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 outlines a stock screen combining a daily price range above 1%, a closing price below 20, and afternoon large-order net inflows. It presents these as filters for volatility, lower-priced shares, and recent buying interest. The proposed…
This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting…
This post describes a Chinese stock screening rule that combines a daily high-low price range of at least one unit, return on equity above 15% in each of the past five years, and membership in the beverage and alcohol import-export industry. It outlines the…
This post proposes screening stocks whose codes begin with 60, whose turnover rate falls within a stated range, and whose relationship between the prior day’s turnover and current auction volume relative to prior volume falls within a specified band. The…
The post describes a screen for Chinese stocks associated with the metaverse theme, with circulating market value above a stated threshold and a cap on the gain early in the trading session. It provides formula and Python examples for identifying theme…
This post proposes a stock-selection screen that combines MACD above its zero line, upward separation of short moving averages, and a signal described as the start of a major advance. It illustrates calculations for MACD, moving averages, and KDJ, then…
This Chinese equity screening idea combines intraday range, a morning-star style candlestick condition, and positive afternoon net buying by large orders. The article frames the range as a volatility measure, the candle pattern as technical evidence, and…
The document describes a Chinese equity screen for stocks with turnover between 3% and 12%, listing year 2021, and recent institutional buying. It presents these filters as a way to combine trading activity and listing vintage with signals inferred from…
This research summary describes a Barra-style risk model for Hong Kong stocks. It combines market and accounting data with Hang Seng industry groups and ten style exposures, including size, beta, momentum, volatility, value, liquidity, profitability, growth,…
The article proposes a Chinese equity screening rule using three conditions: a prior-day price range above a threshold, a positive reading for a “main force control” measure, and prior-day auction turnover above a stated cutoff. It presents the combination…
The note explains how corporate actions such as stock splits, bonus shares, or ex-dividend adjustments can change a stock’s quoted price and share count without representing an equivalent loss in economic value. A backtest that compares unadjusted prices…
This document describes a Chinese A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a control ratio above 21%. It frames the control ratio as a measure for narrowing the pool after…
The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…
The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…
The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…
The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…
The document describes a short-term equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, a K indicator below 20, and a daily gain above 1%. The post also gives a reference expression and a sample Python workflow that…
This note describes a Chinese-equity screen for stocks with turnover between 3% and 12%, codes beginning with 60, and a three-session candlestick pattern labeled a morning star. The accompanying example obtains listed-stock and daily market data, checks the…
This note presents a Chinese-equity screening approach that ranks stocks by relative volume and selects prices between the middle and upper Bollinger Bands, while also considering an early-session gain threshold. Its initial description uses a gain below 6%,…
This note describes a Chinese-equity screen combining daily turnover between 3% and 12%, appearance on the prior day’s trading leaderboard, and a condition framed as at least five overlapping moving averages. The proposed rationale is to pair a measure of…
This tutorial describes how to create a forward-looking label for whether a Chinese stock will close limit-down, outside a price limit, or limit-up on the next trading day. It uses a precomputed stock factor table and a price-limit status field whose values…
This stock selection method focuses on companies classified in the metaverse industry. It filters for a volume ratio between 1.5 and 6 and then keeps stocks in the top 10% by large-order net flow. The intended idea is to find shares experiencing elevated…
This proposed stock screen combines a technical condition with a dividend measure. It calls for RSI below 65, a positive product of percentage price change and a large-order net-flow measure, and a 2019 dividend ratio above 25%. The article describes the…
This stock selection recipe combines trading activity, institutional participation, exchange segment, and valuation. It selects Shenzhen Main Board stocks after the close when the five-day amplitude measure is above 1, institutional participation exceeds 30,…