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 document describes a simple Chinese equity screening rule: select stocks with turnover between 3% and 12%, a ten-day gain above zero but below 35%, and a price below 12. Its accompanying example code also excludes selected exchange segments, stocks…
This proposed stock screen looks for shares with daily amplitude above 1, a reversal or engulfing-style pattern, and no limit-up move on the previous day. Its intended logic is to find volatile stocks showing a change in recent price direction while…
This stock-screening proposal combines daily price amplitude above 1, upward divergence in moving averages, exclusion of special-treatment stocks, and a limit-up-related condition. It aims to find volatile shares with rising price action and liquidity. The…
This Backtrader example demonstrates how to monitor portfolio drawdown while running a simple moving-average crossover strategy. It calculates a 15-period simple moving average and uses a crossover between closing price and the average to generate buy and…
This report summary describes an index-timing model that applies wavelet analysis to filter price series before using a support vector machine to predict direction. It compares daily and weekly data and different model settings for the Shanghai Composite and…
This document describes a Chinese equity screen for metaverse-related stocks. It combines a volume-ratio range with a morning-star candlestick signal, and also discusses adding market capitalization and other filters. The accompanying explanation frames the…
This research summary introduces the “Huayin Linjian” factor as a way to identify A-shares that may be undervalued because their prices have not been strongly driven by information-related trading pressure. Its stated premise separates price movements into…
This post presents an equity screen that selects stocks with a daily high-low range above one unit and return on equity above 15% in each of the previous five years, then ranks candidates by the day’s auction amount and keeps the top five. Its proposed…
This Chinese-language post proposes screening A-shares associated with the metaverse theme when they appeared on the previous day’s trading alert list and the five-week moving average crosses above the ten-week average. It describes the conjunction of an…
This brief strategy outline combines a machine-learning stock ranking model with market-level and individual-stock exit rules. It proposes training a StockRanker on price, volume, and valuation factors, then applying three conditions to the CSI 300 index as…
This tutorial demonstrates a workflow for evaluating WorldQuant Alpha#100 on Chinese equities. It builds the factor from price and volume signals, including the close’s position within the daily range, the relationship between closing price and ranked…
The document outlines a stock selection screen combining three conditions: daily price amplitude above a threshold, afternoon large-order net inflow, and a weekly close crossing above a 30-week moving average. It then says to select the strongest-gaining…
The document outlines a stock screen requiring a 14-period RSI below 65, a favorable company type, and an opening move of less than 6% in absolute terms relative to the previous close. It frames the RSI condition as a way to avoid highly elevated readings…
The document describes a Chinese equity screening rule that combines metaverse industry classification, a positive institutional-flow signal, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than…
The indicator constructs a central reference and four resistance and four support levels from the previous day’s high, low, and close. The previous close serves as the central pivot. Each surrounding level offsets that close by a fraction of the prior…
This stock screen combines three signals: price amplitude above a stated threshold, a condition described as upward divergence in the day’s moving averages, and afternoon large-order net inflow. Its rationale is to pair price movement and trend information…
The screen targets Chinese A-share stocks with an RSI below 65, seven consecutive sessions meeting a bearish-candle condition, and an intraday low between 4% and 5% below the reference price. A later version adds a circulating market-value range of 5–200…
The post proposes a Chinese equity screen combining three criteria: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and market capitalization of at least 200 million. It frames RSI as a technical condition and…
This Chinese-language note proposes screening stocks with RSI below 65, seven consecutive sessions classified as down days, and appearance on the previous day’s market activity list. It describes the combination as a technical and capital-flow filter, and…
This Chinese-language note proposes selecting stocks listed in the current year when turnover falls between 3% and 12% and the reported institutional-flow measure is positive. It frames turnover as a screen for trading activity and institutional movement as…
This Chinese stock-selection idea combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and more than two limit-up sessions during the prior ten days. The accompanying discussion interprets the RSI threshold as…
This stock-screening approach selects securities with MACD above zero and a weekly close crossing above its 30-week moving average, then ranks candidates by market attention or heat. It runs after each trading day’s close. The stated rationale is to pair a…
This document presents a Chinese equity screen that combines a turnover band with seven consecutive declining sessions and a nonempty name for an outstanding convertible bond. It then proposes adding fundamental filters: market capitalization above the…
The document contrasts applying for CXMT shares in a Chinese A-share IPO with trading a pre-listing perpetual contract on Hyperliquid. It outlines the stated eligibility requirements and estimated allotment odds for the IPO, then explains that the contract…