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
The script describes a daily SPY allocation strategy driven by CNN’s Fear and Greed Index. A research agent retrieves the latest score from a prior day, while a separate trading agent maps score ranges to target allocations: higher equity exposure at low…
This document outlines a Chinese equity screen using three conditions: price amplitude above 1, a 9:25 price increase below 6%, and recent revenue at least 1.1 times the 2018 revenue figure. It frames the revenue comparison as a growth filter and combines it…
This document describes an A-share stock screen combining a 14-period RSI below 65, year-over-year net profit growth above 20% and no more than 100%, and a 9:25 price increase below 6%. Its accompanying query example adds positive net profit, a free-float…
This note outlines a Chinese equity screen using RSI below 65, float market value between 5 and 10 billion yuan, and daily price change between −5% and 2.6%. It combines a short-term technical indicator with company size and recent price movement, then…
This Chinese stock selection note describes a short-term screen requiring amplitude above 1, three moving-average crossovers to occur together, and exclusion of stocks that hit the daily limit the previous day. The crossover sequence uses moving averages…
The document describes an indicator that draws a channel using the highs and lows of daily candlesticks. Alongside the plotted channel, it displays selected values from the current bar in the chart’s comment area. The description identifies the indicator as…
The document describes a stock selection rule combining three conditions: daily price amplitude above a threshold, circulating market capitalization above a threshold, and best bid volume greater than best ask volume. It presents the conditions as filters…
This document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and volume ratio between 1.5 and 6. The stated rationale is to find stocks with…
This Chinese A-share screen selects stocks with MACD above zero, a qualitative business-character assessment, and a daily price change within a specified range. The article frames the rule as combining a technical momentum condition with a basic…
This Chinese stock-selection rule combines three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and yesterday’s turnover rate above a stated level. The crossover is intended to…
This Chinese A-share screening rule combines a metaverse industry filter and a maximum circulating share count with a measure based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s trading volume. It selects stocks where the…
This short question-and-answer thread addresses how to obtain a list of stocks underlying convertible bonds in the BigQuant data environment. A reply suggests reading the `stk_instrument` field from the `basic_info_CN_BOND` table. The questioner then asks…
This guide explains the workflow for a BigQuant contest focused on constructing 15-minute factors from three-second stock snapshot data. Participants are asked to write factor logic without using model-generated factor synthesis. The platform provides…
The proposed screen targets Chinese stocks with prior-session amplitude above a threshold, a listing on the previous day’s Dragon-Tiger ranking, and no ST designation. It then selects up to five stocks that reach the daily limit-up before 10 a.m., sorting…
This Qlib configuration trains an ADD model using a GRU base model and Alpha360 features to rank CSI 300 stocks. Features are robustly normalized and missing values are filled; labels are cross-sectionally rank-normalized after missing labels are dropped.…
The document describes a historical stock screen that selects non-KSTAR-board Chinese stocks on dates in 2021 when the daily high-low range exceeds 1% of the low. It presents the range as a measure of elevated price movement that may identify stocks with…
The document presents a stock screen combining membership in the metaverse industry, an arc-shaped price pattern, and a daily return between -5% and 2.6%. It frames the return band as a way to avoid stocks that have already moved too sharply, while the…
This screening idea selects stocks associated with the metaverse theme when three bullish technical crossovers occur together: MACD crosses its signal line, the 5-day average crosses the 10-day average, and the 5-day average crosses the 20-day average. It…
This stock-selection recipe combines a moving-average condition, an opening-price filter, and a revenue growth test. It targets Chinese equities whose 5-, 10-, 20-, 30-, and 60-day moving averages are described as overlapping, whose 9:25 a.m. gain is below…
The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a stated circulating market value above 10 billion yuan. The accompanying explanation treats turnover as a measure of…
The Didi Index is described as a moving-average indicator intended to help identify potential reversal points. It uses three moving averages, including periods of 8 and 20, displayed around a center line at zero. A signal feature called a “needle” appears…
The article explains a WebSocket subscription workflow for delivering minute-level Chinese A-share market data to a VN.PY strategy. It contrasts a persistent server-push connection with repeated HTTP polling, then outlines connecting to a data source,…
This article outlines a technical stock screen for the Chinese metaverse theme. It requires bullish crossovers in MACD and two short-term moving-average comparisons, along with the 20-day average above the 120-day average. The stated intent is to find stocks…
The document describes a stock screen combining an RSI threshold below 65, membership in the beverage and alcohol import-export industry, and a condition it labels a rounded-arc pattern. The supplied formula defines that pattern as the five-period and…