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.
4,510 documents
This Chinese stock-selection proposal requires RSI below 65, seven consecutive sessions in which the close is no higher than the open, and positive large-order net fund flows during the afternoon trading session. Its example implementation also sets an…
This research note summarizes evidence that changes in the wording and structure of company filings can contain information about future operating performance and equity returns. The underlying study compares the text of SEC annual and quarterly reports with…
This stock screen combines three conditions: a 14 period RSI below 65, displayed bid volume greater than ask volume, and a bullish engulfing pattern. The article frames the combination as a way to select shares with relatively favorable technical and order…
This note describes a daily A-share screening rule combining three filters: membership in the metaverse sector, a positive institutional-flow measure, and a top-five ranking by the day’s auction amount. The intended pool emphasizes active stocks and uses…
This proposed stock screen combines three conditions: amplitude above one, a shortening negative MACD histogram on a 15-minute chart, and an auction-period return between minus two and five. The accompanying rationale treats larger amplitude as a way to find…
This note presents a stock screen using RSI below 65, a positive product of daily price change and large-order net volume, and exclusion of stocks that hit the daily price limit on the prior session. It frames these conditions as a way to combine a momentum…
This short-term stock screen looks for three conditions: an intraday range above 1% of the prior close, afternoon large-order net inflow, and a daily maximum decline between 4% and 5%. The document frames the combination as a way to locate stocks that have…
This April 2020 market note combines a long-term trend assessment, short-term liquidity view, sector preferences, and tracking of A-share fund flows. It says a market breadth model had turned bearish and describes weakening turnover and a declining stock of…
This summary of a Changjiang Securities study explains a stock-selection factor based on the balance between active and passive buying. Active buying occurs when an investor’s order trades against displayed sell orders; passive buying places a limit order…
This post describes a stock screen combining a daily amplitude condition, membership in a robotics-related concept, a market-capitalization ceiling, and a run of consecutive declining sessions. It outlines how those filters could be combined in a…
The Smart Money Index (SMI) is presented as an intraday indicator for interpreting market sentiment through price behavior at different points in the trading session. Its premise is that news-sensitive traders may react strongly near the open, while more…
The document describes a stock screen that combines three conditions: daily price amplitude above a threshold, MACD above its zero line, and positive net buying attributed to major participants during the opening auction. The intended rationale is to find…
This Chinese stock-selection proposal looks for shares with amplitude above 1, a prior-day appearance on the trading leaderboard, and a pattern described as an engulfing or reversal move. The rationale is that a wide range may signal short-term opportunity,…
This document outlines an equity screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and bid-side displayed volume greater than ask-side volume. Its rationale…
This document describes a Chinese A-share screening rule focused on the metaverse theme and pre-open auction activity. It selects stocks whose indicated 9:25 price is less than 6% above the previous close, with positive auction movement and specified buying…
The document gives brief examples of using large-scale and unconventional data to inform investment research. Satellite images of retail and office parking areas are described as a way to estimate business activity, while satellite monitoring of shipping is…
This article discusses how to manage strategy exposure during changing market conditions. It contrasts concentrating capital in one stock with spreading risk across positions or strategies, noting that concentration can produce sharp gains as well as large…
This brief Chinese-language strategy notice describes a minute-frequency approach to pursuing stocks that reach their daily price limits. It says the model monitors three dimensions across the market: concept or theme popularity, capital flows, and price…
This stock screen selects Shanghai-listed shares whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose afternoon large-order buying is at least as strong as selling. The accompanying example checks turnover and large-order fields,…
This Chinese stock-selection post proposes screening for shares with an amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days, then ranking candidates by popularity. It frames amplitude as a price-movement measure and…
The document proposes selecting securities with an amplitude threshold after three consecutive limit-up sessions, then ranking candidates by market attention or trading activity. The rationale is that repeated limit-ups indicate strong short-term buying…
The document describes a stock-price forecasting study that compares a Kalman filter, XGBoost, and a hybrid that uses XGBoost to select features before passing them to a Kalman filter. Inputs include price and volume data, accounting measures, and quarterly…
This article outlines a stock screen using three conditions: daily high-low amplitude above 1%, weekly MACD above its zero line, and first-level bid volume greater than first-level ask volume. The intended combination uses price movement and trend indicators…
This stock selection article proposes screening for turnover between 3% and 12%, three consecutive declining sessions, and relatively strong fund flow. The intent is to find shares that have recently weakened while still showing a favorable capital-flow…