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 research reviews technology-focused equity indices in China, comparing their historical performance, construction rules, and constituent distributions. It then examines whether patent information can improve index selection. The proposed patent measures…
This indicator identifies local highs and lows using price bars on each side of a candidate turning point. After the specified right-side bars have elapsed, it marks the pivot level and treats that level as the current boundary. A move above the latest pivot…
The article describes a short-term A-share screening rule that combines price range, closing price, and the session’s low relative to the previous close. Its initial version calls for amplitude above one percent, a close at 18.5 yuan, and a maximum decline…
This Chinese equity screen selects stocks with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and a positive day-over-day change in the KDJ K value. The article explains RSI as a measure related to recent overbought or…
This analysis examines how Hong Kong stocks behaved around additions to and removals from the Stock Connect eligible list, as southbound trading grew in importance. It reports that additions were associated with gains and higher trading volume, while removed…
This stock-selection approach combines a weekly MA5 crossover above MA10 with a turnover range of 3% to 12% and a circulating share count no greater than 5.5 billion. The article also presents a revised version that adds market capitalization and…
The document describes an equity screening rule for stocks with codes beginning with 60. It selects shares whose turnover rate is between 3% and 12% and whose 20-day simple moving average is above the 120-day average. The longer and shorter averages provide…
The article describes a screen for companies with market value below 10 billion yuan and assets above 200 million yuan, alongside a daily high-low range greater than 1%. Its expanded version also requires no losses over the previous five years, positive…
This stock-selection approach combines a relative strength index ceiling, a market-capitalization band, and a newly formed KDJ bullish crossover. It selects stocks with RSI below 65 and tradable market value between 5 billion and 10 billion yuan. The…
This Chinese A-share stock screen selects companies associated with the metaverse concept, then applies turnover conditions. It requires actual turnover from two sessions earlier to fall between 3% and 28%. It also checks whether the prior session’s…
This Chinese stock-selection post describes a simple screen combining three conditions: daily amplitude above a threshold, a specified relationship between the latest close and recent moving averages, and a share price below a fixed cutoff. The accompanying…
This report adapts hidden Markov models (HMMs), a technique associated with speech recognition, to rank stocks by the likelihood of an upward move. It assumes that rising and falling stocks follow distinct patterns and models those patterns separately. Six…
This stock-selection proposal combines three technical conditions: trading amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and price above its five-day average. The article describes the screen as a way to…
This document defines an On Balance Volume oscillator as the difference between OBV and its moving average. The default averaging period is 20, and the code constrains the chosen period to a range of 1 to 999. The resulting difference series is intended to…
This Chinese stock-screening post describes a rule combining a turnover rate between 3% and 12%, a positive 10-day gain below 35%, and at least two limit-up sessions within the prior 500 days. It presents the screen as a way to combine trading activity,…
The screen combines a relative strength index below 65 with a ratio of external to internal trading volume above 1.3, then ranks qualifying stocks by the day’s auction amount and selects the top five. The document presents both a database-style query and a…
The strategy ranks stocks by market capitalization, excludes designated special-treatment shares, and buys the ten smallest names, subject to a filter that rejects stocks whose short and long moving averages indicate a clear downtrend. It limits each…
The post describes a Chinese stock screening idea that combines turnover in a stated 3%–12% range with an engulfing pattern and a current low below the prior day's low. It frames the lower low as a sign of recent weakness that might precede a rebound, and…
The discussion clarifies the meaning of a factor-crowding value shown in BigQuant’s factor analysis module. The reply says the value is the recent average turnover rate of stocks after they have been grouped by a factor. It is therefore a group-level average…
The document describes an equities screening rule that combines RSI below 65, the product of price change and net large-order flow, and a 20-day moving average above the 120-day moving average. It presents the combination as a way to select stocks using both…
This screen selects stocks whose codes begin with 60, whose daily high-low amplitude exceeds 1%, and whose KDJ indicator has just crossed upward. The post describes the crossover as a possible sign of improving market sentiment and uses the code prefix to…
This stock screen ranks shares by capital strength, selects the five with the highest amount traded in the current opening auction, and limits candidates to those with a positive ten-day return below 35%. The stated rationale is to favor stocks receiving…
This stock selection rule combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and weekly MACD above the zero line. The post presents these as filters for liquidity, improving shorter-term momentum, and a positive longer-term…
This stock screen combines daily price weakness with trading activity: it selects shares with an amplitude above 1%, turnover above 2% and below 9%, and seven consecutive sessions in which the close is lower than the prior close. The document frames this as…