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
The screen selects Chinese stocks when the daily high-low range exceeds 1% of the low, the KDJ J line has just crossed above its D line, and the 20-day moving average is above the 120-day average. The author interprets the range condition as a sign of…
This code sample implements parts of the Alpha101 factor set using historical equity fields such as open, high, low, close, volume, returns, and volume-weighted average price. The formulas combine rolling ranks, moving averages, correlations, price changes,…
This stock-selection idea screens Chinese A-shares by requiring a daily high-low range above a threshold, excluding stocks that hit the upper price limit on the previous day, and omitting Beijing-listed shares. The stated rationale is that a larger range may…
This document outlines a Chinese equity screening rule combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a prior session that did not close at the daily limit-up threshold. The…
The screen combines three filters: companies with market capitalization below 10 billion yuan and no reported losses, stocks whose largest decline for the day falls between 4% and 5%, and a ranking by capital-flow strength from high to low. The accompanying…
The post presents a stock selection rule combining RSI below 65, displayed best-bid volume greater than best-ask volume, and exclusion of stocks that hit the prior day’s upper price limit. Its example code adds a positive daily price-change condition, so the…
This Chinese stock-selection post combines a daily amplitude threshold with a ratio involving the previous day’s turnover and the current opening-auction volume relative to the prior day’s volume. It also describes selecting stocks when three moving…
This Chinese-language research summary describes equity industry-rotation models for cyclical sectors, non-cyclical sectors, and the full market. It ranks industries using composite scores built from different factor groups: historical and expected…
The document presents a Chinese stock-selection screen that filters for price amplitude above one percent, excludes Beijing-listed A shares, and keeps stocks with turnover between three and twelve percent. It frames amplitude and turnover as rough measures…
This document describes a variation of the Relative Strength Index that can apply a moving average to its input before calculating the indicator. The available smoothing choices are simple, exponential, smoothed, and weighted moving averages. Setting the…
This article outlines an A-share screening method that combines three conditions: convergence around five moving averages, a turnover measure within a specified band, and at least two limit-up events in the prior 500 days. The averages named are the 5-, 10-,…
This article describes an A-share stock screen focused on Shenzhen main-board companies in the metaverse sector. It combines price-to-earnings and price-to-book ranges with a volume ratio above 1.5 and below 6, then adds a relative-strength ranking cutoff in…
This Chinese equity screening proposal targets stocks in the metaverse theme with a positive return, excludes special-treatment shares, and adds a “five-step limit-up” pattern intended to identify candidates with potential momentum. The document describes…
This Chinese equity screening proposal combines three conditions: daily price amplitude above 1%, a dividend ratio above 25% for 2019, and a 15-minute MACD histogram that is shortening while below zero. The rationale is to find volatile shares with a history…
This note describes a Chinese equity screen combining a relative strength index below 65 with revenue in 2021 more than 1.1 times revenue in 2018. It further limits the universe to companies valued below 10 billion yuan and excludes loss-making firms. The…
This proposed equity screen focuses on stocks classified in the metaverse industry. It selects names where KDJ has just formed a bullish crossover, ranks the qualifying stocks by capital inflow from highest to lowest, and takes the top 20. The post describes…
This proposed China A-share screen selects stocks whose MACD value is above zero, then sorts candidates by individual-stock popularity and applies a price ceiling of less than 12. It is intended to run after each daily close. The document explains MACD as a…
This post describes a scheduling problem in a daily China-stock simulation: a strategy launched at 5 a.m. after a weekend or holiday may use the previous calendar day as both its start and end date. Because that date has no market session, the run fails. The…
This post proposes a stock-selection screen combining daily price range, moving-average direction, a market-capitalization ceiling, and a profitability condition. In broad terms, it seeks stocks with noticeable daily movement, an upward-sloping short-term…
This Chinese-language post outlines a stock screen for companies classified in the metaverse industry. It combines a maximum share-float threshold with a minimum market-value threshold, aiming to find larger companies whose tradable share supply remains…
This note presents a behavioral-finance explanation for a possible link between World Cup final outcomes and investor activity. A national team’s victory may lift local sentiment and trading, while defeat may discourage participation. The analysis compares…
The document presents a Chinese equity screening rule combining a 3% to 12% turnover-rate range, a reversal or engulfing-style price pattern, positive daily return, and a volume ratio between 1.5 and 6. It further limits the universe to listed Shenzhen…
The document explains how to decide whether to remove sector exposures from equity factor portfolios. It splits a stock characteristic into a within-sector component, which ranks companies against peers, and an across-sector component, which captures…
This A-share screening idea combines three conditions: daily price amplitude above 1%, an opening price near the 10-day moving average, and tradable share float no greater than 5.5 billion shares. The document interprets the range condition as selecting…