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 describes a Chinese A-share stock screen that looks for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks whose opening price is near the 10-day moving average. Its illustrative Python approach narrows the universe…
This post outlines a short-term stock screen based on more than two limit-up sessions within ten days and previous-day turnover above 60 million yuan, with candidates ranked by capital-flow strength. It frames these conditions as a way to find active stocks…
This tutorial explains applying principal component analysis to stock returns to identify dominant co-movement patterns. It standardizes historical returns, estimates a rolling correlation matrix, and decomposes it into eigenvalues and eigenvectors. The…
This Chinese-language post describes a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above zero, and a share price set at 18.5 yuan. It presents the conditions as a way to combine a technical…
The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…
This algorithm implements a January barometer rule using a broad equity ETF and a Treasury bill ETF as alternatives. At the start of January, it liquidates the bill holding and invests in equities, recording the equity price as a reference. In February, it…
The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…
This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…
This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…
The document introduces TRIX, a technical indicator built by applying an exponential moving average to the closing price three times in succession. It also defines a companion line by taking a simple moving average of the resulting triple-smoothed series.…
This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…
This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…
The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…
The document describes a Chinese equity screening rule for main-board stocks. It looks for shares with turnover between 3% and 12%, three consecutive down days, and a gain of more than 1% today. The stated rationale is to find stocks that may be rebounding…
The document explains the motivation for Stochastic RSI: ordinary RSI can remain between overbought and oversold thresholds for long periods without reaching an extreme, leaving traders without a trigger under a simple threshold approach. It attributes the…
The document outlines an equity screen requiring MACD to be above zero, a qualifying company type, and previous-day auction turnover above 0.26. It presents these filters as a combination of technical direction and liquidity: positive MACD is used to find…
The document proposes screening Chinese A-share stocks in the metaverse industry for an arc-shaped price pattern, then expands the rules to include recent price and volume strength, a monthly moving-average crossover, and an RSI rebound from a low level. It…
This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…
This Chinese stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and three consecutive limit-up sessions as of the previous day. The stated rationale is to find actively traded stocks with recent…
This Chinese stock selection rule combines three conditions: daily high-to-low amplitude above 1%, a newly formed KDJ golden cross, and a 14-period RSI below 65. The accompanying examples describe calculating the range as the high-low difference relative to…
This stock selection proposal filters for amplitude above one percent, a positive ten-day price change below thirty-five percent, and turnover between two and nine percent. The post interprets the range as a measure of volatility, the return band as a way to…
This stock screen combines an amplitude threshold above one percent, an opening auction gain below six percent, and a current high that is the highest across two days. The post frames these conditions as a way to identify shares with short-term upward…
This technical stock screen combines RSI below 65, three consecutive bearish candles, and a MACD reading above zero. The intended idea is to find stocks that have recently pulled back while the broader indicator remains in positive territory. The article…
This Chinese equity screen selects stocks with RSI below 65, free-float market value between 5 billion and 10 billion yuan, and displayed best-bid volume greater than best-ask volume. It combines a technical indicator, a company-size filter, and a snapshot…