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 release note describes changes to Zipline 1.4.0, a quantitative research and backtesting platform. It removes implicit downloads of treasury and benchmark data, replacing benchmark retrieval with user-supplied files or instruments, or an option to run…
This stock screen selects Shenzhen Main Board shares using a mix of recent price activity, trading liquidity, and valuation. It requires an amplitude above 1, prior-day turnover above 60 million, a price-to-earnings ratio between 0 and 29.01, and a…
This post proposes screening metaverse-related stocks using positive institutional activity and a ranking based on large-order net volume. It presents these flow measures as indicators of investor attention and concentrated buying, then describes selecting…
This post outlines an equity screen combining three signals: reported buying activity above a threshold, seven consecutive sessions with falling closing prices, and a positive but capped return over the prior ten sessions. The intended interpretation is to…
This post describes a proposed screen for stocks associated with the metaverse theme. It combines a simultaneous bullish crossover condition across three technical indicators with a specified range for the day’s largest decline, aiming to identify stocks…
This Chinese-language post outlines an equity screen intended to find possible short-term rebounds among stocks in a pullback. It combines three filters: prior-session amplitude above 1%, an opening price within 5% above or below the 10-day moving average,…
This Chinese equity screen selects stocks whose codes begin with the Shanghai prefix, with turnover between 3% and 12% and a volume ratio between 1.5 and 6. The rationale is to seek shares with meaningful trading activity and market attention without…
This note describes a short-term Chinese equity screen combining daily price range, large-order net flow ranking, and a limit-up event within the prior 25 days. It presents these conditions as proxies for trading activity, capital interest, and market…
Using simple fruit-and-money stories, the essay offers an informal account of how land monetization, initial public offerings, asset repricing, and credit creation may relate to China’s property and equity markets. It distinguishes newly monetized land and…
The document presents a Chinese A-share screening idea that combines a positive MACD reading, upward separation of short moving averages, and a session high matching the highest level over the prior two days. It explains these conditions as signals of…
This Chinese stock-screening strategy combines a positive MACD reading with a company-type filter and a ratio of external to internal trading volume above 1.3. It is framed as a way to select stocks using both technical conditions and trading activity. The…
This Chinese equity screen selects stocks with turnover between specified bounds, a listing year of 2021, and at least five overlapping moving averages. The article presents turnover as a liquidity consideration and moving-average overlap as a technical…
This Chinese equity-screening proposal combines several technical and activity filters: at least five moving averages are described as overlapping, trading activity must exceed a stated threshold, the stock must open higher, and its gain at 9:25 must remain…
This Chinese stock-screening example combines metaverse concept membership with a simple price condition: the current close must exceed the prior session’s low. It also limits candidates to companies below a stated market-cap threshold and requires positive…
This Chinese equity selection rule combines a current turnover band of 3% to 12%, a positive ten-day price gain below 35%, and prior-day turnover above 8%. The stated aim is to focus on shares with recent price movement and substantial trading activity. The…
This Chinese stock screen combines a minimum daily price amplitude with a bounded turnover range and a late-session large-order inflow condition. Its stated rationale is to find shares showing meaningful movement and trading activity, then use the afternoon…
The document proposes a short-term stock screen that selects shares with a daily amplitude above a threshold, a high equal to the highest of the current and prior sessions, and a volume ratio within a specified band relative to a moving average. It presents…
This proposed stock screen combines amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a daily percentage change between -5 and 2.6. The rationale is that elevated movement can identify active stocks, while a contracting…
This document describes a short-term Chinese stock screen combining turnover, opening price relative to the ten-day moving average, and a three-candle pattern labeled “morning star.” It specifies turnover from 3% to 12%, an open within 5% of the moving…
This proposed stock screen combines a price-amplitude threshold, a K-line value below 20, and shortening MACD histogram bars on a 15-minute timeframe. The accompanying discussion interprets the K-line condition as oversold and the shrinking histogram as a…
This tutorial outlines a workflow for collecting daily Chinese stock limit-up and limit-down pools, counting the stocks in each pool, and storing the resulting records on the BigQuant platform. It reads the latest Chinese trading date from a trading-days…
This Chinese stock-selection rule combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a positive MACD reading. The article interprets the turnover band as a way to exclude stocks with very low or unusually high activity, the KDJ…
This stock screen combines three filters: an amplitude threshold, a dividend payout ratio above 25% for 2019, and return on equity above 15% for five consecutive years. The accompanying discussion treats the payout ratio and sustained ROE as signs of…
This Chinese equity screening idea targets stocks in a metaverse category that have a positive return despite a prior-session price-limit-down condition associated with the opening match price. The note’s formula describes comparing the opening and low…