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
The document describes a William Blau stochastic indicator and its configurable inputs: a lookback period, three successive smoothing periods, and the price series used in the calculation. It first measures the current price relative to the lowest price in…
This market-timing method combines moving-average crossovers, MACD, DMA, and TRIX signals to reduce reliance on any single trend indicator. Each indicator contributes a positive point when its faster or primary line crosses upward through its comparison…
This stock screening approach combines daily price movement, recent performance, and momentum with valuation and revenue growth filters. It selects shares whose daily high-low range exceeds one percent, whose ten-day return is positive but below 35%, and…
The document introduces an adaptive price filter through an intuitive explanation of Kalman filtering. It starts from the idea of a moving average and describes adjusting the filter’s responsiveness to balance two sources of uncertainty: how much price is…
This document describes a Chinese equity screen combining a beverage and alcohol industry classification with a turnover range of 3% to 12% and a circulating market value between 5 billion and 10 billion yuan. It gives example selection logic for a stock…
This proposed Chinese equity screen combines three conditions: price amplitude above a stated threshold, a shortening negative MACD histogram on a 15-minute chart, and evidence interpreted as institutional buying. The rationale is that elevated amplitude…
This document outlines a stock screen using RSI below 65, bid-side displayed volume greater than ask-side volume, and a nonempty name for an outstanding convertible bond. It interprets the RSI threshold as a way to avoid an overbought reading, the volume…
This document describes a Chinese stock screen combining price range, a recent three-session limit-up sequence, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to find volatile, actively watched stocks where short-term…
This post describes a Chinese stock screen that looks for price amplitude above a threshold, at least one large daily gain during the previous 25 trading days, and a ratio involving the prior day's turnover and the current auction volume relative to prior…
This post outlines a Chinese equity screen using price amplitude, current trading volume above a stated threshold, a higher open, and a 20-day moving average above the 120-day moving average. The short and long averages are intended to identify stocks whose…
This post describes a Chinese equity screening idea combining price amplitude above a threshold, ranking by net large-order volume, and a weekly MA5 crossing above MA10. It presents the combination as a way to consider short-term price action and trading…
The document describes a stock-selection screen that combines three conditions: daily high-low amplitude above one percent, a reversal or engulfing-style price pattern, and a positive measure labeled institutional trend. It sketches implementations in…
This study examines whether U.S. equity mutual fund managers adjust market exposure when broad stock mispricing changes. It builds a market mispricing measure from a financing-based long-short factor, then orthogonalizes it against macroeconomic variables. A…
This note outlines a Chinese equity screen based on a price-amplitude threshold of at least 1, circulating market value of at least 10 billion yuan, and a company-type classification labeled as a high-quality enterprise. It presents the combination as a way…
This note presents a Chinese stock screen combining a daily price range above 1%, a nonempty outstanding convertible-bond name, and at least two limit-up events over a 500-day window. The author frames the filters as measures of price volatility, company…
This note describes a Chinese equity screen that adds a stock to a candidate pool when its daily high-to-low range exceeds 1%, the KDJ indicator has just crossed upward, and its tradable share count is at most 5.5 billion. It explains the range as a…
The post describes a Chinese equity screen for companies classified in the metaverse theme, with a minimum stated circulating market value and average share concentration below a stated threshold. It frames the size filter as a way to focus on larger…
This Chinese-language post presents a stock screen based on three conditions: today's position-increase share above 5%, scale above 200 million, and a gain below 6% at 9:25. It interprets the first as a sign of buying interest, the size threshold as a way to…
This Chinese-language post describes an equity screen combining three criteria: membership in the metaverse concept group, a closing price above the previous session's low, and a specified company type. It frames the price condition as a way to filter…
This document describes a native MQL5 library for creating, training, and running feedforward neural networks inside MetaTrader 5. It outlines dense matrix operations, activation functions, layers with dropout and gradient clipping, optimizers, learning rate…
This document outlines a Chinese stock screen focused on the metaverse industry. It looks for relative volume between 1.5 and 6 and an opening price between the prior session's 10-day moving average and the current 10-day moving average. The article presents…
This Chinese A-share screening proposal combines three daily conditions: price amplitude above 1%, absolute large-order net volume above 0.05 for at least three consecutive sessions, and a six-period RSI below 65. The author presents the combination as a way…
This document describes a Chinese A-share screening rule combining daily price range, recent limit-up activity, market capitalization, and positive earnings per share. It selects stocks with an intraday high-low range above 1%, at least one limit-up day in…
EMVCandle presents the Ease of Movement indicator as a sequence of candlesticks. The underlying price time series is processed by the EMV algorithm, and the resulting values are displayed in candle form. The document’s central idea is that this…