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 note describes a Chinese equity screen for metaverse-related stocks. It looks for an opening price near or above the ten-day moving average after the prior session’s close was below it, then requires the current close to be above the 10-, 20-, 30-, 60-,…
The document proposes a short-term screen for main-board Chinese stocks using three conditions: daily price amplitude above a threshold, a rising and spreading moving-average pattern, and a daily gain greater than one percent. It presents these as signs of…
This report examines why investment portfolios turn over, how to manage that turnover, and how turnover control affects portfolio outcomes. It frames the drivers across the research and trading process: alpha changes influence target holdings, optimization…
This stock screen selects shares with turnover between 3% and 12%, a newly formed KDJ golden cross, and a rising MACD DEA value. The article describes turnover as a measure of stock activity and presents the two indicator conditions as signals of upward…
This Chinese stock-selection screen combines three filters: RSI below 65, no limit-up close on the prior day, and shortening green bars on a 15-minute MACD histogram. The article interprets the shrinking bars as a possible sign of short-term trend reversal…
This stock screen combines daily price amplitude above 1% with weekly MACD above its zero line and a MACD line above zero. It is presented as a way to identify stocks with recent price movement and positive trend conditions, aimed at short- to medium-term…
This proposed stock screen combines three filters: at least five moving averages converging, appearance on the prior day’s trading activity list, and a 9:25 a.m. gain below six percent. The article frames moving average confluence as a way to identify…
This stock screen combines a daily amplitude threshold, a 2021 date filter, and a weekly crossover of the five-period moving average above the ten-period average. The author presents the crossover as a sign of improving short-term direction, while the…
This Chinese equity screening proposal selects stocks with MACD above zero, a closing price below 12 yuan, and at least one limit-up event during the previous month. The article presents MACD as a technical filter and recent limit-up activity as a sign of…
This document presents a Chinese equity screening rule that combines daily price amplitude with a stock-code prefix and Bollinger Bands. It describes selecting stocks whose codes begin with 60, whose amplitude exceeds 1%, and whose close lies within the…
The document describes a daily stock screen for the metaverse industry. It looks for a newly formed bullish KDJ crossover and a share price of 18.5 yuan, with selection intended before 10:00 and limited to actively trading stocks. It provides an…
The document describes a hybrid approach that combines ARMA-GARCH models with several neural network types to identify market patterns and predict the direction of shocks in defense equities and foreign exchange. ARMA-GARCH models capture linear time-series…
This stock-screening note proposes combining moving-average confluence, a specific closing-price condition, and a high dividend ratio. It describes counting available observations in a short rolling window, checking whether the close equals the stated price,…
This stock-screening note combines three conditions: price amplitude above a threshold, an indicator described as main-force control on the prior day, and ranking by capital strength. It gives a simple money-flow measure based on the difference between…
The document proposes a stock screen combining daily price range, positive price-to-earnings ratio, and revenue growth. It selects stocks whose high-to-low range exceeds one percent of the previous close, whose P/E is positive, and whose revenue in 2021 is…
This brief description introduces XFisher_org_v1_Candle, an indicator that displays the output of the XFisher_org_v1 algorithm as candlesticks. The candle values are produced by processing a price time series, which the source says may make the indicator…
This article argues that China’s A-share T+1 settlement rule can constrain retail traders who buy shares during a session, while some institutions may approximate intraday trading through previously held inventory or short selling. It describes two proposed…
This Chinese-language post describes an A-share stock screen combining a robot-related theme, free-float market value below the stated threshold, daily turnover within a specified band, and a rising sequence of five exponential moving averages from shorter…
The document proposes screening Chinese A-share stocks in the metaverse sector using a float-size ceiling of 5.5 billion shares and a condition that the 20-day moving average exceed the 120-day moving average. The moving-average comparison is intended to…
The document presents a daily pre-open stock screen for Chinese A-shares using three conditions: MACD above zero, closing price below 12, and price amplitude above 1. It defines amplitude from the session high and low relative to the prior close, and…
This Chinese equity-screening note combines three price conditions: a daily range above a stated threshold, no limit-up close on the previous trading day, and a current high equal to the highest high across two days. The proposed rationale is that wide price…
This Chinese equity screen selects stocks with a daily high-low range above a stated threshold, prior-day trading activity above a stated amount, and ownership concentration no greater than 70%. The note interprets range and trading activity as signs of…
This Chinese stock-screening note describes selecting companies associated with the metaverse theme, requiring the five-day moving average to rise from its prior value, and excluding STAR Market listings. It gives equivalent screening logic for a market-data…
This document describes an equity screen combining a 3%–12% turnover-rate range, a candlestick reversal condition, and a circulating-share limit of 5.5 billion shares. It gives a corresponding formula and sample data workflow that calculates a reversal…