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 selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and a positive price-to-earnings ratio. The article frames the conditions as a blend of technical behavior and a basic profitability valuation filter, and…
This Chinese equity screening idea combines three filters: turnover within a specified range, outside volume more than 1.3 times inside volume, and an opening-auction price change between -2% and 5%. The article presents the criteria as a way to select…
This opinion piece challenges the idea that quantitative trading is uniformly harmful to retail investors. It contrasts high-frequency approaches, which it says may use speed and securities lending to affect momentum-driven trades, with lower-frequency…
This brief note lists four candidate low-frequency factors based on daily price behavior over a rolling window: the close’s relative position or spread within the period, the relative index of the period high, the relative index of the period low, and the…
This proposed equity screen combines capital-flow strength with a robotics theme, a small free-float market capitalization, and a historical dividend payout ratio above a stated threshold. Its rationale is that strong flows may indicate investor interest,…
This screening approach ranks stocks by relative volume and keeps the top group, then filters for a close between the Bollinger middle line and upper band and a rising 30-day moving average. The post interprets relative volume as a sign of capital activity,…
This stock screen combines a metaverse theme filter with two price conditions: the close must be above the previous session’s low and between the Bollinger middle line and upper band. The post presents the range as a sign of upward price strength and…
This stock-selection example combines a 14-period RSI below 65 with MACD above its zero line, alongside a reference to the year 2021. The stated rationale is to seek stocks with relatively moderate RSI readings and positive trend momentum. The document…
The article argues that company and industry research helps investors understand potential investment candidates, while market sentiment influences whether and when those candidates gain attention. It distinguishes sell-side research, which provides…
This note outlines a short-term stock screen combining four conditions: RSI below 65, external volume divided by internal volume above 1.3, current volume above 10,000 lots, and an opening price above the prior close. It presents the ratio as a possible sign…
This note proposes screening Chinese A-share stocks in the metaverse sector using an early-session price condition and enterprise classification. The described rule caps the 9:25 a.m. gain at 6% and adds a selected enterprise type, with high-tech and…
This note describes a Chinese A-share screening rule for stocks in the metaverse sector. It combines a 9:25 a.m. price-gain ceiling of 6% with an RSI reading below 65, aiming to identify stocks with limited early-session gains and a moderate momentum…
This Chinese equity screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and positive net buying attributed to major participants during the opening auction. The article presents the combination as…
This article outlines a daily stock backtest framework in which a natural-language screening query selects entries. The example framework also allows a maximum number of holdings, a holding-period exit, and optional take-profit and stop-loss thresholds.…
This note describes a Chinese A-share screen requiring a daily high-low range above 1% of the previous close, a ticker beginning with 60, and a prior-day 9:15 auction match price at the limit-down level. It interprets the range as a volatility filter and the…
This stock-selection proposal filters for amplitude above 1, weekly MACD above zero, and turnover between 2% and 9%. It combines a price-range condition and a weekly trend measure with turnover as a proxy for trading activity and liquidity. The document…
This stock screen combines three technical conditions: amplitude above 1, MACD above the zero line, and a newly formed KDJ golden cross. The document interprets amplitude as a sign of price movement, positive MACD as evidence of a favorable trend, and the…
The post describes a Chinese equity screen that ranks Shenzhen Main Board stocks by capital-flow strength and filters for price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11. It presents the valuation bands as a way to find…
This note proposes screening Chinese A-shares for a turnover rate between 3% and 12%, excluding Beijing-listed stocks, and retaining stocks identified as forming a reversal or “reversal package” pattern. The accompanying example describes joining a stock…
This note describes a momentum-oriented stock screen with four conditions: amplitude above 1%, MACD crossing above zero, current volume above 10,000 lots, and an opening price above the previous session’s high. The proposed rationale is that a volatile move,…
This Chinese stock-screening note proposes selecting shares with daily price amplitude above 1%, a closing price of exactly 18.5 yuan, and a float of no more than 5.5 billion shares. It presents the screen as a way to find active, volatile stocks with…
This document describes a Chinese equity screen that selects stocks with codes beginning with 60, ranks them by volume ratio, and requires an upward trend in the 30-day closing-price average. The article treats volume ratio as a rough measure of trading…
This document presents a Chinese stock screen focused on companies associated with the metaverse and robotics themes. It filters for a volume ratio within a specified range and limits circulating market capitalization, describing the volume condition as a…
This document describes a Chinese equity screening rule that selects stocks with amplitude above a threshold, three moving averages in a bullish crossover arrangement, and a rising DEA line. It frames the combination as a way to find relatively strong stocks…