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 stock-selection idea filters for equities with a positive return over the prior ten days, excludes returns above the stated upper threshold, and ranks the remaining names by capital strength. The article also specifies a 2021 listing-year condition,…
This article presents a technical stock screen for Chinese equities. Its stated conditions are an amplitude above 1, a measure formed from the previous day's turnover and the ratio of current auction volume to previous volume within a specified band, and a…
This article outlines an A-share stock screen that combines daily trading activity and company fundamentals. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses, then ranks candidates using revenue…
The document proposes screening Chinese stocks for an RSI below 65, year-over-year net profit growth above 20% and up to 100%, and more than two limit-up days over a recent 10-day period. Its rationale combines a technical condition, a profitability-growth…
This document describes a Chinese equity selection rule combining daily amplitude above 1, a rounded or arc-like price shape, and a Morning Star candlestick pattern. It explains the pattern as a possible sign of a rebound after a market decline, while…
The document outlines a Chinese equity screen combining turnover between 3% and 12%, a beverage and alcohol industry classification, and an opening price near the 10-day moving average. It presents these filters as a way to combine trading activity, sector…
This Chinese stock-selection proposal combines three signals: today’s position-increase share above 5%, a weekly five-period moving average crossing above the ten-period average, and more than two limit-up sessions in the last ten days. The accompanying…
This research note describes a daily equity alpha approach that uses supervised neural networks to generate many candidate factors from designed factor units. It then transforms the original inputs into weak, mutually orthogonal factors and weights them…
This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and market capitalization above 200 million. The accompanying discussion frames these conditions as a way to find stocks…
This stock screening strategy focuses on companies in the metaverse industry. It selects stocks when the KDJ indicator forms a fresh bullish crossover and the current day’s low is below the previous day’s low, seeking an apparent pullback alongside a…
This document describes a Chinese-equity screen requiring a reported increase in holdings above 5%, float market value between 5 billion and 10 billion yuan, and a 9:25 opening gain below 6%. The post interprets the net-buying measure as possible buying…
This document presents a Chinese-equity screening idea intended to find stocks that may rebound after a constrained prior session. The conditions combine prior-day amplitude above 1%, an opening price near the 10-day moving average, and a prior-day 9:15…
This proposed Chinese-equity screen combines three conditions: at least five moving averages are described as overlapping, the stock’s quoted gain at 9:25 is below 6%, and its return over ten days is positive but below 35%. The rationale is to seek price…
Monthly VWAP is the volume-weighted average price calculated from the start of each calendar month, with the calculation resetting when a new month begins. Because prices traded with more volume contribute more to the average, the indicator offers a…
This stock screen combines four conditions: daily high-to-low amplitude of at least 1%, market capitalization no greater than 10 billion yuan, positive net profit, and an intraday low between 4% and 5% below the open. The description frames the decline as a…
The post describes a stock screen combining a daily price condition with a profitability filter: select stocks whose intraday high-to-low range exceeds a stated threshold, whose current low is below the previous day’s low, and whose return on equity has…
This A-share screening idea combines a short-interval momentum signal with a reported capital-flow measure and company classification. It looks for a 15-minute MACD histogram whose negative bars are shortening, which the article interprets as potentially…
This A-share screening proposal selects companies with market capitalization no greater than 10 billion yuan and no reported losses, then ranks them by capital-flow strength. The article frames the small-cap filter as a way to reduce the influence of market…
This A-share screening idea combines intraday price movement, listing status, recent price highs, and company size. It selects stocks with a stated amplitude above 1, excludes names containing the ST designation, requires selection before 10:00, and filters…
This post describes a simple stock selection screen combining a technical condition with valuation and recent price movement. It selects stocks with RSI below 65, positive price-to-earnings ratios, and a 10-day gain greater than zero but below 35%. The…
This study adapts SinGAN, a multiscale generative adversarial network trained on one sample, to generate financial return sequences. Its pyramid trains progressively across scales: coarse layers represent broad, low-frequency structure, while finer layers…
This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a condition based on yesterday's turnover multiplied by the ratio of today's opening-auction volume to…
This report reviews equity factor performance, emphasizing a February 2018 snapshot and trends over a longer historical period. It compares factor information coefficients, which measure association with subsequent returns, and market neutral long-short…
This summary describes a single-stock strategy for Changchun High-Tech, a Chinese pharmaceutical company. It argues that steady fundamentals and stable analyst expectations for earnings growth create a valuation reference point. Using a price-to-earnings…