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 stock-screening idea combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and an increasing K value from the KDJ indicator. The post interprets large price ranges as opportunity, the auction price condition as…
This research summary describes using an imitation portfolio to infer the holdings of three Chinese mutual funds. The motivation is that public disclosures arrive with a delay and represent holdings at reporting dates, making them an imperfect guide to a…
This Chinese stock-screening post combines three filters: more than two limit-up sessions within ten days, a circulating market value of 5–10 billion yuan, and a daily position-increase ratio above 5%. It describes the filters as proxies for buying interest,…
The document defines an Average Modified Moving Average indicator with two inputs: a calculation period and the price series to apply. Each new value combines the previous indicator value, weighted by the period minus two, with the current and prior prices,…
This research summary presents a framework for timing equity factors whose returns have become less reliable. It reviews indicators such as valuation spreads and pairwise correlations, and examines their relationship with future factor returns. A random…
This Chinese-language post outlines a short-term A-share screening rule. It selects stocks classified in the metaverse theme that appeared on the previous day’s trading rankings, then applies a five-day moving-average condition. The post offers formula and…
This Chinese-language post describes an equity screen requiring turnover between 3% and 12%, a 2021 listing year, and rising price lows. It interprets successively higher lows as a sign of improving rebound strength and possible momentum or trend. The post…
This stock-selection idea screens for companies with market capitalization below a stated threshold, positive profit, and daily price amplitude above one percent, then ranks eligible names by a measure of stock attention. It presents the approach as a way to…
This study analyzes information transmission among 28 first-level Chinese equity sectors using daily closing prices from 2000 through 2017. It uses transfer entropy to estimate the strength and direction of information flows between sector time series, then…
This market outlook examines whether a narrowing or inverted spread between long and short US Treasury yields reliably signals an approaching recession. It argues that historical examples of a true ten-year versus one-year inversion are limited, and that…
This proposed equity screen combines a daily amplitude threshold with a ratio involving the prior day's turnover and current auction volume relative to prior-day volume. It also uses a rising 30-day moving average as a trend filter. The discussion describes…
This stock screen selects companies in the beverage and alcohol import-export industry with a 14-period RSI below 65 and an appearance on the prior day's market activity list. It combines a technical indicator with industry membership and a signal of recent…
This document describes a Chinese equity screen combining daily turnover with growth in net profit attributable to the parent company. It selects stocks with turnover between 3% and 12%, profit growth above 20% and up to 100%, and an earnings forecast for…
The post proposes a Chinese equity selection rule combining turnover, order book imbalance, and a weekly chart signal. It screens for stocks with turnover between 3% and 12%, bid volume at the best price greater than ask volume, and a weekly close crossing…
This document outlines a stock-selection screen requiring MACD above zero, upward-moving averages, and at least one limit-up event during the preceding 25 days. The conditions are framed as signals of positive trend and recent market attention. It includes…
This practitioner note compares very high-return, moderate-return, and lower-return backtests for short-horizon equity models, focusing on whether their apparent performance persists out of sample. The author reports that aggressive timing filters and models…
This document describes a short-term stock screen combining prior-session amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and prior actual turnover between 3% and 28%. It presents these conditions as a way to find shares…
This stock-selection idea searches within the metaverse industry for shares where the KDJ indicator has just formed a bullish crossover and the day’s K value is below 20. It selects during the trading day before 10 a.m. and requires the stock to be trading.…
This Chinese stock-screening note combines a price-range filter, exclusion of ST-designated shares, a five-period trend condition, and large or extra-large buy orders during the opening auction. It also limits selection to before 10 a.m. The example…
This China equity screen looks for stocks with daily amplitude above 1, at least two limit-up sessions in the preceding 500 days, and an appearance on the prior day's market top list. The document interprets amplitude and repeated limit-ups as signs of…
This China equity screening idea selects stocks with amplitude above 1 whose prior-day 9:15 matched auction price met a limit-down condition, then ranks candidates by a measure of stock popularity and takes the leading names. Its rationale combines price…
This China-focused equity screen combines daily price amplitude with a turnover and opening-auction volume measure, then requires large-order net buying to remain above a threshold for several consecutive days. The stated selection rule uses amplitude above…
This A-share screening rule places stocks in a candidate pool when they have a daily high-low range above 1%, at least one limit-up day in the preceding 25 sessions, and circulating shares no greater than 5.5 billion. The author interprets these conditions…
This article proposes screening stocks with turnover between 3% and 12%, a K value below 20, and circulating market capitalization between 5 billion and 10 billion yuan. It describes the combination as a starting point for finding stocks with potential, then…