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 post proposes a Chinese equity screen combining daily price movement, recent limit-up activity, and revenue growth. Its stated selection logic looks for amplitude above one, more than two limit-up days within ten days, and 2021 revenue greater than 1.1…
This tutorial explains a two-input market-making setup for a Lighter perpetual linked to Nvidia shares. The Lighter order book supplies the price anchor, while Databento US equity top-of-book quotes provide a normalized signal: the equity mid is compared…
This document describes a Chinese stock-screening rule that combines a sector filter, a price condition, and reported earnings growth. It selects companies classified in the metaverse industry when the current open is around the ten-day moving average and…
This indicator generates arrows when a fast moving average crosses a slower one, then filters the crossover using the current candle's direction. An upward cross accompanied by a bullish candle marks a buy signal; a downward cross accompanied by a bearish…
This stock-selection idea combines daily amplitude above 1, a positive weekly MACD histogram, and return on equity above 15% for five consecutive years. It pairs a price-activity condition and a technical momentum signal with a measure of sustained…
This Chinese stock-screening post combines four conditions: amplitude above 1, current trading volume above 10,000 lots, an open above the previous close, and a 15-minute MACD histogram described as shortening while negative. It presents these as signs of…
This Chinese stock-screening post combines price activity, a positive weekly MACD reading, and a measure relating the prior day’s turnover to current auction volume relative to prior volume. Its final proposed screen adds valuation and growth filters: a…
The document answers a strategy implementation question: how to prevent a stock from being bought again for a specified period after a prior trade. Its proposed approach is to record the relevant date when a position is sold, then compare that stored date…
This document describes a historical stock-selection screen based on daily price range and turnover. It selects stocks whose high-to-low range exceeds a stated threshold and whose turnover rate falls within a specified band, with the dates restricted to…
This post proposes screening Chinese stocks associated with the metaverse theme using a long-term price trend condition and an activity measure combining the prior session’s turnover rate with the current opening auction volume relative to prior volume. It…
This forum post describes a BigQuant backtest that raises a pandas KeyError for the column named buy_signal. The strategy code queries daily stock data and creates a factor field, then the trading handler filters context data using buy_signal equal to one.…
This document proposes screening stocks in the metaverse theme for a circulating share count no greater than 5.5 billion and at least one announcement during 2021. Its example describes obtaining current A-share listings and announcement dates, then…
The document describes an A-share stock screen combining three filters: membership in the metaverse theme, a closing price above the 250-day moving average, and specified upper bounds for price-to-earnings and price-to-book ratios. It also limits the…
This Chinese stock-screening example selects shares in the metaverse theme that close above their 250-day moving average and have recorded at least two limit-up sessions over the past 500 days. The author frames the long moving average as a trend or…
This stock screen combines three conditions: turnover within a stated range, appearance on the prior day’s market leaderboard, and positive net buying by major participants during the opening auction. The article interprets these filters as a way to find…
This post describes a Chinese equity screening rule combining a capital-interest measure, positive price-to-earnings ratio, and a revenue comparison. Capital interest is represented by indicators such as turnover rate or volume ratio, with stocks ranked from…
This code provides several ways to assess how a backtested equity portfolio might interact with market liquidity. It aggregates executed shares by ticker and day, compares those totals with daily bar volume, and identifies each name’s largest observed share…
This note outlines a technical stock screen that combines price amplitude above a threshold, a named morning star candlestick condition, and at least one limit-up event in the prior month. It frames high amplitude as evidence of price movement and a recent…
This note describes a stock screen combining three conditions: daily price range above a stated threshold, price above its five-day moving average, and first-level bid volume greater than ask volume. It presents these as signs of volatility, a stronger…
The post proposes a short-term screen for Chinese stocks using reported buying activity, prior-day turnover, and the number of limit-up sessions over the preceding ten days. It interprets stronger buying activity, active trading, and repeated limit-ups as…
The strategy ranks 20 industries each month using the market-cap-weighted average of each constituent stock’s current price divided by its trailing 52-week high. It buys stocks from the six highest-ranked industries and shorts stocks from the six…
This indicator estimates a month’s historical tendency by examining monthly open-to-close changes across a configurable number of prior years. It accumulates the price changes and counts how often the month closed above or below its open, then reports an…
This post describes a Chinese stock selection rule using three filters: turnover between 3% and 12%, seven consecutive daily declines, and company scale above 200 million. It provides example formula logic and Python-style selection code, then suggests that…
This stock-selection rule targets shares in the metaverse category whose latest return is positive and whose two-day rolling high matches the prior value of that rolling measure. The article frames the high-price condition as a way to find short-term…