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 screen selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and prior-day actual turnover between 3% and 28%. The stated intent is to…
The document proposes a Chinese A-share screening approach combining price amplitude, market heat ranking, and a 15-minute MACD condition. It selects stocks whose high-to-low range exceeds one percent of the prior close, ranks candidates by a heat measure,…
This stock-selection idea combines three filters: daily amplitude above one, a rising short-term moving-average relationship, and at least two limit-up sessions within the past 500 days. The stated rationale is that amplitude and the moving-average condition…
The document describes a two-panel indicator for identifying bullish and bearish divergences between closing prices and the MACD line. One version draws divergence segments on the price chart, while a second plots corresponding segments in a separate MACD…
Alphalens is a Python library for evaluating predictive stock factors. It turns a factor signal and pricing data into a structured dataset of forward returns, optionally assigning observations to quantiles and groups such as sectors. The resulting analysis…
This support exchange addresses errors encountered while following a BigQuant tutorial. It identifies two script issues: a data source table name cannot contain spaces, and the daily Chinese stock bar table exposes fields such as close, open, high, and low…
The document describes a Chinese A-share screening idea that combines a MACD value above zero, upward divergence between short and longer moving averages, and a metaverse theme. It presents MACD and moving-average calculations and suggests using the signals…
This Chinese-language article outlines an equity screening rule that combines a relative strength index below 65, a positive product of price change and a proxy for net large-order activity, and a shortening MACD histogram on a 15-minute interval. The stated…
The report analyzes cross-sectional price momentum in Chinese equities and organizes possible improvements along two dimensions: whether a change refines the measurement or the formation process, and whether it uses price or return information. Examples…
The document proposes screening Chinese listed stocks for daily price amplitude of at least 1%, a nonempty outstanding convertible-bond name, and prior-day trading value above 60 million. It argues that amplitude captures price movement, convertible-bond…
This Chinese-language post describes a simple stock screen for the metaverse sector. It selects companies that had a limit-up event within the previous 25 days and have a positive price-to-earnings ratio. It presents the recent price surge as a sign of…
This Chinese equity screen builds a stock pool using three signals: RSI below 65, a shortening negative MACD histogram on 15-minute bars, and capital-flow strength ranked from high to low. The code example calculates RSI and MACD from intraday prices and…
This Chinese equity screen looks for stocks with price amplitude above 1 and a ratio between 0.5 and 2. The ratio is described as yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume. The article also places…
This Chinese equity screen selects stocks associated with the metaverse theme when their volume ratio is above 1.5 and below 6, daily MACD is positive, and market capitalization is below 50 billion yuan. The article describes the volume ratio as a way to…
This Chinese equity screen combines company size, profitability, and trading activity. Its initial description selects firms valued below 10 billion yuan with no losses and yesterday’s turnover above 60 million yuan, ranking candidates by capital strength.…
This note proposes screening main-board stocks for turnover between 3% and 12%, a daily gain above 1%, and a current-day low below the prior day’s low. It frames the turnover and gain requirements as measures of activity and strength, while the lower low…
This Chinese stock-selection note screens for turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume, and an indication that major investors controlled the stock on the prior day. The stated rationale is to…
This note describes a Chinese stock screen that selects shares with amplitude above 1, ranks them among the top five by the day’s auction value, and requires RSI below 65. The rationale combines early trading interest with a price movement filter and a…
This stock screen combines a technical filter with a fundamental growth condition. It selects shares with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and a rising MACD signal line (DEA). The stated rationale is to seek…
This Chinese equity screening idea selects stocks with a prior-day amplitude above 1, no limit-up close on the previous day, and an opening gain below 6% at 9:25. The stated rationale is to avoid shares already showing a large opening rise while retaining…
This example selects stocks from the Chinese equity market using dividend yield, share price, and circulating market capitalization. It first keeps the highest-dividend-yield quarter of the market and stocks priced below 10 yuan, then excludes certain…
The post proposes screening Chinese stocks for robot-concept membership, turnover between 3% and 12%, circulating market value below 10 billion yuan, and a daily control ratio above 21. The stated idea is to combine thematic exposure and smaller float value…
This post describes a Chinese A-share stock screen combining a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, while excluding stocks associated with Beijing. The stated rationale is to combine a technical condition…
This research summary compares three sources for studying foreign ownership of China A-shares: QFII/RQFII disclosures, Stock Connect holdings, and Refinitiv Ownership data. QFII reports arrive at lower frequency and can be substantially delayed. Stock…