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
The document describes a Chinese equities screening idea focused on stocks in the metaverse industry. It combines a price trend condition, expressed through a five-day moving average, with a condition that today’s increase in volume relative to share capital…
This Chinese A-share screening proposal starts with stocks in the robot concept whose circulating market capitalization is below 10 billion yuan and whose daily high-low range exceeds 1%. Its initial momentum condition is that at least one session in the…
This post outlines a Chinese equity screen for main-board stocks associated with the metaverse theme. It combines membership in that concept group, positive net buying attributed to major participants during the auction, and a daily price gain above 1%. The…
This Chinese-language post describes an equity screen combining turnover between 3% and 12%, a rising DEA condition, and a price pattern characterized as arc-shaped. The stated rationale is to seek stocks with some trading activity, improving technical…
This post describes a Chinese equity screen for stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and that had at least one daily gain of 10% or more during the prior 25 trading sessions. It frames the past sharp rise as a sign…
This document proposes screening stocks with turnover between 3% and 12%, a positive product of daily price change and large-order net volume, and no limit-up on the prior day. It presents the combination as a way to focus on active stocks where price…
This Python-style example outlines a state-based trading loop driven by fast and slow exponential moving average crossovers. While flat, it checks an entry crossover and opens a long position for an upward cross or a short position for a downward cross,…
This post proposes screening Chinese A-share stocks in the metaverse sector that appeared on the previous day’s Dragon-Tiger list, then ranking them by capital-flow strength. It describes the ranking as a way to focus on names receiving market attention and…
The post describes a China A-share stock screen focused on the metaverse industry. It selects stocks that had a limit-up within the previous 25 days and whose circulating market capitalization is between 5 billion and 10 billion yuan. The stated routine is…
This indicator combines Bollinger Bands, a Keltner Channel, and a momentum histogram to describe volatility conditions and trend direction. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a compressed, potentially sideways…
This strategy forms a dollar-neutral stock portfolio by identifying securities that rank among the strongest or weakest performers over two overlapping six-month return windows. It buys stocks in the top decile in both windows and shorts those in the bottom…
This post presents a Chinese equity screen combining RSI, recent price performance, and a condition called “main rise start.” It selects stocks with RSI below 65, a positive return over the prior 10 days that is less than 35%, and unchanged 30-day…
This article presents a Chinese equity screening rule combining a positive MACD reading, a prior-day close above its 250-day moving average, and company and listing filters. The described selection favors firms classified as having a suitable business…
This Chinese stock-screening proposal selects shares using three conditions: price amplitude above 1, free float no greater than 5.5 billion shares, and circulating market value above 10 billion yuan. The article frames the filters as a way to find volatile…
The document describes a configurable momentum indicator with inputs for the calculation period, whether to smooth the reading, the smoothing period and method, and the applied price. Its stated raw calculation compares a one-period simple moving average of…
This stock selection rule targets companies classified in the metaverse theme that had at least one limit-up day within the prior 25 days and whose codes begin with 60, a Shanghai listing filter. The post frames the recent limit-up as a possible sign of…
This Chinese stock-screening post proposes selecting shares with a price range threshold, positive large-order net volume for at least three consecutive days, and a limit-up event within the previous month. The stated rationale is to combine trading activity…
The document outlines a Chinese equities screen that ranks stocks by a capital-strength measure and selects those with net volume above 0.05 for at least three consecutive days, within a stated 2021 time window. It frames the approach around short-term…
The document introduces the Stochastic MACD, an indicator that combines the stochastic oscillator with MACD. It describes the result as a momentum oscillator that applies the stochastic concept of identifying overbought and oversold conditions to MACD values…
The document describes a Chinese stock screen combining four conditions: membership in the metaverse theme, price above the 250-day moving average, current volume above 10,000 lots, and an opening price above the previous close. It presents these rules as a…
This Chinese-language post describes a stock screening rule intended for selections made before 10 a.m. It combines an amplitude threshold above 1, exclusion of ST-designated stocks, a five-session condition requiring closes at or above their five-period…
RSI Rendiment is an oscillator that blends the standard Relative Strength Index with a logarithmic measure of price change over a selected lookback range. The document defines the combined value as the average of RSI and a scaled natural logarithm of the…
This Chinese equity screening note proposes combining several technical and money-flow conditions. The initial idea looks for at least five moving averages clustered together, ranks stocks by large-order net volume, and requires the 20-day average to exceed…
This note describes a Chinese equity screen for metaverse-related stocks. Its stated conditions are a volume ratio above 1.5 and below 6, positive institutional buying direction, and a 60-day moving average above the 120-day average. The rationale is to…