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 document describes a Chinese A-share watchlist screen using three conditions: daily price amplitude above 1%, at least one limit-up event in a recent lookback period, and revenue in 2021 more than 1.1 times revenue in 2018. It provides example indicator…
The document proposes screening Chinese equities for membership in the metaverse sector, a rounded price pattern, and a specified share price. Its later explanation shifts from a fixed price to comparing the current price with a historical low, using a…
The document describes a Chinese stock screen combining a daily price-range condition, prior-day turnover within a specified band, and return on equity above 15% for five consecutive years. It presents the screen as a way to pair recent trading activity and…
This Chinese-language post proposes placing a stock in a candidate pool when its amplitude exceeds 1%, it recorded at least one limit-up day in the prior 25 days, and the weekly five-period moving average crosses above the ten-period average. The stated…
This Chinese-language post describes an equity screening rule combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and the 20-day average above the 120-day average. The rationale…
This study compares ways to hedge stock holdings, motivated by investors who hold equities as a base for IPO subscriptions and want to reduce exposure to price swings. It measures hedge costs using annualized futures discounts and compares those costs across…
This short listing describes an End Point Moving Average indicator based on a formula published by Patrick E. Lafferty in a TASC article. It notes one modification: the implementation is intended to react to market changes faster than the original version.…
This post outlines a stock screen combining three kinds of conditions: reported same-day position increases, valuation limits, and a short-term MACD signal. Candidates are described as Shenzhen mainboard stocks with price-to-earnings ratios from 0 to 29 and…
This post describes a Chinese A-share screening rule that combines a relative strength index threshold with positive daily price movement. It selects mainboard stocks whose RSI is below 65, whose daily gain exceeds 1%, and whose reported daily return is…
This screening rule combines three conditions: price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of Beijing-listed shares. The text interprets amplitude as a way to find more volatile stocks and…
The post presents a Chinese equity screening rule combining a positive MACD reading, filters intended to exclude financially troubled or specially treated companies, and a minimum prior-day trading activity threshold. Its rationale is to pair a technical…
This article proposes studying Chinese A-share stocks during days when the broader market falls sharply. It suggests identifying historical selloff days, then examining two setups: stocks that close at the daily upper price limit despite the market decline,…
This article explains random forests and decision trees, then applies a random forest regressor to short-horizon Chinese stock selection. It describes bootstrap sampling, random feature selection, averaging tree predictions, tree pruning, regression split…
The post describes a daily stock screen for main board shares with turnover between 3% and 12%, a daily gain above 1%, and positive return. It frames the turnover band as a way to focus on trading activity and the gain and return filters as profitability…
This post presents a stock selection concept combining a price-amplitude condition, a low K-line-related threshold, and a prior-day appearance on China’s Dragon and Tiger List, a disclosure of notable trading activity. It interprets the listing as a sign of…
This post outlines a China-listed equity screen limited to the metaverse theme. It seeks stocks with three technical indicators crossing upward at the same time and positive net buying by large orders during the opening auction. MACD and its signal line are…
This Chinese-language post describes a stock screening rule that ranks shares by volume ratio, then filters for a ten-day gain above zero but below 35 and a circulating market value no greater than 5.5 billion shares’ worth, as worded in the source. It…
The document presents a Chinese equity screening rule that requires MACD to be above zero, the reported external-to-internal trading volume ratio to exceed 1.3, and the 20-day moving average to be above the 120-day average. Stocks passing all three filters…
The document describes a stock selection rule combining daily price amplitude, a weekly moving-average crossover, and the presence of an outstanding convertible bond. Its stated rationale is to consider both price trend and volatility alongside a…
This Chinese A-share screening proposal selects stocks with RSI below 65, a circulating market value from 5 billion to 10 billion yuan, and positive institutional activity. The article frames the filters as a combination of a short-term technical measure,…
This Chinese A-share screening proposal filters for stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by large-order net buying. Its stated rationale is to identify actively traded stocks with positive large-order…
This note outlines a stock-selection screen using turnover between 3% and 12%, excluding Beijing-listed A shares, and requiring at least one daily gain of 10% or more within the preceding 25 trading days. The author frames the recent large gain as a way to…
This overview presents basic ways to assess broad equity-market conditions and limit portfolio exposure during potential declines. It describes moving-average crossovers as timing signals, with a shorter average crossing above a longer one treated as bullish…
This note describes a Chinese equity screen combining a daily price-range threshold, an indicator that a company has an outstanding convertible bond, and positive large-order net volume over three consecutive days. The accompanying formula expresses the…