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-language post proposes a stock selection rule based on price amplitude, prior-day turnover, and the ratio of current auction volume to the previous day’s volume. It selects shares whose amplitude exceeds one and whose prior turnover multiplied…
This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares,…
This article describes a short-term Chinese stock screen based on daily price range, a high ranking for net large-order volume, and MACD above its zero line. It presents the combination as a way to find active stocks with positive momentum, and includes an…
This article outlines a Chinese equities screen combining three signals: confluence among the 5-, 10-, 20-, 60-, and 120-day moving averages, appearance on the prior day’s market leaderboard, and a 20-day moving average above the 120-day average. The…
This comparison surveys AI-oriented trading and research projects by their agent workflows, ability to replay or backtest decisions, broker paths, deterministic strategy support, and hosting or monitoring features. It distinguishes research-focused tools…
This stock-selection rule requires the 20-day moving average to be above the 120-day average, RSI to be below 65, and current volume to exceed the prior day's volume by more than five percent. The article interprets the moving-average relationship as an…
This overview introduces three types of company data associated with FactSet: a six-level product and service based industry classification, company-to-company supply-chain relationships, and geographic revenue exposure. The classification is presented as a…
This document describes a Chinese equity screen combining three conditions: price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and large-order net volume above 0.05 for at least three consecutive days. It…
This document describes an equity screening rule that selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days within a 10-day window. It frames these conditions as indicators of…
This forum exchange explains why a sell order can disappear in an event-driven backtest when the stock is suspended on the scheduled execution day. The order was generated on one day, but the attempted match on the next day failed because trading was halted;…
This document presents a short-term Chinese stock selection idea using three conditions: amplitude above 1, a closing price below 20, and a prior-day 9:15 matching price at the limit-down level. It frames the filters as a way to find stocks with price…
This document proposes screening stocks for amplitude above 1, a contracting negative MACD histogram on a 15-minute chart, and a listing age beyond a chosen threshold. The intended interpretation is that a shrinking negative histogram may signal a possible…
This document describes a Chinese main-board stock screen that combines RSI below 65 with a daily gain above 1% and a rising-trend condition. The examples express the trend condition through moving-average alignment: the 5-day average exceeds the 20-day, the…
This weekly report describes two quantitative equity approaches. The first builds on holdings of successful active funds, then applies quantitative selection to create an enhanced portfolio benchmarked against active equity funds rather than broad market…
This note explains beta as a measure of an asset’s market risk exposure and introduces the Fama–French three-factor model as a way to capture size and value style exposures. It describes how to quantify style performance with long-short portfolios: small-cap…
This research proposes a stock selection factor that estimates similarity between companies using ten financial measures spanning profitability, solvency, operating efficiency, and growth. After cross-sectional normalization, it uses cosine similarity to…
This Chinese equity screen selects beverage and alcohol related stocks with turnover between 3% and 12%, then applies a comparison involving yesterday’s turnover, today’s auction volume, and yesterday’s trading volume. The stated rule keeps cases where the…
This Chinese equity screening rule combines a turnover range of 3% to 12% with two short-term market conditions: the stock appeared on the previous day’s 龙虎榜, a public ranking of notable trading activity, and its 9:15 opening-auction matched price was at the…
This post sketches an experimental model for identifying leading stocks, using gradient boosted regression to score shares within a rolling window. The proposed label gives higher scores to stocks that rise more, experience smaller drawdowns, and break out…
The document describes a stock screen that selects shares with an amplitude above one and a daily maximum decline between four and five percent, restricted to observations from 2021. It presents the screen as a way to identify volatile stocks after a marked…
This article describes a Chinese stock screen requiring turnover between 3% and 12%, three consecutive declining sessions, and a nonempty name for an outstanding convertible bond associated with the stock. The author frames the bond link as potentially…
This China equity strategy ranks stocks cross-sectionally using circulating market capitalization and earnings per share, combining the rankings into a total score and sorting from low to high. It excludes special-treatment and suspended stocks, requires…
This article describes a Chinese equity screen combining daily price range, large-order net volume, and recent price performance. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and at least…
The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate…