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 document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…
This note proposes a short-term A-share screen requiring price amplitude above 1%, a daily decline between 4% and 5%, and a sequence of higher recent lows. The rising-low condition is intended to identify stocks whose short-term price floor is moving upward…
This note outlines an A-share stock screen based on daily price amplitude above 1%, a share price of 18.5 yuan, and a rising K value from the KDJ stochastic indicator. It presents the amplitude threshold as a way to find stocks with notable price movement…
This note describes a daily A-share stock screen combining three filters: MACD above its zero line, a share price below 12 yuan, and previous-day trading value above 60 million yuan. It says the screen is run before the market opens and presents the turnover…
This Chinese-language event listing outlines a dynamic trading approach for timing exchange-traded funds. It identifies three components: selecting a pool of highly liquid ETFs, ranking candidates with multiple momentum dimensions, and adjusting the approach…
This Chinese equity market report summarizes sector performance, index and industry valuations, market breadth, fund positioning, and an intermediate-term trend model. It reports that building materials, agriculture and forestry, utilities, light…
This configuration describes a Qlib experiment using a graph attention model, GATs, with an LSTM base model to predict near-term returns for CSI 300 constituents. It sets Chinese market data, defines a close-to-close forward return label, normalizes features…
This post presents a Chinese equity screen based on price amplitude above 1%, excluding Beijing-listed shares, and auction turnover above 0.26%. Its proposed refinement also filters for prices within 2% of a 60-day moving average and adds positive valuation…
This post outlines a Chinese stock screen using daily amplitude, a reversal-style candle condition, and a fixed closing price of 18.5 yuan. It provides both an indicator formula and Python example, with the latter also invoking candlestick pattern functions.…
This post describes a Chinese equity screen combining daily price movement, trading activity, and valuation. It selects stocks with amplitude above 1%, current volume above 10,000 lots, a higher open, and Shenzhen main-board listing, while requiring…
The document proposes screening equities for a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and then sorting selected names by a popularity measure. It frames range as a way to find volatile stocks, the pattern as a…
The document describes a stock screen combining membership in the metaverse sector, a minimum circulating market capitalization, and weekly MACD above the zero line. Its stated rationale is to find larger companies in that sector whose trend indicator is…
This equity screen looks for stocks with turnover in a specified range, a rising K value from the KDJ indicator, and greater displayed volume at the best bid than at the best ask. The article explains these as filters for trading activity, short-term…
This stock-screening idea combines daily range, a rising-bottom condition, and three consecutive declining closes. The article also gives a more specific indicator version using trend and Bollinger Band filters, then proposes selling when price or a candle…
This post describes an A-share stock screen combining a daily price-amplitude threshold, a nonempty convertible-bond name field, and a company classification filter that can be configured for criteria such as industry or state ownership. It proposes ranking…
This stock-selection proposal combines three filters: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%, and exclusion of stocks that hit the daily limit-up on the prior day. It…
This note describes a stock screen that combines an amplitude threshold above 1, a MACD reading above its zero line, and a closing price equal to 18.5 yuan. It frames amplitude as a measure of price movement and MACD’s position as a bullish signal, while…
The research summary argues that conventional earnings multiples may be weak valuation tools for property developers because project-based results can be uneven and past earnings may not predict future performance well. It proposes using inventory as a…
This post describes a Chinese stock selection rule that combines a daily price-range threshold, a newly formed KDJ crossover, and a weekly moving-average trend condition. The intended portfolio contains stocks whose high-low range exceeds one percent, whose…
This research summary examines China’s medical imaging equipment market and United Imaging’s position as a domestic supplier. It presents demand growth as supported by low equipment availability relative to developed markets and policy efforts to expand…
The post describes a Chinese equity screen for stocks in the metaverse theme, combining a short-term price condition with a longer moving-average trend filter. Its stated rationale is that prices above a five-day average may reflect near-term strength, while…
This document proposes a Chinese stock screen focused on companies classified in the metaverse sector. It combines a rounded-bottom, or arc-shaped, price pattern with exclusion of special-treatment stocks and an early-morning selection of five candidates…
This document outlines a technical screen for Chinese stocks using three conditions: at least five moving averages converge, the stock did not close at its daily price limit on the previous day, and its 30-day average is rising. The intended interpretation…
This essay argues that systematic, rule-based investing may be especially useful in China’s equity market, which the author characterizes as unusually speculative and shaped by short-term trading, policy shifts, and weak alignment between some controlling…