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.
29,558 documents
This note combines three stock-selection criteria: a 2019 dividend payout ratio above 25%, circulating market capitalization between 5 billion and 10 billion yuan, and a daily increase in holdings above 5%. It interprets the positioning measure as a possible…
This stock screen combines three conditions: at least five moving averages are described as overlapping, the 20-day average is above the 120-day average, and the company has a market capitalization below 10 billion yuan with no losses. The note interprets…
This Chinese-equity screening rule selects shares with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and return on equity above 15% for five consecutive years. It pairs a measure of sustained profitability with a…
This stock selection approach combines a 15-minute MACD condition, described as a shortening green histogram, with MACD above its zero line and revenue in 2021 exceeding revenue in 2018 by more than a stated threshold. The provided implementation examines…
This note describes a Chinese-equity screen combining a relative strength index below 65, turnover between 3% and 12%, and a dividend payout ratio above 25% for 2019. The stated aim is to find shares with moderate trading activity, a relatively low RSI…
JK Synchro is an expert advisor that compares opening and closing prices across a configurable range of candles to decide when to open positions. The entry process is gated by three controls: the existing position count must remain below a candle-analysis…
The article explains why backtests are approximations of live trading and compares simple bar-by-bar for-loop systems with event-driven systems that process market data, signals, orders, and fills through an event queue. For-loop backtests are easy to build…
The report examines how factor evaluation can guide factor inclusion and, especially, factor weights in a multi-factor return model. It argues for evaluating single factors through optimized portfolios with controlled risk exposures, aiming to make measured…
This note describes a short-term Chinese stock screen using daily amplitude above 1, a named morning-star pattern, and more than two limit-up days within ten days. It frames large price swings and repeated limit-ups as signs of strong near-term price action.…
This note describes a Chinese equity screen that combines a turnover-rate band of 3% to 12%, a 2021 listing year, and a “today control” reading above 21. It interprets the control measure as a proxy for buying pressure and says the turnover band is meant to…
This research summary examines whether outside demands on independent directors weaken their oversight and advice. It identifies personal events and pressures at other companies, such as illness, leadership changes, major transactions, investigations, or…
This strategy uses a percentage distance from recent highs and lows to identify possible reversals, aiming to avoid relying on fixed price-point thresholds that may behave differently as an instrument’s price changes. It does not first classify the market as…
These release notes describe additions to pyfolio, a toolkit for evaluating trading portfolios. New analyses include performance attribution to common factors, factor and sector risk exposures, rolling volatility, capacity, bootstrap uncertainty in…
This Chinese-language post describes a short-term A-share screening rule. It selects stocks with daily amplitude of at least one percent, a volume ratio between 1.5 and 6, and a current low below the previous day's low. The accompanying explanation treats…
This Expert Advisor combines a moving average direction filter with RSI and Stochastic thresholds. It considers buys when price is above the moving average and sells when price is below it; an entry requires both oscillators to reach oversold levels for a…
This educational overview explains stablecoins as crypto tokens designed to track the value of an asset or basket, often a fiat currency. It distinguishes fiat-collateralized tokens, backed by reserves; crypto-collateralized tokens, generally requiring…
The indicator estimates which side has more unconsumed volume stored in surviving supply and demand zones. It identifies a zone after three consecutive candles in one direction when at least one has volume above its rolling average, then anchors the zone to…
The AntiFragile EA applies a grid-like approach to EUR/USD: it places buy and sell limit orders at intervals, increasing trade size with each additional order, then relies on price reversals to close positions profitably. The stated premise is that price…
This opinion piece argues that the growth of algorithmic trading has weakened familiar short-term, sentiment-driven approaches in China’s A-share market. It recommends avoiding impulsive entries during sharp rises, considering staged buying after panic…
This document outlines an equity screen for main-board Chinese stocks with an RSI below 65, a daily price gain above 1%, and floating market capitalization greater than 10 billion yuan. The stated selection logic combines a technical indicator, positive…
This document describes a Chinese A-share screening strategy that combines trading activity, earnings growth, and institutional ownership. It selects stocks with turnover between 3% and 12% and year-over-year net profit growth attributable to parent-company…
The document proposes screening stocks for a daily price range above a stated threshold, MACD above its zero line, and a ratio of outside-market to inside-market trading volume above 1.3. It interprets the range and MACD requirements as technical filters and…
The document describes a Chinese stock screen that combines a metaverse classification with the beverage and alcohol import-export industry, then selects the five highest-ranked stocks by the day’s auction amount. It presents the conditions as an industry…
This document presents an A-share stock screen requiring amplitude above 1%, weekly MACD above zero, and circulating market capitalization above 10 billion yuan. It gives formula examples and Python-style selection logic. The proposed rationale combines a…