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 short-term screen for Chinese stocks associated with the metaverse theme. It selects names whose prior-day actual turnover falls between 3% and 28% and whose reported outside-volume to inside-volume ratio exceeds 1.3. The article…
This document presents an equity-selection idea that combines an upward-moving 30-day average with an RSI below 65, then ranks candidates by stock popularity. It frames the rising average as a sign of favorable recent direction and the RSI ceiling as a way…
This document outlines an equity screen combining a daily price-range condition, a market-capitalization ceiling, positive profits, and a price pattern described as a rounded arc. Its proposed version requires a range above 1%, capitalization below 10…
This Chinese stock-screening note describes a rule for selecting companies associated with the metaverse theme. It looks for stocks that had at least one limit-up session during the previous 25 days and rank near the top by large-order net volume. The…
The post proposes screening main-board stocks for a price amplitude above a threshold, institutional participation above 25% over a 15-day period, and a current-session gain greater than 1%. It frames the combination as a way to identify volatile stocks…
This stock screen selects equities whose daily price range exceeds a threshold, that have been listed for more than a year, and whose previous session return is positive. The post presents these filters as a way to find active, more established stocks that…
The note describes a stock-selection factor derived from buy-side order book data. It simulates executing a specified trade amount against displayed orders, adds interpolated virtual orders, and compares the resulting market value with the value implied by…
This stock-selection rule combines a minimum daily price amplitude, a bounded turnover rate, and a positive daily MACD reading. The stated rationale is to use amplitude and turnover as measures of trading activity, then use MACD as a technical filter…
This article describes a daily stock screen combining RSI below 65, first-level bid volume greater than ask volume, and a MACD condition from an earlier session. Its code examples also include a daily price-gain filter above 2%, so the implemented screen has…
This article presents quantitative trading as a tool increasingly used by professional and institutional market participants. It argues that rule-based models can complement fundamental and technical analysis by screening many stocks against user-defined…
This document outlines an equity screen that selects stocks with RSI below 65 and circulating market capitalization between 5 billion and 10 billion yuan, then ranks qualifying names by a money-flow measure. The accompanying example also filters out certain…
The document proposes a screen for Chinese stocks associated with the metaverse theme. It selects names that appeared on the prior day’s trading leaderboard and have a positive measure of institutional activity. The rationale is to combine a popular market…
This document presents a Chinese A-share stock screen that combines a price range condition, a K-line-related threshold, and a close above the previous day’s low. It gives versions of the selection logic in platform formula form and Python, with the Python…
This proposed equity screen combines three technical conditions: daily amplitude above 1, a rising price floor, and a ratio based on the previous day’s turnover multiplied by today’s auction volume relative to the previous day’s volume. The ratio must fall…
This stock-screening idea combines a metaverse theme with a rising 30-day moving average and previous-day auction turnover above 0.26. The moving-average condition is intended to identify an upward price trend, while elevated auction turnover is used as a…
This Chinese-language research summary describes constructing stock-selection factors from tick trade records. Rather than relying only on the buy-sell aggressor flag, it uses the associated buy-order and sell-order identifiers to reconstruct orders from…
The Edge Index is presented as a way to rank mean-reversion candidates, including rebounds and closes below the lower Bollinger Band. It combines three stochastic readings, each measuring the close relative to the high-low range over a different lookback…
This stock-selection screen ranks shares by a capital-strength measure, then filters for turnover between 2% and 9% and a 2019 dividend ratio above 25%. The stated rationale is to combine a measure of buying and selling activity with a liquidity range and a…
The post proposes a stock screen that combines daily price amplitude above a threshold, a newly formed KDJ crossover, and a dividend ratio above a threshold based on 2019 data. It frames amplitude as a volatility filter, the crossover as a momentum or timing…
This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, an external-to-internal trading volume ratio above 1.3, a robotics concept classification, and circulating market capitalization below 10 billion yuan. It also…
This Chinese equity screen combines daily price movement with dividend and institutional-holding filters. It seeks stocks with an intraday range above one percent of the opening price, a stated 2019 dividend measure above 25%, and a positive institutional…
This Chinese equity screen focuses on stocks classified in the metaverse industry. It selects shares whose opening price falls within five percent above or below the 10-day simple moving average of closing prices, and whose current low is below the previous…
This Chinese equity screen combines trading activity, reported profit growth, volume, and opening price. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, current volume above 10,000 lots,…
This Chinese-language post describes a stock screen for the Metaverse sector. It selects shares with a volume ratio above 1.5 and below 6, then ranks candidates by stock popularity. Its proposed final version adds a price-to-earnings ratio below 30. The…