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 note describes a Chinese equity screen requiring a daily high-low range greater than 1% of the previous close, a trading date in 2021, and a filter intended to exclude stocks that hit the daily price limit on the prior day. It provides indicator-formula…
This screening rule selects A-shares associated with the robotics concept, with daily high-to-low amplitude above 1%, circulating market capitalization below 10 billion yuan, and a positive return. The article gives both indicator-style and Python examples,…
This A-share screening idea combines three signals: prices above several moving averages, net buying by large orders in the afternoon, and shrinking green bars on a 15-minute MACD. The text interprets moving-average alignment as a stable trend, large-order…
This screening rule selects equities with turnover between 3% and 12%, a flag indicating appearance on the prior day's exchange activity list, and a price-to-earnings ratio below 20. The stated rationale is to combine a moderate level of trading activity…
This stock selection idea combines a price range condition, sustained profitability, and a recent price high. It seeks shares whose high-to-low movement exceeds a volatility threshold, whose return on equity stayed above 15% for five consecutive years, and…
The document proposes separating sector allocation from industry selection because broad sector shifts are linked more closely to economic conditions, while industry performance depends on factors such as earnings, valuation, and capital flows. It argues…
This post outlines a Chinese-market stock screen that targets companies associated with the metaverse concept. It combines a rising 30-day moving average with a close above the previous session’s low. The article supplies indicator logic and a Python…
This module describes ways to select groups of stocks for vine copula analysis, a component of a statistical arbitrage approach. It starts from price histories, calculates daily returns and ranked returns, and narrows candidate partners for each target stock…
The strategy screens Chinese equities associated with the metaverse theme. It requires the previous day’s actual turnover to be between 3% and 28%, and at least one limit-up event during the prior 25 days. The rationale is that the industry theme may offer…
This stock-selection idea combines three filters: at least five moving averages converge, turnover lies between 2% and 9%, and the stock’s gain at 9:25 is below 6%. The document interprets clustered averages as relatively stable price behavior, the turnover…
This article explains Bollinger Bands as a moving average surrounded by upper and lower bands set a chosen number of standard deviations away. It walks through a small closing-price example and gives a second illustrative calculation using a 20-period…
This article proposes screening Chinese stocks using three conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and a signal derived from beverage and alcohol import-export data. It describes the crossover as a possible sign of…
The document summarizes research using public Northbound investor holdings and trading-flow data to build 12 factors for Chinese equities. It reports testing those factors from December 2016 through December 2019 across Northbound-held stocks, the CSI 800,…
The document describes a Chinese equity screen combining three conditions: daily high-low amplitude above one, at least one daily gain of 10% or more in the prior 25 trading days, and parent-company net profit growth above 20% and no more than 100%. It…
This article describes a Chinese stock selection screen combining three conditions: a daily high-low amplitude above one, a three-session limit-up sequence on the prior day, and a prior-day 9:15 indicative matching price at the limit-down level. It frames…
This equity screen combines three signals: rank stocks among the top 100 by volume ratio, require a newly formed KDJ bullish crossover, and require the 30-day moving average to slope upward. The document presents these filters as checks on trading activity,…
This stock selection method combines a turnover range of 3%–12%, greater first-level bid volume than ask volume, and a rising KDJ K line. The accompanying indicator example also checks for consecutive K increases, price above a short moving average, positive…
This post describes a stock screen using three conditions: amplitude above a threshold, a current-day maximum decline between the stated percentage bounds, and a previous session that was not limit-up. It provides a formula reference and a Python example…
This Chinese-language post outlines an equity screening idea that combines stocks with amplitude above a stated threshold, the five highest opening-auction amounts for the day, and a proxy for institutional buying. It gives a corresponding indicator-formula…
This Chinese-language stock screen combines a 3% to 12% turnover range with robot-industry membership, float market value below 10 billion yuan, trading volume above 10,000 lots, and a positive opening gap. The article describes ranking qualifying names by…
This stock-selection rule combines a turnover band of 3% to 12%, appearance on the prior day’s top-trader or unusual-trading list, and declines across the latest three sessions. The stated idea is to focus on moderately active shares that attracted market…
This Chinese-language guide outlines how to build and run automated strategies on FMZ. It describes the platform’s strategy editor, exchange account configuration, hosted execution, and support for several programming languages and crypto venues, as well as…
The document describes an indicator that projects the conventional RSI reference levels of 30, 50, and 70 onto the price chart. Rather than displaying RSI only in a separate oscillator panel, it aims to express the corresponding oversold, midpoint, and…
The document presents a proposed screen for Chinese equities that combines a daily-range condition, a dividend payout ratio above 25% for 2019, and alignment among multiple moving averages. It explains the intended rationale as combining price volatility,…