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 indicator uses a modified weighted moving average and a smoothed version of that average to locate candidate turning points. When the two lines cross, it records a recent local low or high, using a shorter lookback based on a fraction of the…
The document presents a Chinese equities screening idea: select stocks with turnover between 3% and 12%, a positive return over the prior 10 days below 35%, and an opening price near the 10-day moving average. Its example code adds further filters, including…
The request specifies a stock factor backtest using a named factor table and factor. Factor values should be converted to ranks, with smaller values preferred. The intended universe is the CSI 1000, excluding Beijing Stock Exchange listings and ST-designated…
The strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…
This article outlines a workflow for creating custom equity-selection rules from platform factors. It illustrates price-location features based on recent highs and lows, then combines return, volume, and market-relative conditions into a screening rule. The…
This Chinese-language post proposes a stock screen combining price movement and liquidity conditions: an amplitude threshold, at least one large daily gain within the past 25 trading days, and turnover between 3% and 12%. It frames the screen as potentially…
The proposed stock screen selects shares with a daily high-low range of at least one percent and relative volume between 1.5 and 6 times its five-day average. It also filters on company or industry classification, with consumer and healthcare sectors offered…
This document describes a Chinese equities screening rule using three conditions: daily high-to-low amplitude above one percent of the open, a positive but less than 35% gain over ten days, and three consecutive sessions in which the close is below the open.…
This essay presents a framework for improving investment judgment through varied mental models rather than relying on one familiar way of thinking. It recommends learning core ideas from several disciplines, using an investor-specific checklist, and applying…
This research summary studies Chinese home appliance industry conditions using revenue and net profit growth as proxies, arguing that calculations on comparable constituents reduce distortions caused by changes in the historical stock universe. It frames…
This stock selection proposal combines daily price amplitude, a measure of controlling-shareholder activity, and net buying by major participants during the opening auction. Its expanded version also requires the share price to be above its 30-day moving…
SVAPO combines smoothed price movement and volume to gauge short-term directional pressure. The method derives a Heikin-Ashi-style price series, smooths it, and compares it with a volume trend. Volume is capped relative to a recent average before being…
This stock strategy uses changes in a modified Directional Index to switch between long and short bias. A local turn in the indicator sets the desired direction; entry is then permitted only when the close is on the corresponding side of a moving average,…
The proposed Chinese equity screen combines three filters: a 20-day moving average above the 120-day average, positive institutional net buying relative to float, and a daily position increase exceeding 5% of the stated comparison amount. It presents these…
This Chinese equity-screening idea selects stocks with amplitude above 1, a rounded price pattern, a robotics-sector classification, and circulating market value below 10 billion. The text interprets the amplitude condition as targeting active shares, the…
The document describes a Chinese equity screen combining an amplitude threshold above 1, a MACD condition above the zero axis, and a short-term MACD histogram change. Its analysis emphasizes volatility alongside a bullish momentum backdrop, with the…
This A-share screening concept combines a daily price-range threshold, circulating market capitalization above 10 billion yuan, and simultaneous upward threshold crossings in RSI, ROC, and CCI. The examples define the crossings as RSI moving above 30, ROC…
This A-share screening rule selects stocks with turnover between 3% and 12%, an IPO year condition, and a ratio of outside-market to inside-market trading above 1.3. The article describes the listing-year condition as 2021, while its Python example appears…
This Chinese A-share stock screen combines a daily range condition, a specified closing price, and a check that the previous session was not a limit-up day. The article’s prose describes the closing-price threshold as 18.5 yuan and the range as greater than…
This note describes a short-term screen for metaverse-themed Chinese stocks that appeared on the prior day’s Dragon-Tiger list and whose daily price change multiplied by the net volume of very large orders is positive. The intended signal combines a public…
This note proposes screening metaverse-themed Chinese stocks for a curved price pattern and more than two limit-up sessions within a 10-day window. It frames repeated limit-ups as a sign of strong recent price action and includes example formulas for…
This note describes a Chinese A-share screening rule for stocks classified in the metaverse theme. It selects stocks with turnover above 8% on the prior day and a 14-period RSI below 65, aiming to find actively traded shares that are not extremely…
This note outlines a Chinese equity screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires a measure described as today’s control concentration to exceed 21%. It argues that concentrated ownership may be…
This note describes a Chinese equity screen using three conditions: amplitude above 1, a KDJ value below 20, and at least one daily gain of 10% or more during the previous 25 trading days. It sketches implementations in a charting formula and Python, using…