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 study tests institutional ownership data as a quarterly stock-selection factor in Chinese equities. It measures ownership share, the number of institutions holding a stock, and average holdings per institution as a proxy for ownership concentration. For…
This screening idea selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a main-board listing, while excluding Beijing-listed A-shares. The document presents the rule as a basic way to narrow a stock universe using current trading…
This stock screen combines a 14-period RSI ceiling, a minimum listing history of one year, and a condition that the 20-day moving average is above the 120-day average. It aims to find stocks whose longer trend is rising while their recent price action is not…
This research digest summarizes two finance topics. The first reviews competing claims about the size effect, the long-discussed idea that smaller companies have higher average returns than larger ones. It says the underlying study uses simple tests and…
The article proposes a stock screen combining a daily range threshold, price above the five-day moving average, and a high ranking for a large-order volume proxy. It explains these filters as a way to focus on active stocks with short-term upward momentum…
This overview describes a practical Python workflow spanning data collection, database access, and machine-learning, deep-learning, and natural-language-processing tools. Its investing example uses traditional factors measured over rolling 12-month windows…
This configuration specifies a Qlib research workflow for China A-share stocks in the CSI 300 universe. It uses Alpha360 features, robust feature normalization and missing-value filling, and cross-sectional rank normalization for labels. The prediction…
This report examines domestic Chinese fund products that provide exposure to Hong Kong equities and their role in broader asset allocation. It reviews access routes and fund types, including actively managed products and index funds, then compares the…
This Chinese equity screening proposal selects stocks with price amplitude above a threshold, a prior-day signal described as major-player control, and a listing age greater than a chosen number of days. Its example implementation also applies filters…
This Chinese equity screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, trading volume above 10,000 lots, and a high opening price. Its stated aim is to find shares with favorable…
This Chinese stock-selection proposal combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and a current-day position increase ratio above 5%. The article interprets amplitude and weekly MACD as signs of technical strength,…
This Chinese stock screen selects companies associated with the metaverse theme whose volume ratio is above 1.5 and below 6, with price above a long-term moving average. The article’s initial description uses the 250-day average, while its final proposed…
This brief description explains an indicator that displays a volume-weighted moving average as a sequence of candlesticks. The candlesticks are generated by processing a relevant price time series through the Volume-Weighted-MA algorithm. The stated purpose…
This research summary treats the assignment of special treatment (ST) status as a proxy for financial distress among Chinese A-share companies. It describes using Fisher discriminant analysis and regression-based models to predict company financial…
This note proposes screening Chinese A-share stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a MACD value below zero two trading days earlier. The stated aim is to identify stocks with possible…
This note describes a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, a rising KDJ K value, and no listing on the STAR Market. It suggests combining these conditions with market trends and hot themes, and frames the board…
This document outlines a stock screen that selects equities with RSI below 65, ranks or filters them by money-flow strength, and considers performance during 2021. Its example code uses a 14-period RSI, a 20-period Chaikin Money Flow measure, and excludes…
The document describes a Chinese A-share stock screen that combines turnover between 3% and 12%, a daily gain above 1% relative to the same sector, a main-board listing outside the STAR Market, and a rising DEA measure. It presents the DEA condition as a way…
The proposed stock screen combines daily price amplitude above a threshold, a morning star candlestick condition associated with Kute Intelligent, and a requirement that the stock code begin with 60. The stated rationale is technical: elevated amplitude may…
This document connects prospect theory and the disposition effect to potential changes in stock supply. It describes a behavioral asymmetry: investors tend to realize gains quickly, while holding losing positions longer and sometimes accepting more risk in…
The document reviews thematic funds, which target long-term narratives such as artificial intelligence or alternative energy. It describes a surge in US thematic-fund assets and inflows through early 2021, then frames investment as a difficult selection…
This Chinese-language post outlines a daily stock-selection screen that requires MACD to be above zero and three moving-average signals to align. It gives 20-, 60-, and 120-day averages as examples, and ranks qualifying stocks by a measure of market…
The document proposes a Chinese A-share screening rule combining daily price amplitude, relative volume, and a price-shape condition described as a rounded or arc-like move. Its narrative specifies amplitude above one percent and a volume ratio between 1.5…
The article offers three discretionary rules for stock traders: favor stocks that have previously produced gains for the trader, concentrate research on a small number of names, and use price trends to guide holding and exit decisions. Its most explicit…