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 stock-selection rule screens for turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than 100%, and a 9:25 price change below 6% in absolute value. The article combines a…
This configuration describes a Qlib workflow for training a Localformer model on China A-share data and evaluating its predictions as a portfolio signal. It uses the CSI 300 universe and benchmark, an Alpha360 data handler, robust feature normalization,…
This Chinese stock-selection rule combines a daily high-low range greater than 1%, a reversal or engulfing-style candle condition, and the presence of an outstanding convertible bond name. The document presents these as a way to find reversal candidates…
This Chinese equity screen combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a moving-average condition intended to identify upward divergence. The accompanying discussion frames these filters as proxies for…
The proposed stock screen looks for turnover between 3% and 12%, a circulating share count at or below 5.5 billion, and a daily maximum decline between 4% and 5%. The article frames the combination as a way to avoid very inactive stocks, limit exposure to…
This stock selection idea combines three screens: membership in the metaverse industry, a positive institutional activity reading, and a 10-day return above zero but no higher than 35%. The rationale is to focus on a growth-oriented theme and stocks with…
This post describes a stock selection rule that combines daily turnover, a low KDJ K value, and prior-day opening-auction turnover. It treats the conditions as a buy signal: turnover must fall within a stated band, K must be below a threshold, and auction…
This document proposes screening stocks for price amplitude above a threshold, MACD above zero, and a positive change in the KDJ K value. It argues that amplitude can capture movement, MACD can indicate positive trend conditions, and rising K may reflect…
This document describes a stock screen combining daily price amplitude, a dividend ratio for 2019, and a rising DEA value from MACD. Its rationale is that amplitude identifies more volatile shares, the dividend condition favors higher-yielding stocks, and…
This research summary explains how turnover controls affect portfolio construction and factor evaluation. Portfolio weights change as risk estimates and expected returns change, while portfolio constraints and relative stock performance can impose a minimum…
The document turns a discretionary trading approach into explicit entry and exit rules. A long position is opened when the 5-day moving average crosses above the 20-day average, the 14-period RSI is below 70, and price is above the 60-day average. The…
This stock-selection screen looks for A-shares with daily amplitude above one percent, at least one limit-up event within the recent 21 trading days, and a 30-day average close above the 60-day average. The reference formula also filters for listed shares…
This stock screen selects shares with an intraday high-low range above 1%, a closing price exactly at 18.5 yuan, and volume between 1.5 and 6 times its five-day average. It sorts qualifying names by turnover. The stated rationale is to find stocks showing…
This proposed stock screen combines a turnover rate between 3% and 12%, seven consecutive declining sessions, and a rising DEA line from MACD. The author frames the combination as a possible early signal of a trend reversal: recent weakness is paired with an…
This proposed A-share screening rule selects stocks before each trading day opens, requiring MACD to be above zero and the 2019 dividend amount relative to current price to exceed 25%. Candidates are ranked by stock popularity, which the article treats as a…
This A-share strategy combines industry rotation with stock selection inside the chosen industries. It builds a regime measure from changes in industry return rankings: when that measure falls, it selects industries by longer-term momentum; when it rises, it…
This post introduces an autoregressive model for financial time series, using CSI 300 prices and returns as the subjects of study. It says the material walks through fitting the model and attempting forecasts, presenting a modeling workflow focused on this…
This brief forum exchange addresses a discrepancy between the displayed profit or loss for a simulated stock trade and the trader's expectation that both entry and exit fees should be included. The example concerns a purchase and later automatic sale,…
This Chinese stock-screening post combines trading activity, recent price weakness, and historical revenue growth. It selects stocks with turnover between 3% and 12%, seven consecutive declining sessions, and 2021 revenue more than 10% above 2018 revenue.…
This article classifies volume and price behavior into twelve patterns across rising, falling, and sideways markets. It frames volume as trading activity and price movement as the outcome, emphasizing their relative efficiency: if similar volume produces…
This note describes a Chinese A-share screen for metaverse stocks with prior-day turnover above 8% and a prior-day opening auction match price at the limit down. It also presents a simplified final rule based on metaverse classification, turnover, and a…
This Chinese equity screen selects stocks associated with the robotics concept, with turnover between 3% and 12%, circulating market value below 10 billion, and a stated scale threshold above 200 million. The post says the added scale filter is intended to…
This post presents a Chinese stock-selection screen using daily amplitude, a measure described as current control above 21%, and a morning-star signal attributed to Kute Intelligent. Its discussion characterizes the setup as a short-term technical approach…
This document describes a short-term Chinese stock screen combining daily price amplitude above 1%, a newly formed KDJ crossover, and classification in the metaverse concept. Its indicator example calculates K, D, and J from recent closing prices and selects…