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 describes an equity screen combining a technical condition, a fundamental growth condition, and a market-activity condition. It selects stocks with RSI below 65, year-over-year growth in parent-company net profit above 20% and at most 100%, and a…
The report outlines portfolio attribution methods for stocks and bonds, using both holdings and return series. For equity holdings, it applies a multifactor framework to separate common-factor returns from idiosyncratic returns, then estimates portfolio…
This weekly Chinese equity market note combines market timing, sentiment, fund positioning, capital flows, and sector rotation. Its timing discussion uses an RSRS model on the Shanghai Composite, SSE 50, and ChiNext indexes. The model issued no new signals…
This article outlines a stock-selection screen combining a daily increase in reported holdings above a threshold, simultaneous bullish crossovers in three technical indicators, and a shortening MACD histogram on a 15-minute chart. It interprets the holdings…
This opinion article argues that retail traders face disadvantages against quantitative firms in short-term trading because of differences in data processing, execution speed, and trading infrastructure. It describes how large orders can be divided into many…
This article describes a daily Chinese equity screen that combines a positive MACD reading with a ranking by stock popularity, then limits candidates to profitable companies below a stated market-cap threshold. It frames MACD and popularity as ways to…
This report reviews ESG investing through active stock selection, benchmark optimization, and factor portfolios. It summarizes research using company ESG scores and components for five MSCI equity regions over 2010–2017, with quarterly portfolio rebalancing.…
This note outlines a Chinese equity screen combining price amplitude above 1, exclusion of ST-designated stocks, selection before 10 a.m., a five-session price-pattern condition, and seven consecutive declining sessions. It provides formula and Python…
This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive declining sessions, and a closing price above the five-day moving average. Its formula and Python example also check that the latest close is…
This note proposes screening stocks for daily amplitude above 1%, a 2021 date condition, and return on equity above 15% for five consecutive years. Its final version adds valuation limits of price-to-earnings below 30 and price-to-book below 5. The rationale…
This proposed Chinese equity screen selects main-board stocks whose codes begin with 60, with RSI below 65 and a daily gain above 1%. Its examples describe a technical filter that also checks a stochastic-style J/D crossover and proximity of the opening…
This note describes an A-share stock screen combining daily price amplitude above 1, a morning-star pattern, and positive price-to-earnings ratio. It presents the pattern as a short-term technical signal and positive P/E as a basic profitability filter. It…
This indicator description explains how to plot a moving average calculated on one timeframe over a chart using another timeframe. It lists inputs for the calculation period and method, the applied price, the calculation timeframe, and the drawing mode. The…
This research summary compares two ETFs tracking distinct China A-share indices focused on the ChiNext market. One index selects for quality and lower volatility, seeking financially sound companies with steadier price behavior. The other emphasizes growth…
This Chinese A-share screening proposal targets stocks in the metaverse concept group. It requires the closing price to exceed its five-day moving average and applies a bounded filter based on prior-day turnover and current auction volume relative to traded…
This article outlines a Chinese A-share stock screen beginning with companies classified in a metaverse sector, positive recent returns, and a daily high-low range greater than one percent of the prior close. It then proposes refining the selection to stocks…
This Chinese equity research note argues that quarterly profit growth alone can misidentify growth stocks. Small comparison-period earnings, denominator effects, and nonrecurring gains can create misleading growth rates. It proposes using analyst research…
This A-share stock selection approach first screens for turnover between 3% and 12%, market capitalization below 10 billion yuan, and companies without losses. It then selects shares whose previous closing price is above the 250-day moving average. The…
This A-share screening idea combines a price-range condition, a short-term trend filter, and a measure that relates yesterday’s turnover to today’s auction volume versus yesterday’s volume. It selects stocks whose average price is above the five-day moving…
The document outlines a Chinese stock screen requiring daily high-low amplitude above 1%, a positive measure of prior-day main-fund flow, and RSI below 65, with the formula reference specifying a three-period RSI. It presents these conditions as a way to…
The document proposes screening Chinese stocks with RSI below 65, seven consecutive down sessions, and large-order net flow above 0.05 for at least three consecutive days. Its final version adds a market-capitalization range of 5–10 billion yuan, while the…
This strategy selects U.S. equities by asset growth, then uses price momentum to choose long and short positions. It first screens for exchange-listed stocks, removes the smallest market capitalization names according to the source description, and ranks the…
This proposed Chinese equity screen selects stocks with a 14-period RSI below 65 and first-level buy volume greater than first-level sell volume, while excluding Beijing-listed shares. The article interprets RSI as a price-condition indicator and the…
This stock screen combines turnover, recent price change, and the ratio of externally classified to internally classified trading volume. Its stated criteria are turnover from 3% to 12%, a positive ten-day gain below 35%, and an outside-to-inside volume…