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 Chinese A-share screening idea combines a relative strength index threshold, a price-change and large-order-flow condition, and a Bollinger Band location. It selects stocks with RSI below 65, a positive product of percentage change and a measure of net…
The article outlines a short-term stock selection approach for Chinese A-shares based on market attention and capital flows. It recommends tracking sectors with many limit-up stocks and sustained participation, then waiting for signs that the theme persists…
This post outlines a stock screen using an increase-in-position ratio above 5%, a close above the prior day’s low, and a moving-average trend filter. The rationale is that rising reported buying activity and a recovery above the previous session’s low may…
This post proposes selecting Chinese stocks whose MACD is above zero, that meet an unspecified company-type criterion, and that recorded a limit-up event within the previous 25 days. Positive net profit also appears in the cited screening formula and…
This post describes a short-term A-share stock screen combining daily amplitude above 1, an indication of main-force control on the previous day, positive auction-period buying activity, and combined large and extra-large order buying above 0.7 thousand…
This forum thread discusses installing vn.py on an Apple Silicon Mac, with a particular focus on launching its CTP gateway. Participants point to the gateway project's installation guidance and identify Python environment conflicts as one possible cause. One…
The document proposes a mainland China equity screen that selects main-board stocks with RSI below 65, a daily gain above 1%, and an industry concentration ratio between 20% and 70%. It also describes sorting qualifying stocks by a heat measure. The…
This research digest covers two portfolio topics. The first examines how the timing of book-to-price data affects the Fama–French HML value factor. It says more timely book-to-price measures can improve the use of value and momentum in risk adjustment and…
The document presents an equity screening rule that combines daily price range, turnover, and an arc-shaped price condition. It describes selecting stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, and an arc measure rising…
The document summarizes a 2019 study that combines two representations of the same stock data to predict prices: numerical time series and images of stock charts. An LSTM extracts temporal patterns from the sequence data, while a CNN extracts visual patterns…
This Chinese-market stock screen combines three conditions: RSI below 65, tradable market capitalization between 5 billion and 10 billion yuan, and upward alignment of the 5-, 10-, 20-, and 30-period exponential moving averages. The accompanying Python…
This Chinese equity screen combines a daily price range above one percent, a condition intended to indicate main-investor control on the prior day, the product of percentage change and net volume from very large orders exceeding a threshold, and daily volume…
This stock-selection rule screens for shares with a daily high-low range above one percent, then restricts the sample to 2021 and requires the opening price to be within two percent of the 10-day moving average of closing prices. The proposed interpretation…
The document describes a daily factor based on the linear-regression slope of a stock’s minute-bar volume during the first 30 minutes of trading. A positive slope represents volume increasing over that window; the suggested interpretation is that early…
This Chinese stock-selection note proposes screening companies in the metaverse sector that had a limit-up event within the prior 25 days and appeared on the market’s trading activity ranking the previous day. It frames these conditions as signs of recent…
The document is framed as a single-factor analysis of average trading value over the past 60 trading days. Its substantive material is a factor-analysis workflow configured for Chinese equities: it evaluates a supplied platform feature across the full stock…
This Chinese-language article outlines a stock selection screen that combines three conditions: rank stocks by trading-volume strength, require the 9:25 opening move to be below 6% relative to the prior close, and look for a shortening negative MACD…
This Chinese equities screen selects stocks with turnover between 3% and 12%, a 2021 listing year, and an amplitude measure greater than 1. The article interprets the turnover band as selecting relatively active shares, the listing-year filter as targeting…
This Chinese-language post proposes a stock screen using three conditions: daily price amplitude above 1%, tradable share count no greater than 5.5 billion shares, and price above its 30-day moving average. It presents amplitude as a way to find more…
This Chinese equities screening rule combines three filters: turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a buy-side to sell-side volume ratio above 1.3. The article presents turnover as a measure of trading…
This Chinese-language post presents a stock screening idea based on three conditions: amplitude above 1, a K-line value below 20, and the opening price near the 10-day moving average. It then gives a more detailed indicator example using a curved-line…
This document describes a Chinese stock screening rule that selects shares with daily amplitude above 1%, a listing history longer than one year, and a volume ratio between 1.5 and 6. It explains the intended rationale: larger ranges may indicate active…
This Chinese stock-selection strategy combines three filters: daily amplitude above 1, an opening price near the ten-day moving average, and parent-attributable net profit growth above 20% and no more than 100%. The note interprets the amplitude as a sign of…
This note describes a Chinese equity screen requiring RSI below 65, circulating market value between 5 and 10 billion yuan, and a ratio of external to internal trading above 1.3. It presents the combination as a way to blend a short-term momentum or…