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.
12,140 documents
The document briefly describes a colored Schaff Trend Cycle indicator constructed from the difference between two Relative Vigor Index (RVI) oscillators with different lookback periods. It identifies the indicator’s author and points to an illustration, but…
This Chinese stock screen selects shares with turnover between 3% and 12%, an opening price within 5% of the 10-day average close, and at least one limit-up event during the previous 25 days. The article supplies a formula reference and a Python example that…
This Chinese equity screen combines a positive MACD reading with a rising DEA signal line and exclusions based on company type. Its formula reference tests MACD against zero and requires a crossover above the signal line between the prior and current…
The post proposes selecting Chinese stocks with turnover between 3% and 12%, greater displayed buy-side than sell-side volume at the best quote, and a positive daily MACD histogram. It frames these filters as a combination of liquidity, order-flow sentiment,…
This Chinese equity screening note selects companies classified in the metaverse theme, with a volume ratio between stated bounds and a closing price between the Bollinger Band middle and upper lines. The final screen also applies a market-cap ceiling. The…
This Chinese equity screen combines three conditions: daily high-to-low amplitude above 1%, a reversal or engulfing-style pattern, and at least two limit-up events within a rolling 500-day window. The document explains the intended roles of the filters:…
This long-only stock strategy selects strong performers using a six-month price-index comparison, with the code expressing entry as a gain above 44% over 130 bars. It exits when a profit target is reached, when a stop loss is triggered, or after 130 bars if…
This Chinese stock selection post combines strong capital inflow, current volume above 10,000 lots, a higher opening price, and a 2019 dividend ratio above 25%. It explains these filters as signals of investor attention, possible upward momentum, and…
The report asks whether property-level real estate returns can be explained by style characteristics in addition to property type and location. Using quarterly data on more than 25,000 UK retail, office, and industrial properties from 2002 to 2020, it…
The article examines whether momentum and long-term reversal reflect changing exposures to priced risks rather than standalone return patterns. It tests whether past returns predict future realized betas, then uses an Instrumented Principal Component…
The post outlines a Chinese stock screening idea that combines metaverse industry classification, a curved price pattern, and appearance on the prior day’s market activity list. It proposes adding positive price change, above-average trading volume, and…
This Chinese equity selection method screens for stocks with a daily range above a threshold, afternoon large-order net inflows, and at least two limit-up events within a 500-day window. The article also discusses weekly volume and RSI as additional measures…
This Chinese equity screening idea selects stocks with a daily high-low range greater than 1, positive institutional fund flow, and at least one limit-up event during the recent month. It interprets the range and fund-flow conditions as signs of price…
This post proposes a stock screen using three conditions: a 14-period RSI below 65, the ratio of outside volume to inside volume at or above 1.3, and a nonempty field for an outstanding convertible bond. It presents the flow ratio as a sign of buying…
This Chinese stock-selection post describes a screen combining trading activity, price location, and market flow. Its stated rules select shares with turnover between 3% and 12%, an opening price within roughly 5% of the 10-day moving average, and a positive…
The document proposes a short-term screen for Chinese stocks using three signals: daily amplitude greater than 1, a prior-day “main-force control” measure, and more than two limit-up days within ten days. It frames amplitude and the control measure as…
This stock selection screen combines a turnover range of 3% to 12%, a reversal pattern described as a bullish engulfing or recovery move, and a 10-day return above zero but below 35%. It is presented as a way to find Chinese equities with recent activity and…
The post describes a Chinese equity screening rule that combines three conditions: price amplitude above a threshold, appearance on the prior day's market activity ranking list, and a low stochastic-style K value calculated over a rolling lookback. It…
The Dynamic Trader Oscillator, or DTOSC, is described as a stochastic calculation applied to RSI values. This adds another layer of normalization to the RSI, placing its readings within a stochastic framework. A signal line is also included, following a…
This proposed A-share screen looks for stocks with an amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an RSI below 65. The explanation treats range and volume as signs of activity, the opening gap as a sign of…
This proposed A-share stock screen selects names with turnover between 3% and 12%, a positive gain of less than 35% over ten days, and three consecutive limit-up sessions on the previous day. The accompanying explanation frames the turnover and recent price…
This post presents an A-share screening approach that combines price movement, a short-term moving-average condition, and company earnings growth. It seeks stocks with amplitude above 1, a price and moving-average relationship described as upward divergence,…
This Chinese-language post describes an A-share stock-picking screen combining a technical condition, a fundamental filter, and a popularity ranking. It selects stocks with RSI below 65 and parent-company net profit growth above 20% and up to 100%, then…
This document describes alert options for a CCI candle indicator. It can notify users when the indicator crosses zero, candle direction changes, the indicator breaks through an overbought or oversold threshold, or it exits one of those zones. The available…