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 Chinese equity selection rule screens for stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a price rise below 6% at 9:25. The accompanying discussion treats turnover and float value as proxies…
The document proposes an A-share stock screen combining three conditions: daily amplitude above one, a shrinking negative MACD histogram on a fifteen-minute chart, and turnover between three and twelve percent. The intended idea is to find shares with…
This stock-screening idea combines four conditions: daily high-low range greater than 1% of the previous close, a code beginning with 60, a beverage-alcohol industry classification, and market value of at least 1 billion yuan. The article interprets the…
This document proposes a stock watchlist screen that selects shares with daily amplitude above a threshold, at least one limit-up event during the prior 25 days, and high ranking by market attention. It frames amplitude as a way to find volatile stocks, a…
The document describes a Chinese stock screen combining daily price movement, a recent two-day high, a market-cap ceiling, and positive net profit. It presents amplitude above one as a volatility filter and a fresh high as a sign of near-term strength, while…
This post outlines a Chinese equities screening rule that combines a short-versus-long moving-average trend filter with trading activity and daily price range. It selects stocks whose twenty-day average is above the 120-day average, whose amount traded…
This article describes a Chinese equity screen based on daily amplitude, current turnover, and the prior day's actual turnover. Its stated conditions require amplitude above 1, current turnover between 2% and 9%, and prior-day actual turnover between 3% and…
This Chinese stock screen combines daily price range, weekly MACD, opening auction performance, and a valuation filter. It selects stocks with an amplitude above 1, a positive weekly MACD reading, an opening change between -2% and 5%, and a price-to-book…
The article summarizes research on whether diversified business groups take longer than single industry firms to have earnings news reflected in share prices. It argues that interpreting segment results is harder when a company spans businesses with…
The document describes a rules based screen for Shenzhen main board stocks associated with robotics. It combines a daily turnover range of 3% to 12%, circulating market value below 10 billion yuan, price to earnings ratios from 0 to 29.01, and price to book…
The document defines Qlib data handlers for one-minute bars, aimed at high-frequency research and backtesting. The training handler creates normalized open, high, low, close, and approximate VWAP features, along with volume features. Price features are…
This brief question-and-answer explains how to assess whether returns across factor-sorted groups are ordered. A factor analysis sorts stocks in a chosen universe by factor value and divides them into groups; the lowest-ranked factor values form the bottom…
This Chinese-language post describes a stock screen focused on the metaverse theme. It combines an upward-sloping 30-day moving average with a weekly price cross above a 30-week moving average, presenting weekly data as a way to reduce some day-to-day noise.…
This Chinese-language post outlines a short-term equity screen using three conditions: a shrinking MACD histogram on 15-minute bars, a cap on tradable share float, and high relative trading volume. It ranks stocks by volume ratio, filters for smaller float…
This Chinese-language post proposes screening equities by price range, recent consecutive limit-up sessions, and a positive institutional-flow measure. It interprets a large daily range as a sign of activity, a three-session limit-up sequence as evidence of…
The proposed stock screen combines a daily price-range condition, positive large-order net volume for at least three consecutive days, and appearance on the prior day's trading disclosure list. The document treats the disclosure-list condition as a way to…
This BigQuant example builds a mainland Chinese stock portfolio by screening for eligible main-board shares and excluding suspended, ST, and recently listed names. It requires positive trailing earnings and dividend yield, caps float market capitalization,…
This stock selection rule combines three filters: turnover between 3% and 12%, a daily gain above 1%, and bullish crossovers in MACD, KDJ, and RSI. It is presented as a way to select actively traded mainland Chinese stocks showing both positive price action…
This A-share screening proposal combines a positive MACD reading with ranking by stock popularity and a qualitative preference for high-quality companies. Screening is intended to run after each daily close. The document gives the standard…
The post presents a Chinese equity screening idea using turnover, a cap on circulating shares, exclusion of ST-designated stocks, a short-term limit-up approach, and selection before 10 a.m. It describes the turnover, circulating share count, and ST filters…
The document describes a Chinese stock screen combining turnover between 3% and 12%, a three-day price decline condition, and a specified share price. Its narrative specifies 18.5 yuan, while the heading refers to 18, so the target price is inconsistent. It…
The article outlines a short-term A-share stock screen based on turnover and company size. It seeks stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported losses, and previous-day turnover above 8%. The document…
The article describes a China A-share screening rule that selects main board companies with MACD above its zero line, a daily price gain greater than 1%, market capitalization below 10 billion yuan, and no losses. It presents the conditions as a combined…
This discussion compares high-frequency price and volume strategies with lower-frequency fundamental quant investing in China’s equity market. It argues that high-frequency approaches depend heavily on hardware and execution capabilities, while fundamental…