang Seng industry classifications, valuation…
This note proposes screening metaverse-sector stocks whose opening price is near the ten-day moving average and that show positive afternoon net inflow from large orders. It presents proximity to the average as a way to find relatively steady price action…
This note describes a Chinese equity screen combining metaverse-sector membership, a rounded price pattern, and year-over-year growth in net profit attributable to shareholders of the parent company between 20% and 100%. It presents the pattern as a possible…
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
The document outlines a Chinese equity screening rule combining a daily amplitude threshold, a previous session’s 9:15 matched price at the limit-down level, and year-over-year net profit growth attributable to parent-company shareholders within a specified…
The document describes a short-term Chinese A-share screening rule. It selects stocks with a daily high-to-low range above 1%, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. It also excludes…
This note describes a Chinese stock screen combining price amplitude above 1%, a prior-day main-fund-control condition, and exclusion of ChiNext and STAR Market stocks. It presents amplitude as a way to avoid low-movement securities and a main-fund-flow…
This note proposes a Chinese equity watchlist screen requiring daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and a listing age greater than one year. It presents volatility as a way to find stocks with larger price…
This note describes a daily, post-close screen for Chinese equities. It selects stocks whose MACD line is above zero, uses trading interest to rank candidates, and specifies a closing price of 18.5 yuan. The accompanying discussion interprets positive MACD…
This article presents a revised dividend-factor stock selection strategy for Chinese equities and a simpler equal-weight alternative using dividend-themed ETFs. The V2 stock strategy expands the portfolio from 8 to 20 holdings, rebalances monthly instead of…
This example describes two ways to use the relative strength index (RSI) in an equity backtest. Its basic signal rule uses a smoothed moving average to calculate RSI, then takes a short position above 70 and a long position below 30, remaining flat between…
This note outlines a short-term Chinese equity screen that combines a daily price-range threshold, rising short-term moving-average behavior, and an increase in the K component of KDJ. It presents these conditions as signals of volatility and possible…
This note proposes screening Chinese equities associated with the metaverse theme, requiring a positive institutional-flow measure and a weekly crossover involving a 30-week reference. The intended rationale is to combine thematic exposure, evidence of…
This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…
This note describes a Chinese equity screen combining turnover between 3% and 12%, a K value below 20, and positive MACD. It further frames selection around MACD behavior above the zero line, while its indicator example favors rising MACD and its Python…
This overview explains Chinese depositary receipts (CDRs) as securities traded domestically that represent rights in foreign shares through a depositary institution. It summarizes the historical pilot eligibility criteria described in the document, says…
This post presents an A-share selection rule that combines daily price movement, convertible-bond information, and a moving-average trend filter. Its stated criteria include an amplitude above 1, a nonempty name for outstanding convertible bonds, and a…
This post describes a proposed A-share stock screen combining three filters: at least five moving averages clustered together, appearance on the previous day’s notable trading list, and a market capitalization below 10 billion yuan with no reported losses.…