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
This stock-screening proposal combines three conditions: company market value below 10 billion yuan, no reported losses, and more than two limit-up days in the prior 10 days. It also seeks stocks with at least five moving averages converging, which the…
This Chinese stock-selection example screens the metaverse industry for shares that recorded a price-limit gain within the previous 25 days and whose weekly price has crossed above its 30-week moving average. The stated process selects stocks on Mondays for…
The document presents a stock screen requiring a 14-period RSI below 65, three consecutive sessions in which the close is below the open, and a ten-day return greater than zero but below 35%. This combines a recent sequence of weak daily candles with a…
This post proposes screening mainland China main-board stocks for a daily trading range above one percent, weekly MACD above zero, and a positive daily move exceeding one percent. It frames the combination as a way to identify shares with short-term upward…
This document outlines a stock-selection filter requiring a daily high-low range above one percent, a newly formed KDJ crossover, and a positive price-to-earnings ratio. The crossover is intended to identify a possible shift toward upward momentum, while the…
This stock-selection rule screens mainland Chinese main-board shares for turnover between 3% and 12%, a daily gain above 1% relative to the sector, and membership in the beverage and alcohol import-export industry or related industries. The article frames…
The Price Zone Oscillator (PZO) is presented as a counterpart to the Volume Zone Oscillator, based on an article about entering the price zone. Its directional input is simple: a close above the prior close is treated as bullish, while a close that is not…
This stock selection example screens companies in the metaverse industry for a newly formed KDJ bullish crossover and an opening price close to the ten-day moving average. The illustrated band places the open within five percent above or below that average.…
The document describes a Chinese equity screening idea combining daily amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and signs of afternoon price strength and large-order net buying. It…
This broad guide surveys algorithmic trading approaches, including momentum, statistical arbitrage and pairs trading, market making, machine learning, and options. It outlines how each approach seeks opportunities: following trends, trading relative-price…
This document outlines a stock screen targeting companies associated with the metaverse theme. It requires institutional activity to be positive and applies a weekly stochastic-style signal based on the relationship between K and D lines, with recent periods…
This document describes an annual year-end screen for Chinese equities. It combines a positive MACD reading, positive trailing P/E, and ROE above 15% in each of the prior five years. The stated rationale is to pair a trend signal with positive earnings…
The strategy screens Chinese stocks for a daily amplitude above 1, evidence of main-force control on the previous day, and at least two limit-up sessions during the prior 500 days. The post presents these conditions as a way to find stocks with potential for…
This Chinese-market stock screen combines four filters: RSI below 65, a daily gain greater than 1%, main-board listing, and positive institutional net buying. It ranks qualifying shares by institutional buying and proposes selecting the top five. The article…
This post proposes screening stocks whose codes begin with 60, whose turnover rate lies between 3% and 12%, and whose price action is described as the start of a strong upward move. Its examples use price and range comparisons to approximate that technical…
This stock-selection idea looks for daily price amplitude above 1%, three moving averages crossing upward in sequence, and positive large-order net inflow during the afternoon. The article treats the inflow as a possible indication of investor interest and…
The Balance of Power indicator, attributed to Igor Livshin, aims to compare buyers’ and sellers’ ability to move prices toward extremes. Its raw readings range from minus one to plus one, and the values can be smoothed with a moving average. The supplied…
This daily pre-open stock screen combines a positive MACD reading, positive trailing P/E, a holdings ratio below 20%, and market capitalization of at least 200 million. The document interprets positive MACD as an upward trend, positive P/E as a normal…
This proposed Chinese stock screen combines three ideas: ranking by fund-flow strength, identifying a morning-star pattern in Kute Intelligent, and selecting loss-free companies below a stated market-cap ceiling. The article describes fund strength through…
This stock screen combines a daily price-range threshold, geographic and board exclusions, and a 15-minute MACD condition. Its stated aim is to find A-shares with a range above one percent while excluding Beijing-listed stocks and selecting for a shortening…
This post proposes a Chinese equity screen requiring daily price amplitude above 1%, a high equal to the highest of the current and previous sessions, and circulating market capitalization between 5 billion and 10 billion yuan. It presents the rules as a way…
This post proposes screening Chinese equities for market capitalization below 10 billion yuan, positive net income, MACD above its zero line, and three consecutive down days. It frames the combination as a way to pair a pullback pattern with a positive…
This post describes a Chinese stock-selection screen that ranks stocks by capital intensity, then looks for a newly formed bullish KDJ crossover and a 20-day moving average above the 120-day average. It interprets the ranking as a way to identify stronger…
This screening idea selects stocks with a large price range, prior-day actual turnover between 3% and 28%, and at least one limit-up event in the preceding 25 days. The article presents these filters as a way to identify active shares that have recently…