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 post describes a Chinese equity screening rule using three conditions: daily high-low range above 1% of the prior close, a positive but less than 35% return over ten days, and at least one limit-up event during the prior 25 days. The stated rationale is…
This document presents a QuantStats tear sheet for a strategy labeled “buffett-plain,” compared with SPY over January 4–15, 2026. It lists returns, drawdowns, risk-adjusted statistics, market exposure, daily outcomes, and two drawdown episodes. The reported…
This Chinese-language post proposes a stock screen combining three conditions: daily amplitude above a threshold, today’s price relative to moving averages in an upward configuration, and a prior-session signal described as main-force control. The rationale…
This post outlines a rule-based screen for Shanghai-listed shares with codes beginning in 60. It first restricts candidates to stocks with turnover between 3% and 12%, then requires the previous day’s price to exceed its 250-day moving average. The stated…
This weekly competition report presents diagnostic summaries for the ten highest-ranked submitted factors and tracks a China 1000 index-enhancement portfolio. Factor diagnostics include average exposures to BARRA style factors and sector-level average Rank…
The document describes a Chinese A-share stock screen focused on the metaverse sector. It selects stocks whose opening price is less than 6% above the prior close, whose price chart resembles a rounded arc, and whose Bollinger Band width is below 0.05. The…
This Chinese stock-selection note describes a screen that ranks companies by descending capital strength, limits turnover to a band above 2% and below 9%, and selects firms with market capitalization under 10 billion yuan that are not loss-making. It…
This stock-selection example combines a historical dividend payout filter with a liquidity screen. It selects shares whose 2019 dividend payout ratio exceeded 25% and whose prior-day turnover was above 60 million, then ranks candidates by a stated measure of…
This note proposes a simple screen for Chinese stocks associated with the metaverse theme. It selects companies with a circulating share count no greater than 5.5 billion and a share price around 18.5 yuan; the sample code uses a price interval from 18 to 19…
This Chinese equity screening idea combines a daily price range filter, a history of limit-up moves, and year-over-year earnings-per-share growth. It seeks stocks with an amplitude above one percent, at least two qualifying limit-up events within the…
This note describes a Chinese equity screen for stocks associated with the metaverse theme. It combines positive institutional activity with a ranking by capital strength, which the article also describes as selecting larger stocks. The proposed process…
This document presents a stock-selection idea that combines membership in the metaverse theme with a rising 30-day moving average and a positive weekly-price condition. It frames the combination as a way to find equities with recent strength and an upward…
This tutorial describes assembling a matrix of daily closing prices for Hong Kong stocks using BigQuant data sources and pandas. It first retrieves unique instrument identifiers, then loops through them to collect date and close fields over a specified…
This document outlines an equity screen combining a daily high-low range threshold, five consecutive years of return on equity above 15%, and institutional ownership. Its refined rule translates the institutional buying idea into a minimum holding of 100,000…
The document describes a Chinese stock selection approach that targets companies associated with the metaverse, requires a positive institutional-flow measure, and excludes stocks described as having hit the daily price limit on the prior day. The proposed…
This Chinese equities selection rule screens for turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a positive weekly price bar. The document presents these filters as a way to focus on actively traded stocks…
The document describes a Chinese equities screen using turnover between 3% and 12%, a positive product of price change and net large-order flow, and a limit on tradable shares. It frames these filters as a way to combine trading activity, capital flows,…
This note proposes selecting Chinese stocks in the metaverse theme that appeared on the prior day’s Dragon and Tiger List and had an amplitude greater than 1. It frames the thematic classification, unusual market attention, and price range as clues about…
This note describes a Chinese A-share screening idea that combines three conditions: at least five moving averages converge, the stock ranks by large-order net volume, and its 9:25 quoted gain is below 6%. The author interprets these as signs of price…
This Chinese equity screen selects stocks associated with the metaverse concept, requires the 30-day moving average to be rising, and looks for seven consecutive down sessions. The proposed interpretation is that a favorable medium-term trend may coexist…
This stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and previous-day opening-auction turnover above 0.26. The rationale is to find shares with meaningful price movement, improving…
This community post describes a short-term stock selection idea combining a gap-up condition, net inflow attributed to major investors, low valuation, and a small market-cap filter. The author presents the approach as a compact model, and commenters…
This report reviews the relative performance of Chinese quantitative equity funds and considers what rising assets under management mean for strategy design. It attributes the period’s advantage for index-enhanced and quantitative long products largely to…
The proposed screen selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and return on equity above 15% across five consecutive years. It combines a liquidity and trading-activity filter with a measure of…