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 screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…
This stock screen selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires prior-day trading value above 60 million. The article argues that trading value can serve as a rough indicator of market participation and…
This Chinese stock-selection proposal screens for shares with an amplitude above 1, a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s auction volume relative to the prior day’s volume, and upward-diverging moving averages. Its…
The post describes a multi-factor stock-selection strategy and compares its performance with and without a hedge during a period of severe market weakness. The author says the unhedged strategy still showed excess returns, while adding a hedge visibly…
This short-term stock screen selects Chinese equities using three conditions: daily amplitude above 1, the 9:25 price gain below 6%, and previous-day turnover above 60 million. The stated rationale is to find active, liquid stocks while avoiding stocks that…
The article describes a Chinese stock-selection rule using an RSI below 65, a stated float-market-cap range of 5 to 10 billion yuan, and a latest close above the previous day’s low. The accompanying code excludes ST shares, obtains daily price data, applies…
This article outlines a Chinese stock screen combining daily price amplitude, a large-order net-volume ranking, and an industry classification related to beverage and alcohol imports and exports. It presents the conditions as a way to focus on volatile…
The article proposes screening Chinese A-shares for turnover between 3% and 12%, listing in 2021, and non-ST status, then applying a short-term price-strength filter it calls a five-part limit-up method. Its description defines that method as the share of…
This report summary explains diffusion indicators as measures of how broadly index constituents participate in an advance or decline. Using the CSI 300 and its constituents, it compares moving-average and rate-of-change versions, equal weighting with…
This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…
This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…
The report proposes using Benford’s law, the uneven distribution of leading digits found in many datasets, to study stock minute-volume data. From those statistics, it constructs an “institutional footprint” measure: higher values are interpreted as stronger…
This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…
This study examines how Chinese and US equity markets move together, with a focus on whether movements in one market help explain later movements in the other. It uses Granger causality tests on market returns and volatility, reporting evidence of two-way…
This Chinese stock screen combines a turnover band of 3% to 12% with a circulating market value between 5 billion and 10 billion yuan. It then uses a comparison between the latest daily low and the previous day’s low as a short-term price filter. The…
This stock-selection screen targets companies associated with China’s metaverse theme. It filters for prior-day actual turnover between 3% and 28%, market capitalization below 10 billion yuan, and positive earnings per share. The document explains these…
This Chinese A-share example builds a daily stock-ranking strategy using LightGBM regression. Its features combine market capitalization, recent price and turnover averages, dividend yield and price-to-earnings ranks, plus two custom factors. The target is a…
This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…
This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…
This discussion raises a data-reconciliation question: why historical prices retrieved from a Chinese equity data platform still differ from observed market prices after dividing open, high, low, and close by an adjustment factor. The example queries daily…
This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior…
This note describes a Chinese equity screening rule that combines a turnover band of 3% to 12%, first-level bid volume greater than ask volume, and an indicator labeled institutional bottom-fishing. The stated rationale is to find actively traded stocks…
This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…
This Chinese equity screening idea combines an RSI threshold below 65 with a circulating market value between 5 billion and 10 billion yuan and more than two limit-up days in a 10-day window. The stated rationale is to find relatively strong short-term…