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 A-share selection method screens for stocks with an intraday high-low range above one percent, excludes names associated with Beijing and several other location terms, and ranks candidates by large-order net volume. The article frames range as a measure…
This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…
This post describes a Chinese equity screen that combines prior-day price amplitude above 1%, a free float no larger than 5.5 billion shares, and evidence of beverage or alcohol imports or exports. It explains the intended rationale: seek stocks with notable…
This article compares monthly portfolios formed from the highest- and lowest-volatility stocks in the CSI 300. Each portfolio holds 20 stocks, rebalanced on the first trading day of each month, and the author says the strategies were backtested over…
This post describes a Chinese A-share stock screen that excludes Beijing-listed shares, selects stocks whose 9:25 price gain is below 6%, and ranks candidates by capital or trading-volume strength. It frames the screen as a way to find actively traded shares…
This stock screen combines a turnover band of 3% to 12%, a circulating market value between 1 and 55 hundred million yuan, and a negative MACD reading from two sessions earlier. The post describes the filters as a mix of trading activity, company size, and…
This proposed stock screen combines a daily amplitude filter, a large single-day gain during the past 25 trading days, and a 15-minute MACD condition in which the negative histogram bars are shortening. The article interprets the criteria as a way to…
This stock-screening rule combines three conditions: daily amplitude above 1%, a positive gain over ten days below 35%, and a rising DEA, the signal line associated with MACD. The article frames the range filter as a way to find volatile shares and the…
This stock screen selects shares with MACD above zero, a price below 12 yuan, and a positive 10-day return below 35%. It combines a trend indicator with a low nominal price constraint and a recent-momentum band, intended to exclude shares with negative or…
This A-share screening example combines three conditions: a positive MACD reading, membership in the beverage and alcohol industry, and a dividend ratio above 25% for 2019. The note also shows a portfolio routine that selects from a large-cap index universe,…
This note describes an A-share screening rule combining daily price range, a fixed closing price, and turnover. It selects stocks with a high-low range above 1%, a close at 18.5 yuan, and turnover between 3% and 12%. The rationale is to find shares showing…
This Chinese-language post proposes screening A-share stocks when the daily high-low range exceeds 1%, the KDJ indicator has just formed a bullish cross, and the stock appeared on the previous day’s public top-trader list. It frames the range as a volatility…
This stock-selection note combines three conditions: amplitude above 1, a listing on the prior day's trading leaderboard, and positive daily MACD. It interprets amplitude as evidence of short-term movement, leaderboard presence as a sign of market attention,…
This note proposes a simple Chinese equity screen using amplitude above 1, a closing price of 18.5 yuan, and a turnover rate between 2% and 9%. It presents amplitude as a measure of price movement and turnover as a measure of trading activity, then suggests…
This Chinese stock-screening note describes a short-term equity filter based on amplitude above 1, a daily maximum decline between 4% and 5%, and a high ranking for net large-order inflow. It frames amplitude as a volatility measure, the decline as a…
This stock-selection note proposes screening for shares whose daily range exceeds 1%, whose KDJ indicator has just produced a bullish cross, and whose turnover lies between 2% and 9%. It explains the intended roles of the filters: range as a measure of…
This Chinese-language strategy note describes a stock screen combining turnover, the opening price relative to its 10-day moving average, and a weekly moving-average crossover. The stated criteria use turnover from 3% through 12%, an opening price within 5%…
This brief description presents an Envelopes indicator that fills the space between its channel lines as a cloud. It can display the latest channel values as price labels and round channel levels to a user-selected number of digits. The digit setting is an…
This account describes an informal attempt to test long-only factors for China A-shares using a visual strategy tool. The author selected factors discussed in a paper on anomalies in the Chinese A-share market, then adjusted the learning and simulation…
This MSCI FactorLab overview describes sentiment signals that aim to capture views about companies. The measures include analyst earnings surprises and revisions, consumer confidence, news tone, and short-selling activity. Signals can come from market…
This note describes a technical screen for metaverse-related stocks. It combines a bullish MACD crossover with two moving-average crossovers: the 5-period average crossing above the 10-period and 20-period averages. It also includes a condition referring to…
This note proposes screening stocks in the metaverse industry whose opening price is near the 10-day moving average and whose float market capitalization is between 5 billion and 10 billion yuan. Its indicator example frames the price condition as a move…
This note describes a China A-share screening rule that combines price range and volume activity. It selects stocks with an amplitude above 1, a product of prior-day turnover and the ratio of auction volume to prior-day volume between 0.5 and 2, and a…
The document presents a stock screen combining three conditions: price amplitude above 1, a 2019 dividend ratio above 25%, and the current low below the previous day's low. It supplies example indicator logic and Python-like pseudocode for applying these…