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 stock selection example combines a positive MACD reading and rising, diverging daily moving averages with filters for Shenzhen Main Board companies. It restricts price-to-earnings and price-to-book ratios to stated ranges, then suggests sorting…
The article proposes screening Chinese stocks in the metaverse theme using concurrent technical signals and a measure of large-order net buying. Its stated conditions are three upward crossovers—MACD over its signal line, price over the five-day average, and…
This document describes a Chinese equity screening rule combining turnover, displayed order-book volume, and intraday price range. It selects stocks with turnover between 3% and 12%, greater displayed bid volume than ask volume, and an amplitude threshold…
This note describes a Chinese stock screen combining turnover between 3% and 12%, a daily gain greater than 1% relative to a market or sector comparison, and metaverse-related classification. It frames the method as a blend of price activity and thematic…
This note proposes screening Chinese equities for a daily trading range above 1%, activity during 2021, and a measure described as institutional buying. The example defines the institutional condition as a rolling 20-session measure where at least 20% of…
This note outlines a Chinese equity screen combining daily price range, a stock-code filter, and weekly MACD conditions. It selects shares whose high-to-low range exceeds 1% of the prior close, whose code begins with 60, and whose weekly MACD signal is above…
This stock-selection idea builds a watchlist from three conditions: daily price amplitude above one percent, at least one limit-up event in the prior 25 days, and a previous-day 09:15 matching price at the limit down. The accompanying rationale treats large…
This Chinese equity screening method evaluates stocks after each trading day’s close. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose MACD is rising relative to the prior observation. The document presents the…
This Chinese equity screen selects stocks with an amplitude above 1, circulating market capitalization above 10 billion yuan, and no limit-up on the previous day. The stated rationale is to combine a volatility threshold with company size while excluding…
This daily stock screen combines a positive MACD reading with a ranking by individual-stock heat and moving-average confluence. The initial description calls for at least five overlapping moving averages, while the final proposed logic relaxes that condition…
This Chinese A-share screen selects main-board stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a daily close more than 1% above the previous close. The article also gives a formula reference and a Python example…
The document distinguishes two broad uses of multi-factor models: regression models, which focus on explaining outcomes, and ranking models, which aim to identify stocks with attractive returns. Within the regression approach, it describes two ways to obtain…
The document describes a Chinese stock screen that combines three filters: membership in the metaverse sector, positive institutional activity, and a positive price-to-earnings ratio. It presents the screen as a way to identify companies in a chosen theme…
This proposed equity screen looks for stocks with a stated amplitude threshold, at least one daily gain of 10% or more during the prior 25 trading days, and a positive price-to-earnings ratio. Its stated rationale is to combine elevated price movement and…
This weekly report summarizes factor returns across broad Chinese equity universes and several index or liquidity-based stock pools. It describes positive performance for profitability and book-to-price factors in the full market, while size, beta, and…
This stock-selection proposal targets Chinese equities associated with the metaverse concept. It screens for a volume ratio between 1.5 and 6 and a weekly moving-average crossover, then adds a positive price-to-earnings ratio below 150 in its final stated…
This stock-selection post describes a screen for companies classified in the metaverse industry. Its stated criteria include a volume ratio above 1.5 and below 6, at least one daily gain of 10% or more during the prior 25 trading days, and, in the final…
This literature summary describes a stock-market return forecasting method that decomposes returns into dividend yield, profit growth, and price-to-earnings multiple growth. It says the source study uses the different time-series properties of these…
This note presents a simple stock screen for companies in the metaverse theme with circulating market capitalization above 10 billion yuan. It selects stocks whose opening price is within roughly five percent of the ten-day moving average of opening prices.…
This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The…
This Chinese equity screen combines a daily amplitude threshold, at least two limit-up events over a 500-day lookback, and a three-session limit-up streak ending the prior day. It aims to find shares with substantial price movement and repeated strong upward…
This stock selection idea ranks shares by volume ratio and retains the top 100, then filters for stocks listed for more than 30 days whose 30-day moving average is rising. The intended rationale is to combine unusually high recent trading activity with a…
A stock screen for a moving average crossover can return no matches if its query loads only the target date. The note explains that time-series indicators need earlier observations to calculate their rolling values, so the data query should begin before the…
The document proposes a research data model for representing a limited, conditional SEC exemption related to eligible trading venues and tokenized NMS stocks. It argues against reducing regulatory status to a single approval flag and instead recommends…