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.
12,140 documents
This note outlines a Chinese equity screen for stocks associated with the metaverse theme. It combines a rising 30-day moving average with positive afternoon large-order net inflow, using the trend condition as a price-strength filter and the flow condition…
This report excerpt reviews Chinese equity market performance and factor behavior for the week summarized in an early 2020 research note. It says major indices and most sectors fell during the week, while quality factor effectiveness improved and analyst…
This proposed stock screen combines three conditions: at least five observations described as overlapping moving averages, a recent price surge, and at least two large gains within a longer lookback. The accompanying Python snippets calculate a rolling…
This article outlines a China focused equity screen that starts with stocks in the metaverse theme and combines a recent turnover condition with a so called reversal or “wraparound” price condition. It then adds valuation and balance sheet filters: price to…
The Super Trend Fisher is presented as a trend and reversal indicator combining a detrended price oscillator, Fisher transform, and volatility-adjusted SuperTrend levels. The DPO component removes a moving-average reference to emphasize shorter price…
This Chinese stock selection proposal combines three conditions: daily amplitude above 1, a simultaneous bullish crossover among three technical indicators, and a run of seven consecutive declining days. The accompanying explanation and code reference moving…
This stock selection example combines a positive MACD reading, a rising 30-day moving average, and a revenue comparison. The stated rule requires the latest annual revenue measure divided by the measure from three years earlier to exceed 1.1. The…
This note presents a Chinese equity screen combining three historical price conditions: a daily high-low range above one percent, at least one daily gain of ten percent or more within the prior 25 trading days, and a reversal or engulfing-style pattern…
This document proposes a daily stock screen that selects shares with amplitude above 1, at least two limit-up events in the past 500 days, and no limit-up move on the previous day. It provides indicator formulas and a Python example using historical stock…
This document outlines a mainland China stock-selection screen built around three conditions: amplitude above 1, a rising base, and a gain above 1% on the current day. Its final stated logic also removes ST and *ST shares and describes selling when a candle…
The note describes a double-smoothed version of an RSI-adaptive exponential moving average. Its motivation is that the responsive original can produce too many slope changes, which may translate into frequent signals. The proposed variant applies double…
This article explains how a rolling average smooths a time series and why longer lookback windows produce smoother but slower signals. It compares simple, exponential, linearly weighted, triangular, and volatility-adjusted moving averages, focusing on how…
This Chinese-language document presents an A-share stock screen based on turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and floating market value between 5 billion and 10 billion yuan. It includes a technical formula and a…
This Chinese-language document outlines an A-share screening rule that combines MACD with a company classification filter. It seeks stocks where MACD is above zero and the MACD histogram’s green bars are shortening on a 15-minute interval, while excluding…
This stock-selection rule screens the metaverse theme for shares meeting two price-trend conditions: the previous day’s price must be above the 250-day moving average, and the weekly close must cross above its 30-week moving average. The first condition…
This A-share screen combines a daily high-low range of at least one, return on equity above 15% in each of five consecutive years, and a proxy for recent large-investor control or buying pressure. The article presents the range condition as a way to identify…
This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and a pattern of progressively higher lows. The accompanying explanation interprets repeated tests at increasingly elevated price bottoms as evidence of…
This note presents a Chinese equity screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a weekly price move above the 30-week moving average. It frames turnover as a liquidity filter, the KDJ signal as evidence of…
This note describes a Chinese stock selection rule combining daily price range, afternoon large-order net inflows, and relative trading volume. It specifies an amplitude above 1%, with volume ratio between 1.5 and 6, and treats qualifying shares as…
The document presents a Chinese equity screening idea combining daily price amplitude above a threshold, a positive weekly MACD histogram, and recent limit-up behavior. It frames these conditions as a way to find active stocks with short-term upward…
The document describes the Perceptron Oscillator as an oscillator built with a simplified perceptron algorithm. It characterizes the result as a Momentum indicator that uses an unusual averaging method, so its main lesson is how the indicator relates to a…
This post describes a Chinese A-share selection rule that combines a minimum price-amplitude filter, a ceiling on freely tradable shares, and a weekly five-period moving average crossing above a ten-period moving average. The stated rationale is to find…
This Chinese-language post describes a stock screen combining turnover, a rising DEA condition, and price location within Bollinger Bands. It selects shares with turnover between 3% and 12%, a bullish MACD-style DEA condition, and a close above the band…
This stock-selection rule combines three signals: daily price amplitude above 1, MACD above its zero line, and at least one limit-up event in the previous 25 days. The article interprets amplitude as a sign of substantial movement, positive MACD as a…