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 daily screen for main-board stocks, excluding the technology-focused board. It selects shares with turnover between 3% and 12%, a gain above 1% relative to peers in the same board, and a day high that is the highest across two days. The…
This post describes a technical stock screen framed around price amplitude above one, a K-line condition below twenty, and an arc-shaped indicator. Its sample formulas add comparisons between the arc signal and its moving average, rising volume, and changes…
This article summary presents a quantitative framework for combining conventional alpha factors with ESG-related signals in equity portfolios. It distinguishes exclusion screens, ESG integration, and impact investing, then focuses on integration: investors…
This Chinese stock-screening post proposes ranking equities by capital-flow strength, using measures such as net inflows and turnover, then selecting stocks where three technical indicators show simultaneous golden crosses. The examples named are Bollinger…
The document explains how a trading system can represent a tokenized asset that tracks an external security, such as a stock or fund traded on a crypto venue. It defines the instrument’s identity, currencies, asset classification, price and quantity…
The document describes a Chinese stock screening strategy that combines technical and fundamental filters. It selects stocks with at least five moving averages on the daily chart, at least two limit-up sessions within the past 500 days, and a pre-open gain…
This indicator description adapts the pocket pivot concept associated with Chris Kacher and Gil Morales. It flags an up day when the close is above a longer-term moving average and the day's volume exceeds the largest volume seen on a down day in the recent…
This post describes an A-share screen requiring turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive income, while excluding stocks that hit the daily price limit the previous day. It presents the rationale as avoiding…
This stock-screening proposal combines three conditions: daily price amplitude above one percent, a newly formed KDJ golden cross, and positive recent price changes across several lookback periods. The article interprets the amplitude filter as selecting…
This note proposes screening stocks with RSI below 65, a rising MACD signal line (DEA), and a shortening negative MACD histogram on a 15-minute chart. It gives standard MACD and RSI parameter references and a Python example that iterates through stocks,…
This Chinese equity screening idea requires a stock to belong to the metaverse theme, show positive net buying by major participants during the opening auction, and have prior-day auction turnover above 0.26. The rationale is to combine a market-theme filter…
This proposed Chinese equity screen looks for robot-concept stocks with an intraday amplitude above 1%, circulating market value below 10 billion, and an opening auction gain between -2% and 5%. The article’s proposed refinement adds a requirement that the…
This A-share screening idea combines a 14-period RSI below 65 with year-over-year growth in parent-company net profit above 20% and no more than 100%. It also requires a daily gain above 1% and focuses on main-board stocks. The intended combination is a…
This Chinese-language post describes a stock-selection screen for shares whose codes begin with 60, whose daily high-to-low range exceeds one percent of the opening price, and where the KDJ indicator has just formed a bullish cross. The post explains the…
This tutorial explains how to combine daily stock-price observations with less frequent dividend records using an ASOF JOIN. The example pairs records by instrument and date, allowing each daily price row to be associated with a nearby dividend record even…
This stock-selection example filters Chinese equities by a turnover rate between 3% and 12%, a K indicator below 20, and a daily price change between -5% and 2.6%. The article presents the screen as a way to find stocks with potential, then suggests adding…
This document describes a MetaTrader indicator that marks candle price changes once they exceed configured minimum thresholds. It reports changes in points and percentage, and lets users choose between comparing a candle’s close with its open or comparing…
The document describes a daily screen for stocks in the metaverse industry. It selects names where the KDJ indicator has just crossed into a bullish configuration, ranks them by that day’s opening auction amount, and keeps the top five. The approach combines…
This stock-screening idea combines a minimum intraday high-to-low price range with consistently high return on equity across five years and a limit on the stock’s gain at 9:25. The stated rationale is to seek profitable companies showing some price movement…
This document describes a Chinese stock screen focused on the metaverse sector. It looks for three concurrent bullish crossovers: MACD over its signal line, the 5-day moving average over the 10-day average, and the 5-day average over the 20-day average. It…
This document presents an equity selection rule that combines a positive MACD signal, a 20-day moving average above the 120-day moving average, and year-over-year parent-company net profit growth above 20% and up to 100%. Its example implementation scans…
This document describes a Chinese equity screening rule for beverage and alcohol import-export companies. It selects stocks with turnover between 3% and 12% and year-over-year parent-company net profit growth above 20% and up to 100%. The article also gives…
This research summary examines how sell-side analyst reports may inform stock selection. It argues that report counts and recommendation strength alone provide limited differentiation, while target-price upside and changes in analyst views may be more…
This note outlines a daily stock screen combining a positive MACD reading, a share price below a stated ceiling, and a measure of trading activity based on the prior day’s turnover rate and the ratio of current auction volume to the previous day’s volume. It…