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 note outlines a Chinese equity screen using turnover between 3% and 12%, a positive ten-day price gain below 35%, and a revenue-growth condition. The written selection rule compares 2021 revenue with 2018 revenue and requires the ratio to exceed 1.1.…
This Chinese stock selection note describes a screen combining RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and an “institutional bottom-fishing” condition. It presents the approach as a mix of technical,…
This screening recipe combines three main conditions: a daily high-to-low range greater than one percent, a reversal or engulfing-style price pattern, and prior-day turnover above eight percent. Its indicator examples also check that current volume exceeds…
This stock-selection idea filters for shares associated with the metaverse theme whose close is above the previous session’s low, then ranks candidates by trading heat. The provided examples use trading volume as a proxy for attention and select the…
This Chinese equity screen looks for stocks with at least five moving averages converging and more than two limit-up days within a ten-day period, while excluding Beijing-listed A shares. The document interprets moving-average convergence as a sign of an…
This document describes a Chinese equity screen using three conditions: daily price amplitude above 1, the 9:25 a.m. gain below 6%, and prior-day actual turnover between 3% and 28%. It presents these filters as ways to select for short-term movement and…
The post introduces a financial time-series study using returns on the CSI 300 index. It says that EGARCH and related models are used for comparison, with an effort to fit and forecast both prices and volatility. The topic is volatility modeling through…
This Chinese-language post describes an equity screen that combines a positive MACD condition and rising DEA with a 2019 dividend ratio above 25%. It applies the rules to constituents of the CSI 300 and gives illustrative selection and portfolio-management…
The post proposes screening Chinese stocks by a daily turnover rate of 3%–12%, a K indicator below 20, and an opening auction price change between -2% and 5%. It presents the filters as a way to identify stocks with short-term potential, then suggests adding…
The document proposes screening equities for daily price amplitude above a stated threshold, at least two limit-up events over a 500-day lookback, and a K-line reading below 20, interpreted as a low stochastic-style KDJ value. It characterizes the…
The document presents an equity screening idea that combines an RSI threshold below 65 with runs of sessions where the close is below the open, specifically seven days and three days. It frames the pattern as a way to identify technically weak stocks and…
This Chinese-language post proposes screening equities for turnover between 3% and 12%, a rising DEA condition, and a positive return. It presents the combination as a liquidity and technical-momentum filter intended to find stocks that may continue upward.…
This proposed Chinese stock screen combines three filters: at least five moving averages converging at one level, a high ranking on a large-order net-volume measure, and at least two limit-up sessions within a 500-day lookback. The moving averages named are…
This Chinese equity screening idea selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a stated price change between −5% and 2.6%. The article frames the conditions as a way to find relatively weak stocks that might…
This article argues that short-term Chinese stock traders should assess both broad social and economic catalysts and a stock’s leadership within its sector, rather than choosing limit-up stocks solely by board count, speed of limit-up, or queue size. It…
This Chinese equity screen looks for stocks classified under the metaverse theme and applies thresholds to free-float market capitalization and company scale. The article’s initial description specifies free-float capitalization above 10 billion yuan and…
This Chinese equity screen selects stocks with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a ratio involving the prior day’s turnover and the current opening-auction volume relative to prior volume that falls…
This Chinese equity screen combines three filters: membership in the metaverse sector, a positive institutional-flow measure, and a rising-bottom price condition. The note gives an indicator formula that compares recent and longer-window lows and checks…
This note describes a simple Chinese equity screen combining daily turnover between 3% and 12%, an opening price within roughly 5% of the ten-day moving average, and a rising-bottom condition. It frames turnover as a liquidity filter, proximity to the moving…
This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and a 14-period RSI below 65. The document frames turnover and leaderboard appearance as signs of trading activity, while…
This screen combines daily price range, a share-price ceiling, and a moving-average crossover. It seeks stocks with amplitude above 1%, a closing price below 20, and a 5-period moving average crossing above a 10-period average. The text describes the…
This stock screen combines three conditions: daily amplitude above 1%, circulating market value above 10 billion yuan, and a decline between 4% and 5% under the document’s stated calculation. It presents the setup as a way to find sizable, active stocks that…
This note outlines a screen for metaverse-related stocks using a positive recent return and a moving-average condition. The initial description refers to the average price being above the five-day moving average, while the final selection rule and formulas…
This equity screen selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose prior-day main fund flow is positive. The rationale is to combine a trading-activity range with a signal that large investor flows were…