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 stock-screening note describes a rules-based screen for metaverse stocks. Its stated conditions combine a price above the 250-day moving average with a weekly five-period moving average crossing above the ten-period average. The screen is…
The document outlines a Chinese equity screen intended to run before 10 a.m. It selects stocks with intraday amplitude of at least one percent, market capitalization no greater than 10 billion yuan, positive net profit, and no special-treatment designation.…
Williams Accumulation/Distribution (W_A/D) is described as a running total of price movement intended to reflect whether buyers or sellers are in control. Its value changes according to the relationship between the current and previous closing prices, using…
This Chinese stock-screening note begins with three technical conditions: amplitude above 1, a KDJ value below 20, and positive daily MACD. It presents these as a way to find shares with subdued short-term readings alongside a positive MACD signal. It then…
This Chinese stock-screening note combines a price-amplitude filter with a volume and turnover condition. It describes selecting shares whose amplitude exceeds 1 and whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…
This Chinese stock-screening note proposes selecting main-board shares with an RSI below 65, a daily gain above 1%, and total market capitalization above 200 million. It frames the RSI threshold as a way to find shares with room to rebound, the daily gain as…
This stock-selection recipe begins with shares whose 9:25 a.m. price gain is below 6%, circulating market capitalization is above 10 billion yuan, and volume ratio ranks among the top 100. The explanation frames the volume measure as a way to find actively…
This Chinese equity screening approach combines three conditions: price amplitude above 1%, afternoon large-order net inflow, and the 20-day moving average above the 120-day moving average. The article interprets the shorter average as more responsive to…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, and positive institutional flow, while limiting candidates to main-board shares. The accompanying explanation presents RSI as a gauge of market sentiment, daily price change as a…
This guide explains how advanced users can run Lumibot backtests with their own historical data. It supports intraday and daily testing and describes assets including stocks, futures, cryptocurrency, and foreign exchange. Input data must be converted into a…
The document describes a Chinese equity screening strategy that combines a 14-period RSI below 65, upward-diverging moving averages, and strong returns during 2021. Its proposed refinement broadens the historical-return cutoff to the top 30% and allocates…
The note describes a Chinese stock screen using a turnover ratio between 3% and 12%, a circulating share count no greater than 5.5 billion shares, and positive net large-order flow in the afternoon. Its accompanying Python example applies corresponding…
The note presents a stock screen combining amplitude above one, rising lows, and at least five converging moving averages. It describes the convergence condition as a way to identify stocks with steadier price behavior, alongside a rising price base. The…
This post describes a simple equity screen using three conditions: a closing price below 12, daily high-low range above 1% of the previous close, and a 30-day moving average that rose from the prior day. The stated rationale is to combine comparatively low…
This Chinese-language post presents an equity screening rule for stocks associated with robotics. It combines a turnover-rate band of 3% to 12%, a stated circulating market-cap ceiling below 10 billion yuan, and a high ranking by large-order net flow. Its…
This proposed mainland Chinese stock screen targets non-ST main-board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It adds a five-day limit-up style condition, described through checks of future…
This proposed stock screen selects non-Beijing A-shares with amplitude above one and ranks candidates by the day’s opening-auction amount, keeping the top five. Its rationale is that large amplitude may identify stocks with greater price movement, while high…
This entry introduces two overseas research topics: persistent bias in analyst expectations and holiday effects in stock markets. The first paper is described as examining habitual distortions in conventional analyst expectation factors and developing a…
This document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines positive net buying attributed to major participants during the opening auction with afternoon large-order net inflows. The accompanying indicator…
This document presents a Chinese stock screen requiring a prior-day appearance on the Longhubang trading activity list, a price amplitude above 1, and circulating market value above 200 million yuan. It describes amplitude as a measure of short-term movement…
This document describes a Chinese equity screen combining a turnover-rate range of 3% to 12%, a stock code beginning with 60, and seven consecutive daily declines during 2021. It provides formula and Python examples that operationalize those conditions,…
This stock-screening note proposes selecting shares in the metaverse industry when the current opening price is near the ten-day moving average and the prior day’s 9:15 matching price was at the daily limit-down level. It frames the average-price condition…
This Chinese-language strategy note describes a daily stock screen combining a 14-period RSI below 65, three consecutive bearish sessions, and turnover between 2% and 9%. It presents the conditions as a way to pair a momentum oscillator and recent price…
This stock screen looks for shares with MACD above zero, upward movement in short-term moving averages, and turnover within a stated range. The technical indicators are meant to identify upward conditions, while the turnover filter aims to exclude stocks…