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 A-share screening rule combines daily turnover between 3% and 12%, market capitalization below 10 billion yuan, a profitability condition based on return on equity, and price amplitude above 1. It is intended to focus on smaller companies that are…
This A-share stock screen selects shares with a 14-period RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and no limit-up close on the previous day. The stated rationale is to use RSI as a short-term weakness filter,…
This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may…
This Chinese-language summary introduces TS-Boost, a machine-learning framework for equity factor selection. It identifies two challenges in financial data: observations may not share the same distribution over time, and market signals can have low…
This introductory section points new users to three FinRL tutorial notebooks. One is presented as a recommended first exercise, walking through a full deep reinforcement learning workflow for stock trading. Another demonstrates connecting FinRL to Tushare…
The document describes a China A-share stock screen combining trading activity, recent price performance, and company earnings growth. It selects main-board stocks with turnover between 3% and 12%, a daily gain above 1% relative to the stated comparison…
This article introduces a proposed relationship between the intensity of market capital flows and investors’ choice of equity style. It suggests that when flows are subdued, style investors tend to retain their existing direction, while unusually strong…
This A-share stock screen selects companies classified in the metaverse sector, limits the previous session’s morning opening gain to under six percent, and requires the prior closing price to sit above its 250-day moving average. The article frames the…
This Chinese-equity screening proposal combines a reported increase in investor positions above 5%, a daily return constrained to a narrow band, and an opening gain below 6%. The post’s description gives the daily-return limits as below 2.6% and above -5%,…
This proposed stock screen combines three conditions: daily amplitude greater than 1, a shrinking negative MACD histogram on a 15-minute chart, and price near the ten-day moving average. The rationale is to find volatile stocks where downside momentum may be…
This stock-screening approach selects equities with MACD above zero, a positive return over ten days capped at 35%, and a qualifying enterprise characteristic. The article frames positive MACD as evidence of an upward trend, the return band as a way to limit…
This proposed Chinese A-share screen combines three conditions: MACD above zero, trailing price-to-earnings ratio above zero, and substantial large or extra-large order volume during the opening auction. It is intended to run after the auction ends each…
This Q&A examines a Chinese A-share small-cap strategy that selects the market’s smallest stocks by capitalization. The user expected the backtest to buy at its August 24 start date, but the first trade appeared on September 23. The explanation is that the…
This stock screen combines four proposed conditions: a metaverse industry classification, a rounded or arc-like price pattern, association with a robotics concept, and circulating market value below a stated threshold. The article explains that the small-cap…
This Chinese stock-selection example combines a turnover-rate band with an order-flow ratio and a rising KDJ stochastic value. The stated screen looks for turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and a positive…
This Chinese-language post describes a stock screen that selects shares with turnover between 3% and 12%, an initial listing year of 2021, and a candle formation labeled a Kute Intelligence Morning Star. The pattern is framed as a possible reversal after a…
This document describes an oscillator that combines weighted and simple moving averages to create an SR line and a signal line. It also plots channel boundaries derived from recent highs and lows. A cross of the SR line above the signal line is presented as…
This A-share screening proposal looks for stocks with MACD above the zero line, a share price below 12 yuan, and revenue growth exceeding 10% over the prior three years. It combines a technical momentum condition and a low nominal price with a fundamental…
This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…
This A-share screening proposal combines an RSI reading below 65, an outer-to-inner trading volume ratio above 1.3, and three consecutive declining closes. The article describes the conditions as a way to find stocks with weak recent price action that might…
The proposed screen selects Chinese stocks with amplitude above 1% that did not close at the daily upper limit on the prior day, then ranks candidates by the current day’s auction amount and keeps the top five. The article treats large auction activity as a…
This stock screen combines three filters: price amplitude above 1%, weekly MACD above zero, and a stock code beginning with 60. The document presents the MACD condition as a comparison of the MACD line with its signal line on the prior bar, alongside a…
This discussion addresses a backtest in which purchases across two mornings totaled more than the stated initial capital. The explanation attributes the apparent overspending to the simulation’s timing convention: the backtest accesses that day’s completed…
The article describes a Chinese stock-selection screen using an RSI below 65, a ratio of external to internal trading volume above 1.3, and a ranking by stock popularity. It presents these filters as a combination of technical conditions and measures of…