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 stock-selection rule combines three filters: a high-to-low daily range above 1%, a daily decline between 4% and 5%, and a positive price-to-earnings ratio. The article offers formula and Python examples, although the displayed formula does not appear to…
This stock-selection idea screens shares whose codes begin with 60, whose high-to-low daily range exceeds 1%, and that meet a reversal or “wraparound” candlestick condition. The article gives formula and Python examples, but the definitions are not fully…
This brief indicator description combines a standard Relative Strength Index display with support and resistance levels drawn on the chart. It says the RSI can be used in the usual way and that changes in the indicator's color may also be treated as signals.…
This screening method selects stocks with market capitalization below 10 billion yuan, positive earnings, and an RSI below 65, then orders candidates by money-flow strength. It describes the money-flow measure as Chaikin Money Flow and gives a 20-period…
This stock screen combines three conditions: daily amplitude above 1, at least one limit-up event within the past month, and a 20-day moving average above the 120-day moving average. The moving-average relationship is intended to identify an upward trend,…
This Chinese stock-screening idea ranks candidates by volume ratio and filters for turnover between 2% and 9% and a positive ten-day gain below 35%. The article interprets stronger volume ratio as greater investor attention, the turnover range as a sign of…
This stock-selection rule combines a turnover filter, a beverage and alcohol industry screen, and a weekly moving-average crossover. It selects stocks with turnover between 3% and 12% when the weekly five-period moving average crosses above the ten-period…
The strategy ranks CSI 300 constituents by their return over the first three trading days of each month, measured from the first day's open to the third day's close. If the month has at least four trading days, it buys the ten strongest eligible stocks at…
The post describes a stock-selection screen based on three technical conditions: price amplitude above a threshold, a rounded price shape, and a rising DEA indicator. It interprets the amplitude condition as a way to select active stocks without excessive…
The report compares machine learning approaches with traditional linear methods for predicting stock-level excess returns from alpha factors. Rather than predict excess return directly, it forecasts return dispersion with an AR(1) model and predicts…
This article argues that some quantitative strategies in China’s A-share market focus on exploiting short-term price fluctuations rather than company fundamentals. It portrays rapid trading as a source of high turnover and a potential conflict with the…
This configuration defines an equity prediction workflow for China’s CSI 300 universe. It applies robust feature normalization and missing-value filling, drops labels with missing values, and ranks labels cross-sectionally. An ordinary least squares linear…
This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a condition intended to identify upward divergence between short- and longer-term moving averages. The post presents the rule as a way to screen for…
This weekly note assesses the Chinese equity market using trend, liquidity, options sentiment, macroeconomic data, calendar patterns, and factor crowding. Its timing framework treats the market as bullish when the broad-market index is above its 20-day…
This stock-selection proposal combines a price-amplitude filter with a turnover and auction-volume condition, then requires return on equity (ROE) to exceed a stated threshold over five years. The central liquidity-style condition is yesterday's turnover…
This Chinese-language community discussion asks how to calculate a market measure commonly translated as main-force net inflow. The post proposes defining it as the sum of actively initiated buy orders classified as large and extra-large. This frames the…
This post proposes a short-term China A-share screen combining three conditions: prior-session amplitude above 1%, tradable shares no greater than 5.5 billion, and more than two limit-up days within ten sessions. The rationale is to find active, relatively…
This summary of a Huatai Securities research report discusses using alternative target labels and ensemble learning to improve machine-learning stock selection. It reports comparing models built with different labels across multiple training-window lengths.…
This Chinese equity research report builds a stock-selection factor from how each stock’s trading value co-moves with the rest of the market under two conditions. When a stock is relatively high in its recent intraday range, stronger co-movement is…
This stock-selection screen combines trading activity, company size, market value, and profitability. Its final criteria require turnover of up to 12%, circulating market value between 10 and 100 billion yuan, circulating share count no greater than 5.5…
The document describes an A-share stock screen for companies associated with robotics. Its stated filters include turnover between 3% and 12%, total market value below 10 billion yuan, positive net income, and circulating market value below 10 billion yuan.…
This document presents an A-share stock selection idea that combines turnover between 3% and 12%, a K indicator below 20, and three consecutive days of falling closing prices. It describes the signal as a technical screen for stocks that might merit…
This document outlines an equity screen beginning with stocks whose daily price range exceeds 1%, market capitalization is at most 10 billion yuan, and average net profit is positive, while excluding stocks that hit the daily limit on the prior session. Its…
This document presents an equity selection rule using a turnover range of 3% to 12%, seven consecutive down days, and a pattern described as the start of a strong advance. It gives indicator-formula and Python examples intended to identify the setup,…