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 document outlines a Chinese A-share screening idea focused on stocks classified in the metaverse theme. Its initial conditions are turnover above 8% on the previous day and an increase in the K value of the KDJ indicator. The final stated rule adds a…
This explanation defines an asset’s exposure to a factor as its sensitivity to that factor’s returns. It illustrates the idea with a value factor: filter a broad A-share universe, sort stocks by price-to-earnings ratio, and form a long-short portfolio from…
This note presents a proposed screen for Shenzhen main-board shares that excludes Beijing-listed A-shares. Its initial conditions limit price-to-earnings and price-to-book ratios to stated ranges and require daily high-low amplitude above a threshold. An…
This BigQuant help exchange explains how to select a fixed number of records after ranking a stock universe. The question concerns approximating a CSI 1000 universe when a direct index-membership filter is unavailable and usable daily constituent data is…
This note describes a Chinese A-share screen requiring an RSI below 65 and seven consecutive sessions in which the close is no higher than the open, followed by a ranking based on a stock popularity measure. It outlines the intended use of technical…
The author describes a monthly stock-selection approach that buys the ten lowest price-to-book stocks in the CSI 300 universe, then combines it with a market-timing signal based on a hidden Markov model. The starting idea is a single-factor value strategy,…
The report compares ordinary K-fold cross-validation with time-series cross-validation for tuning machine-learning models on sequential data. Random folds can place later observations in training while earlier ones are used for validation, creating leakage…
This configuration describes a Qlib experiment for CSI 300 equities using a LightGBM regression model. The dataset combines daily features with intraday one-minute data resampled to a daily frequency through a custom handler. The configured label frequency…
The essay argues that traders should accept uncertainty instead of relying on confident market forecasts. It treats technical and fundamental interpretations as fallible explanations that may sometimes coincide with subsequent price moves, but cannot…
This Chinese-language post outlines a daily stock selection screen based on three filters: rank stocks by trading volume or a stated measure of capital strength, keep those whose gain at 9:25 is below 6%, and require at least two limit-up sessions in the…
This stock-selection proposal combines three filters: a large high-low range, at least one daily gain of 10% or more in the preceding 25 trading days, and a ranking by capital or fund-flow strength. The intended effect is to find volatile stocks that have…
The post describes a Chinese A-share selection rule combining membership in a metaverse-related category, high recent turnover, and a recent limit-up event. Its stated intent is to find actively traded stocks attracting attention and showing evidence of…
This research summary outlines a strategic allocation model that maps Chinese equities and bonds to underlying macroeconomic risks. It uses principal component analysis to define five factors: economic growth, interest rates, credit, term spread, and…
This document describes a Chinese A-share screening rule that combines daily price movement, a moving-average trend filter, and reported revenue growth. It selects stocks whose amplitude exceeds a threshold, whose 20-day moving average is above the 120-day…
The post proposes a Chinese equity screening approach that combines stocks with clustered moving averages, afternoon net inflows from large orders, and multiple limit-up sessions over a historical window. It interprets these conditions as possible signs of…
The document summarizes research on the disposition effect among actively managed U.S. equity mutual funds: managers may sell winning stocks too readily while holding losing stocks. It describes a measurement based on quarterly changes in reported holdings…
The document describes a Chinese stock screen that combines a daily increase in position share above 5%, Shenzhen main-board valuation limits, and more than two limit-up sessions within ten days. Its rationale treats the position-share measure as a possible…
This document outlines a screen for Shenzhen main-board stocks combining a technical condition with valuation, size, and profitability filters. Candidates must have RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between…
The document describes a technical screen for stocks using three conditions: daily amplitude above 1%, weekly MACD above zero, and an opening gain between -5% and 2.6%. It interprets amplitude and the gain range as measures of market activity, while weekly…
The tutorial outlines an end-to-end FinRL workflow for training and comparing deep reinforcement learning agents on Dow 30 equities. It describes downloading and preprocessing market data, adding technical indicators plus VIX and a turbulence measure,…
This Chinese equity screen combines a non-ST requirement, a minimum intraday range, a five-session closing-price high, and a circulating market capitalization between 5 billion and 10 billion yuan. The article frames the conditions as a way to find active…
This Chinese equity screening idea selects stocks with RSI below 65, more than two limit-up sessions during the preceding ten days, and no limit-up on the prior day. Its final version adds a closing-price ceiling of 60 yuan and ranks candidates by stock…
This essay presents a set of survival rules for trading Chinese equities during overheated bull markets, using the 2007 and 2015 market peaks as cautionary examples. It describes a recurring pattern of shakeouts, rapid speculative advances, and liquidity…
This brief presents a market review for Chinese A-shares during March 23–27, 2020, alongside a report title stating that the strategic long stance remained unchanged. It lists the strongest and weakest industry groups for the week and tracks several breadth…