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
The post outlines a stock screen focused on shares whose codes begin with 60, using data from 2021. It presents this universe as relatively large-cap and liquid, then proposes adding financial filters such as a current ratio threshold and a price-to-earnings…
The screen selects Chinese stocks using three conditions: closing price below 12, at least two limit-up days within the previous ten days, and today’s net buying share above 5%. The accompanying explanation interprets repeated limit-ups as evidence of…
This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a…
This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range relative to the open exceeds 1, and whose institutional-fund flow measure is positive. The accompanying formula aggregates positive net fund amounts over five…
The document describes a MetaTrader-style expert advisor that combines Standard Deviation Channel Lines with two moving averages to trade in the direction of a trend. The channel is intended to act as a filter, and the EA also offers configurable take-profit…
The article reviews a method for evaluating active mutual funds by adjusting performance first for factor exposures and then for the characteristics of stocks held. It begins with Carhart four-factor alpha, then uses either a cross-sectional regression on…
This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…
This Chinese-language post describes an equity screen that ranks candidates by volume ratio, filters for circulating market value at or below 5.5 billion yuan, and requires the 20-day moving average to exceed the 120-day average. The stated rationale is to…
This document presents a Chinese stock screen that selects securities whose daily high-low range exceeds 1% of the previous close, limits the universe to codes beginning with 60, and ranks candidates by money-flow strength in descending order. The article…
This Chinese equity screening idea combines a turnover band, a robotics theme, a small-float-market-cap ceiling, and three consecutive declining sessions. The article frames the three down days as a sign of recent weakness and adds that technical condition…
This document describes a Chinese equity screen combining turnover, parent-attributable net profit growth, and a business keyword filter. It selects stocks with turnover between 3% and 12%, profit growth above 20% and no more than 100%, and operations…
This Chinese stock selection idea combines a turnover range of 3% to 12% with first-level bid volume exceeding ask volume and simultaneous bullish crossovers in three indicators, with MACD, KDJ, and RSI given as examples. The post includes sample formula and…
This Chinese equity screening idea selects stocks with turnover between 3% and 12%, an external-to-internal traded volume ratio above 1.3, and a candle shape described as a rounded arc. Its example formula operationalizes the shape using the high, low, and…
The document describes a Chinese A-share selection rule that looks for stocks with an intraday high-low range above 1%, excludes Beijing-listed shares, and seeks positive weekly price movement. It gives illustrative formula and Python-style examples, then…
This brief summary of a factor-investing report reviews tests of capital-structure and solvency measures. For nine capital-structure factors, the report compares grouped portfolio performance, long-short returns, information coefficients, and Fama-MacBeth…
This Chinese-language post describes a stock selection rule combining daily price range, weekly MACD, and the prior day's price limit status. It seeks stocks with a daily high-low range above 1% of the previous close, weekly MACD above zero, and a prior…
The document summarizes research on whether actively managed equity funds earn stronger future returns when their trading increases the technological similarity of their holdings. It describes Active Technological Similarity (ATS), built from the overlap in…
This document describes a stock screen combining a daily price-range condition, a low share-price cutoff, and a positive value for a field associated with beverage and alcohol imports and exports. The formula reference also includes a minimum trading-amount…
The document outlines a Chinese equity screening idea that combines membership in the metaverse theme with positive institutional-flow readings and a condition labeled as the start of a strong upward move. It presents a formula reference and a Python example…
This summary compares financial growth signals and subsequent stock returns in overseas and Chinese markets. It defines asset growth as changes in balance-sheet items, including total assets, current assets, and inventory, and profit growth through measures…
This Chinese stock-selection post describes a screen combining three conditions: daily price amplitude above 1, an upward-spreading moving-average signal, and prior-day turnover above 60 million. The intended candidates have noticeable price movement, an…
This document introduces a proposed study of Chinese stock price-limit events. It says the work explains the limit-up mechanism, classifies stocks that reach the upper price limit, and examines returns after those events. The stated research direction is to…
This Chinese equity screening idea combines a daily high-low range of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the stock had three consecutive limit-up closes on the prior days. The article presents the range and volume…
This Chinese equity screening rule selects stocks with turnover between 3% and 12%, an opening price within roughly 5% of the ten-day closing-price average, and first-level bid volume greater than first-level ask volume. The article interprets turnover and…