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 essay argues that traders can develop intuition about leading stocks by participating in their price moves rather than relying only on charts or retrospective analysis. It frames market feel as accumulated experience with price rhythm, capital flows,…
The document outlines a Chinese equity screen combining company size, recent trading activity, and an indicator described as capital strength. Its headline criteria are companies valued below 10 billion yuan, no losses, and previous-day turnover above 8%,…
The report overview describes MSCI’s CNE6 equity risk model for China A-shares. It organizes the model into descriptors, basic factors, and style factors, with style factors formed through two weighting stages. The model adds quality, sentiment, and dividend…
This study examines stocks that attract investors seeking rare, extreme gains. It defines lottery-like stocks as those in the highest group when stocks are sorted into ten groups by their largest daily gain over the prior month. The proposed behavioral…
This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…
This report studies whether boosted tree models can extract stock return signals from analyst expectation factors that linear models may miss. The authors note that these factors can be complex, have substantial missing data, and correlate with earnings and…
This short-term stock screen selects shares with an amplitude above 1 that appeared on the previous day’s trading leaderboard and whose first-level buy volume exceeds first-level sell volume. The document presents the combination as a way to identify stocks…
This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a…
This Chinese stock-screening post describes selecting shares priced below 12 yuan, with turnover between 3% and 12%, and a pattern it calls a reversal or “wraparound” candle. Its indicator conditions include a low price threshold and an RC value no greater…
The post proposes screening Chinese stocks for MACD above zero, upward separation of short moving averages, and a prior-day auction turnover condition. It presents the combination as a way to select for positive momentum while using trading activity as a…
This stock-selection note describes a short-term screen for Chinese equities based on three conditions: turnover between 3% and 12%, a ratio of outside to inside trading volume above 1.3, and a closing price above the previous day’s low. The combination is…
This 2019 strategy review discusses how Chinese equity quant investors might respond to a weak market and changing asset-management conditions. It questions the near-term outlook for multi-factor approaches, noting that technical factors could remain under…
This research note examines shifts between large-cap and small-cap leadership in Chinese equities, using the CSI 300 and ChiNext indices as proxies. It argues that rotation can reflect macroeconomic conditions, industry trends, and market sentiment, and that…
This review summarizes research spanning equity market microstructure, institutional holdings, crypto momentum, dynamic-graph forecasting, and reinforcement learning for limit-order-book trading. In equities, one study groups trades by their timing relative…
This research roundup describes several quantitative finance studies. One classifies equity trades by their short-term co-occurrence with other trades and standardizes associated order imbalances into conditional order imbalance measures. These measures…
The post proposes a Chinese equity screen combining daily price amplitude, afternoon large-order net inflow, and a record of high return on equity over five years. It frames the criteria as a mix of price activity, money flow, and company profitability, and…
The document shows a Chinese A-share strategy that ranks stocks using market capitalization, float capitalization, and closing price, then selects a small target list. It filters for smaller float capitalization, sufficient listing history, and nonnegative…
The article proposes a Chinese-equity screen that combines a price-range condition, a named morning-star signal, and a historical dividend payout ratio above a stated threshold for 2019. It frames the combination as a way to identify shares with short-term…
The article describes a Chinese-equity screening idea combining a price-range threshold, ranking by net large-order activity, and excluding stocks that hit the upper price limit the previous day. It presents these conditions as a way to find active shares…
This Expert Advisor pairs trend-change signals from an Iin_MA_Signal indicator with position sizing that responds to recent trade outcomes. Signals are acted on after a bar closes when the indicator shows a trend change. Buy and sell histories are evaluated…
This brief A-share stock-screening note combines three conditions: turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a reversal pattern described as a counterattack or engulfing move. The conditions aim to identify…
This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow…
This article describes a stock selection screen combining three conditions: membership in the metaverse industry, a rounded-bottom chart pattern, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…
The post describes a technical stock screen combining daily price amplitude above a threshold, a positive weekly MACD reading, and detection of a bullish morning star candlestick pattern. It presents the morning star as a three-candle reversal signal and…