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 screen selects stocks with RSI below 65, turnover between 3% and 12%, and a rising 30-day moving average. It combines a momentum or price-condition filter with a liquidity range and a trend condition, with the stated aim of favoring…
This Chinese equity screening rule combines a daily turnover range of 3% to 12%, appearance on the prior day’s trading leaderboard, and buy volume from large and extra-large orders during the opening auction above 7 million. The stated rationale is to use…
This weekly review tracks the returns and direction changes of 16 equity factors in the Chinese market during the 25th week of 2018. It reports that sales net margin had the strongest weekly performance, while valuation factors remained weak and the size…
This document proposes selecting Chinese stocks with a minimum amplitude, more than a year of listing history, and signs of institutional buying. The indicator example combines a recent price-change measure, a five-period money-flow sum, a ranked…
The document presents a short-term stock-selection screen combining intraday amplitude, a price-position condition described as a rounded arc, and increasing volume totals over progressively longer recent windows. Its example formula compares recent…
The document describes a deep learning model intended to estimate a company’s next-quarter operating revenue year-over-year growth. It frames the forecast as a potential input to value-oriented investment decisions and says the target corresponds to roughly…
This post describes a mainland Chinese stock selection rule combining an RSI reading below 65, a daily gain greater than one percent, main-board membership, and a newly formed KDJ bullish crossover. It frames the filters as a way to find stocks with a…
This post outlines a Chinese equity screen for companies below a stated market-cap ceiling that report no losses. It also filters for daily price range above a threshold and excludes stocks that closed at the daily limit on the previous day. The suggested…
This Chinese-language post proposes a technical screen for mainland Chinese stocks. It selects shares with daily high-to-low amplitude above one percent, at least one limit-up event during the prior 25 trading days, and at least two limit-up events within…
This post describes a Chinese equity screen for metaverse-related stocks. It combines a positive institutional-flow measure with positive net buying attributed to major participants during the opening auction. The proposed selection rule is intended to…
The document outlines a stock-selection screen for metaverse-related companies. It combines a positive institutional-flow condition with a weekly moving-average crossover, where the five-week average rises above the ten-week average. It gives example…
The document describes a short-term stock screen for China’s metaverse-related equities. It selects stocks whose reported 9:25 price change is below 6% and whose external-to-internal trading volume ratio exceeds 1.3. It provides example indicator formulas…
This Chinese equity-screening note selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an appearance on the previous day’s “Dragon and Tiger List,” a Chinese market list highlighting notable…
This Chinese stock-screening note combines three filters: a 14-period RSI below 65, displayed best-bid volume greater than best-ask volume, and 2021 revenue more than 1.1 times 2018 revenue. The stated rationale is to find stocks with moderate RSI readings,…
This Chinese stock-screening note describes selecting companies in the metaverse industry whose opening price is near the 10-day moving average and whose indicated gain at 9:25 is below 6%. It presents the opening-price relationship and premarket move as…
The document presents a stock-selection idea based on a reported buying-interest measure above 5%, a price below 12, and an upward-sloping 30-day average. It describes these conditions as a way to find lower-priced stocks with buying demand and a rising…
The document outlines an A-share stock screen combining a 14-period RSI below 65, positive net profit growth between 20% and 100%, and a positive 10-day price change capped at 35%. Its SQL example adds further filters, including positive net profit, exchange…
This Chinese-language post presents an A-share screening rule combining metaverse-sector membership, a circulating market capitalization threshold, and a set of price conditions involving the current and previous daily candles. The conditions require the…
This forum post questions the target-return calculation in a one-day equity strategy’s labeling code. The strategy is described as buying near the open on one day and selling at the close of the next, yet the label reportedly divides a later session’s high…
The proposed Chinese equity screen selects stocks with an amplitude above one, excludes those that closed at the prior day’s upper limit, and requires the prior day’s 9:15 matching price to be at the lower limit. The stated rationale is that a sharp downside…
This stock screen combines three conditions: prior-session price amplitude above 1%, tradable shares no greater than 5.5 billion, and prior auction turnover above 0.26. The article explains the intended rationale: a larger range may identify short-term…
This proposed screen targets mainland Chinese main-board stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, takes the top five, and requires the current price to be more than 1% above the open. A Python…
This proposed Chinese A-share screen selects stocks with at least two limit-up sessions over a 500-day lookback and excludes Beijing-listed shares. The post interprets repeated limit-ups as a sign of strong price action, but provides no backtest results or…
This forum post raises operational problems encountered after submitting previously successful stock strategies for simulated trading. The author reports that some buy instructions appear a day early and are later marked invalid, that incomplete purchases…