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 Chinese equity screening proposal combines above-normal daily range, a close between the middle and upper Bollinger bands, and an upward 30-day moving average. It presents these conditions as a way to find active stocks whose medium-term trend is rising…
The document describes a Chinese-equity screen for stocks associated with the robotics theme. Its criteria include an amplitude above 1%, circulating market value below 10 billion, and a limited price movement around the 9:25 opening observation. The…
This report describes a fundamental equity quality framework spanning profitability, growth stability, earnings quality, cash flow, operating efficiency, and solvency. It screens factors for historical long-term return behavior, then builds a composite…
This research summary reviews dynamic ways to allocate among equity style factors, contrasting them with static allocation and grouping methods by whether they rely on returns, risk, or both. It first builds the investable factor set: 28 underlying factors…
The document addresses a stock-selection model whose chosen stocks and reported backtest returns change when the backtest end date is moved forward by about twenty days. The explanation is that the training data differs across the runs. A model trained on a…
This short-term stock screen combines three filters: a prior-day price amplitude above 1%, appearance on the previous day's top-trader list, and a current-day price decline between 4% and 5%. The post presents the decline as a potential pullback entry and…
This post describes adapting VeighNa to use the GoldMiner market data service as a source of historical bars. It outlines the author's account of the free tier's available history, then highlights integration details: mapping bar intervals, reversing the…
This stock screen combines a metaverse-sector filter with prior-day turnover above 8% and a 15-minute MACD condition intended to identify a shortening bearish histogram. The article presents the combination as a way to bring sector interest, trading…
The document proposes a Chinese equity screen combining three conditions: membership in the metaverse industry, an arc-shaped price pattern, and institutional flow above zero. It presents the positive flow reading as a sign of institutional buying and…
This stock screen selects beverage and alcohol-related companies with turnover between 3% and 12%, then requires the current price to sit above a set of moving averages ranging from short to long horizons. The stated rationale combines an industry filter,…
This stock-selection idea combines an amplitude threshold, a rounded price-range pattern, and a company or industry classification. The accompanying indicator expression uses recent high-low ranges over several lookback windows to identify a compressed,…
This Chinese-language post presents a technical stock-selection idea combining three conditions: daily price amplitude above one, three consecutive limit-up sessions ending the previous day, and three consecutive declining sessions. It frames the conditions…
This Chinese-language post describes a simple stock screen for companies classified in the metaverse sector, with a positive recent return and market capitalization above 200 million yuan. It outlines the selection logic using sector membership, a price…
This report describes a stock rotation strategy that seeks timely events associated with excess returns. Its event factors cover shareholder actions, dividend policies, earnings forecasts and reports, growth measures, and private placements. The strategy…
This note describes a stock screen for shares whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose price gain at 9:25 is below 6%. It presents turnover as a liquidity filter and the early price move as a rough indicator of market…
This note presents a China A-share screening rule for stocks classified in the metaverse sector. It selects stocks that appeared on the prior day’s trading leaderboard and whose weekly close crosses above the 30-week moving average. The proposed rationale is…
This document explains a MetaTrader 4 script that builds an offline chart for a user-defined basket of instruments and updates it as new ticks arrive. It calculates basket prices using a geometric mean, allows directional weights—including fractional…
This note describes a short-term A-share selection rule combining three filters: intraday amplitude above 1, a top-five ranking by today’s opening-auction amount, and prior-day auction turnover above 0.26. It frames the combination as a way to find stocks…
This stock-selection screen combines three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and rising lows. The rising-lows condition is described as comparing the minimum low over a shorter recent window with the minimum…
The document examines relationships between half-hour returns in major Chinese equity indices and outlines intraday momentum and reversal trades. It reports stronger positive relationships among some afternoon intervals, a negative relationship between the…
This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…
This post describes a stock-selection screen for Chinese equities that requires MACD to be above zero, a rising 30-day moving average, and a company-type criterion intended to represent business quality. The technical conditions are presented as signs of…
This post outlines an A-share stock screen combining a daily trading-range condition, a qualifying company type, and a dividend payout ratio above a stated threshold for 2019. It explains the range condition as a way to select stocks with price movement and…
This opinion article argues that quantitative trading has become entrenched in China’s A-share market despite retail investor criticism. It attributes its perceived advantage to rapid automated execution, access to data and signals, and institutional tools…