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 describes an equity screen for stocks with at least five overlapping moving averages and a 20-day moving average above the 120-day average. The proposed interpretation is that clustered averages indicate short- and long-term trend agreement, while…
This proposed Chinese A-share screen selects stocks associated with the metaverse theme whose circulating share count is at most 5.5 billion and whose weekly closing price crosses above its 30-week moving average. The article presents the crossover as a way…
This proposed A-share screen combines three short-term signals: a shorter 15-minute MACD histogram, a report that major investors controlled trading the previous day, and a daily increase in holdings above 5%. The document treats the capital-flow and control…
The article presents a discretionary framework for interpreting MACD through parameter choices, the zero line, and price-indicator divergence. It suggests shortening the conventional settings to (10, 20 or 22, 7), arguing that these better fit a five-day…
The proposed stock screen starts with Chinese A-shares, excludes Beijing-listed stocks, and selects shares whose turnover rate falls between 3% and 12%. It then requires first-level bid volume to exceed first-level ask volume, using displayed order-book…
This indicator identifies directional trends from the ordering of short and long moving averages. It counts consecutive candles for which the short average remains above the long average, or the long average remains above the short average, and reports a…
This Chinese stock-screening example selects companies classified in the metaverse industry whose opening price is near the ten-day moving average, with relative volume between 1.5 and 6. The accompanying explanation frames the industry classification and…
This stock-selection note combines two filters: rank stocks by the strength of fund inflows and retain those that reached the daily price limit at least once during the prior 25 days. It describes stronger inflows and recent limit-up moves as signs of…
This article proposes a stock screen combining a technical condition with valuation and size filters. It selects equities with an RSI below a stated threshold, positive trailing price-to-earnings ratio, and free-float market capitalization within a specified…
This article describes a Chinese-equity screening rule that restricts candidates to the metaverse industry, looks for a newly formed KDJ bullish crossover, and requires reported outside trading volume to exceed inside volume by a stated ratio. It frames the…
The document outlines four portfolio approaches: a calendar effect fund of funds (FOF), a performance enhancement FOF, a fund size undervaluation FOF, and a core-satellite ETF portfolio. The calendar strategy selects five active equity funds equally using…
This overview explains how unsupervised learning finds structure in unlabeled data, contrasting it with supervised prediction. It presents K-means clustering and principal component analysis (PCA) through equity examples. K-means groups stocks using scaled…
This Chinese-language strategy note proposes adding stocks to a candidate pool when they have a price range above a stated threshold, at least one limit-up event in the preceding 25 days, and a current close above the previous session’s low. It interprets…
This post proposes screening Chinese A-share stocks using a daily price-range threshold above one percent and a requirement related to outstanding convertible-bond names, then ranking candidates by average traded value. Its stated rationale combines trading…
This Chinese-language note proposes screening stocks for a price range greater than one, a shortening negative MACD histogram on a 15-minute chart, and a selected company type. It frames the range as a volatility filter and the histogram condition as a…
The article proposes a short-term stock screen combining three conditions: daily high-low amplitude above one percent, a large-order net-flow ranking threshold, and exclusion of stocks listed on China's STAR Market. Candidates are then ranked by trading…
This Chinese-language post outlines an equity screen using three main conditions: amplitude above 1, rising bottoms, and exclusion of stocks that hit the daily limit the previous day. It provides sample indicator formulas and Python-like logic, and proposes…
This Chinese-language post describes a stock screen that requires amplitude above 1, ranks candidates by today’s auction amount, and selects the top five, while also requiring external volume to exceed internal volume by a stated ratio of 1.3. The post…
This BigQuant example describes a stock-selection workflow that calculates each stock’s 15-day price change and 20-day average turnover from local CSV files. It ranks stocks by 15-day change, keeps the lower half, joins those names to a current stock list,…
This note describes a Chinese equity screen using daily amplitude above 1, a controlling-shareholder measure above 21, and turnover between 3% and 12%. It presents these filters as a way to find active, tradable stocks while avoiding names that are either…
The post describes a short-term stock selection screen using three filters: rank stocks by capital strength, require the average price to be above the five-day moving average, and keep stocks whose gain at 9:25 is below six percent. It presents capital…
The article proposes screening Chinese stocks using three conditions: daily high-low range greater than one percent of the previous close, weekly MACD above zero, and a daily price increase greater than five percent. It frames the range as a volatility…
This stock screen ranks candidates by volume ratio, filters for net large-order volume above a stated threshold for at least three consecutive days, and restricts the preceding ten-day price change to a positive range below a stated ceiling. The intended…
This stock-screening proposal combines three conditions: MACD above zero, bid volume greater than ask volume, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to identify stocks with positive momentum and improving…