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.
12,140 documents
This post presents a Chinese stock-selection screen that combines a daily price-range threshold, a pattern described as a morning star, and ranking by auction activity, selecting the top five names. It frames the inputs as measures of price movement,…
This Chinese-language report summary examines intraday price, volume, and trading characteristics using minute data to build factors and compare their behavior in stocks and futures. The factor families include return-distribution statistics such as realized…
This research summary compares high-frequency factors built from minute data in stocks and futures. It groups signals into return-distribution measures, intraday volume patterns, price-volume relationships, order-flow measures, and trend strength. Reported…
This post outlines a technical screen for Chinese stocks in the metaverse theme. It requires the stock’s price to be above its five-day moving average and applies a rule intended to identify an arc-shaped price pattern. The document describes these…
This post describes a daily, after-close screen for Chinese equities. It selects stocks whose MACD line is above zero, ranks candidates by individual-stock popularity, and restricts turnover to between 2% and 9%. It explains the indicators as rough proxies…
This Chinese-language post describes a stock-selection screen focused on the metaverse concept. It requires the 30-day moving average to be rising and filters stocks using a measure combining the prior turnover rate with the ratio of today’s auction volume…
This post outlines a stock selection rule that combines MACD above zero, a favorable company classification, and previous-day actual turnover between three and twenty-eight percent. It interprets the MACD condition as a positive technical signal and the…
This post proposes a Chinese equity screen combining recent price-limit events, trading activity, and an increase in position holdings. Its stated initial conditions are more than two limit-up days within ten days, prior-day turnover above sixty million, and…
This proposed screen targets stocks associated with the metaverse theme and combines an arc-shaped price pattern with a rising K value from the KDJ oscillator. The explanation treats a rising K value as a sign of improving bullish momentum. The formula and…
This note describes a stock screen combining daily amplitude above a stated threshold, a positive weekly MACD signal, and first-level buy volume greater than sell volume. It presents the buy-versus-sell volume condition as a way to gauge near-term trading…
The document presents a Chinese A-share screening rule that selects stocks with a daily high-low range exceeding one percent, at least one limit-up session in the prior 25 trading days, and a high ranking on a large-order net-volume measure. The combined…
This Chinese equities screen combines three conditions: a shrinking negative MACD histogram on a 15-minute chart, at least two limit-up sessions within the prior 500 days, and convergence among at least five moving averages. The article interprets…
The proposed screen seeks five non-ST Chinese stocks before 10:00 using price amplitude above 1 and prior-day trading value above 60 million, then ranks candidates by current percentage change. The article describes these conditions as a way to focus on…
This stock screen combines a positive MACD condition with a share price below 12 yuan and a recent high criterion described as the stock's high being the highest over two days. It proposes screening before the trading session, although the reference Python…
This indicator displays the prior candle range alongside a 10-period Average True Range (ATR) and a 20-period exponential average of ATR. It changes the text color when ATR rises above its smoothed average, presenting that condition as a possible sign of…
The document describes a stock screen combining three conditions: amplitude above 1, three consecutive limit-up sessions through the prior day, and a price below 12 yuan. It presents the pattern as a way to find active, high-attention stocks and gives a code…
This proposed A-share screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an upward spread in moving averages. The stated moving-average rule compares the…
This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and at least one limit-up event in the previous month. The article characterizes the setup as a momentum-oriented search for stocks that have recently shown…
This Chinese equity screening idea selects stocks with daily amplitude above 1, a listing history longer than three years, and a rising DEA indicator. The rationale is that larger price ranges may coincide with greater trading activity, while excluding…
This stock-screening example combines a metaverse concept filter with an upward-sloping thirty-day moving average and a weekly five-day moving average crossing above the ten-day average. It frames the conditions as a way to find stocks with both sector…
The document describes a simple stock screen combining three conditions: daily amplitude above 1%, the current high matching the highest high over two days, and a stock code beginning with 60. The first two conditions target recent price movement and a…
This Chinese-market screening rule selects stocks whose codes begin with 60, whose turnover rate falls within a specified band, and whose ten-day return is positive but below a stated ceiling. The post frames turnover as a liquidity filter and the return…
This Chinese-market stock screen combines price behavior and a control-related measure with valuation and profitability filters. Its initial criteria select stocks with amplitude above a threshold, today’s control measure above a threshold, and a positive…
The proposed equity screen selects stocks with an RSI below 65, seven consecutive sessions in which the close is no higher than the open, and strong combined large and extra-large buy volume during the opening auction. It combines a momentum indicator, a run…