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
The document presents a short-term stock screen that selects shares with current turnover between 3% and 12%, greater volume at the best bid than at the best ask, and previous-day turnover above 8%. It frames turnover as a liquidity and activity measure and…
The note describes a way to turn high-frequency trade data into a daily measure of stock order book pressure. It uses intraday tick price movements to identify displayed orders above and below traded prices, aggregates these observations at the close, and…
This Chinese equity screening rule selects main board stocks with turnover between 3% and 12%, a listing year of 2021, and a latest close more than 1% above the previous close. It combines a liquidity or activity filter with a recent price strength condition…
This proposed A-share screen looks for stocks classified in the metaverse industry that appeared on the previous day’s Dragon and Tiger List and have a rising DEA indicator. The article treats list inclusion as a sign of market attention and a higher DEA…
This stock screen selects companies assigned to the metaverse industry when the KDJ indicator has just formed a bullish crossover and prices have closed lower throughout the recent seven-session window. The proposed rationale combines a technical signal with…
This stock-screening idea selects companies in the metaverse theme whose prior close is at or above the 250-day moving average and whose prior session closed below its open. The bearish-candle condition is treated as a possible setup for a subsequent…
The document presents a Chinese equity screen limited to the metaverse category. It combines a morning price-change condition below 6% with turnover greater than 2% and less than 9%. The stated rationale is to focus on shares in a chosen thematic group while…
This Chinese equity screening idea requires turnover between 3% and 12%, a newly formed KDJ golden cross, and three consecutive declining sessions. The stated rationale is to focus on shares with moderate trading activity, a potentially positive indicator…
The document describes a Chinese equity screen that combines daily price range, a recent-high condition, and trading value. It selects stocks whose high-low range exceeds 1% of the previous close, whose high matches the highest value across the current and…
The document describes a simple Chinese equity screening rule: select stocks whose turnover ratio is between 3% and 12%, that appeared on the prior day’s Long Tiger List, and whose codes begin with 60. It gives examples of expressing these filters in a…
This document outlines an equity selection rule based on price amplitude above 1, MACD crossing above zero, RSI over 14 periods above 50, and a condition described as the start of a strong upward move. It frames these criteria as technical signs of…
This document describes a Chinese equity screen combining daily price amplitude above 1, market capitalization above 200 million, and a shortening 15-minute MACD histogram. It interprets the amplitude filter as a way to find more active stocks, the size…
This document proposes screening Chinese stocks for daily turnover between 3% and 12%, three consecutive declining sessions, and a bullish morning star candlestick pattern on the current day. It presents the combination as a way to use trading activity and…
This document describes a Chinese equity screen for stocks in the metaverse industry. It combines three bullish technical crossovers—MACD crossing its signal line, a 5-period moving average crossing above the 10-period average, and the 5-period average…
This Chinese-language post proposes an equity screen using four conditions: daily amplitude above a threshold, a prior-day opening auction match at the limit-down price, a product of absolute price change and large-order net volume, and current volume above…
The document describes a simple Chinese equity screen combining daily price range, a closing price condition, and a large-order net-flow ranking. It presents the rules both as a conceptual selection recipe and as examples of indicator logic, then says to…
The document explains how to bring financial statement and macroeconomic data into a quantitative model as features. It distinguishes macro data, which is readable from the platform but must first be aligned and merged with the sample data, from financial…
This overview explains statistical arbitrage as a family of strategies that trade relative mispricing across related instruments. It distinguishes cross-market, cross-asset, ETF, and market-neutral approaches, and gives pairs trading as a central example:…
This event study examines how Chinese convertible bonds and their underlying shares behave around conversion, early redemption, and conversion-price resets. It reports that conversions increase share supply and can weigh on the underlying stock. Early…
This research digest reviews two portfolio topics. The first concerns Shiller’s cyclically adjusted price-to-earnings ratio (CAPE): it can help forecast long-run equity returns as valuations tend to mean-revert, but its short-term signal is unreliable when…
This Chinese stock-screening proposal combines relative trading activity, historical limit-up frequency, and the opening gain measured at 9:25. Its initial rules select stocks ranked among the top 500 by volume ratio, with at least two limit-up sessions in…
This strategy looks for a possible reversal near the European market close, entering at 17:29 after a sustained moving-average trend. For a short, the faster average must have stayed above the slower one for a specified number of bars; the long signal uses…
This A-share selection method combines amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ranking based on large-order net volume. The article presents these as complementary signals: price movement, an…
This A-share screen combines MACD above zero, an upward-moving average condition, and turnover between 2% and 9%. The article interprets positive MACD and rising averages as signs of upward direction, while the turnover band is intended to avoid both very…