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 factor study examines whether the share of a stock’s trading volume occurring in the opening call auction contains information useful for equity selection. It builds an opening call-auction volume proportion factor from relative volume and moving…
This stock-screening idea combines a relative strength index threshold below 65 with a signal based on the product of percentage price change and net volume from very large orders. It also requires a named Morning Star pattern, using technical, order-flow,…
This Chinese-language post describes a stock screen combining three conditions: daily high-to-low range above a threshold, the current close above its five-day moving average, and three consecutive sessions of lower closes. The proposed interpretation is…
This research summary describes a model for estimating whether a company will meet or exceed analyst expectations in its next reporting period. Its premise is that earnings delivery has persistence: stocks that beat expectations in one period are more likely…
The report applies a modified Grinold-style decomposition to attribute equity index returns to dividend yield, nominal earnings growth, and changes in the price-to-earnings multiple. It compares major Chinese broad-market indexes and selected industry…
This article outlines a Chinese equity screen combining a prior session’s high-low range greater than 1% with an opening price near the 10-day moving average. It adds a company-characteristics filter, suggesting traits such as growth or dividend profile, and…
This document describes a Chinese equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and price position relative to Bollinger Bands. It selects stocks with turnover from 3% to 12%, profit growth…
Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…
This brief Chinese-language post describes a stock-selection submission that adds price-to-sales and dividend-yield filters, then increases the weight assigned to dividend yield. The author says the results improved, but provides no performance figures, test…
The document outlines a China equity industry-rotation strategy using the Shenwan Level 1 industry classification. It ranks industries with a composite momentum measure formed from recent 5-day, 20-day, and 60-day returns, weighted 0.4, 0.3, and 0.3. Each…
This article describes a short-term stock screen that combines daily amplitude above 1, a daily loss between 4% and 5%, and a “round arc” chart pattern. It presents the pattern as a way to identify possible support and resistance areas, while the amplitude…
This post outlines a short-term stock-selection idea based on price range and large-order net flow, with reference to the 2021 market environment. Its explanation treats intraday amplitude and large-order activity as signs of market activity and sentiment.…
This Chinese stock-screening note describes a rules-based filter for robot-concept stocks with a stated turnover range of 3% to 12% and floating market capitalization below 10 billion yuan. From that group, it selects stocks whose MACD DEA line is rising.…
This Chinese-language post describes a stock selection screen that ranks stocks by trading volume, keeps those with positive returns, and requires a positive gain over the past 10 days below 35%. It interprets higher volume as a possible sign of stronger…
This document proposes screening Chinese stocks by three measures: more than two limit-up sessions within ten days, high turnover as a proxy for active capital, and a high ranking in large-order net volume, defined as aggressive buying minus aggressive…
This document describes a short-term screen for mainland Chinese stocks. It looks for daily price range above 1%, a reversal pattern described as an engulfing move, and a daily gain above 1%. The proposed refinement adds index membership constraints and…
This screening proposal selects Chinese stocks using three conditions: amplitude above a stated threshold, a K-line-related value below a threshold, and circulating market capitalization within a specified band. The text presents the market-cap range as 5–10…
This research report explains how equity risk factors and factor models can help identify portfolio risks, estimate return covariances, and analyze portfolio performance. It distinguishes risk factors from alpha factors and discusses factor returns,…
This Chinese A-share screening proposal combines a turnover filter, a ceiling on circulating share count or float capitalization, and an upward arrangement of moving averages. Its examples describe turnover between 3% and 12%, a float limit stated as 5.5…
This document outlines a short-term A-share selection rule using turnover from 3% to 12%, a ratio of external to internal trading volume above 1.3, non-ST status, and exclusion of stocks that have reached the daily limit. It also applies price conditions…
This document describes a technical stock screen requiring MACD above zero, upward separation of moving averages, and a morning-star candlestick pattern. It presents MACD as a way to identify positive momentum, moving-average direction as a trend filter, and…
This document presents an A-share selection rule combining price amplitude above 1%, a candlestick condition described as a morning-star pattern, and turnover between 2% and 9%. It frames the candle pattern and amplitude as technical signals and turnover as…
This document describes a stock screen combining daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and turnover between 3% and 12%. It presents amplitude as a way to find more volatile stocks, the float-size ceiling as a…
This ProRealTime indicator replaces the usual Ichimoku midpoint lines with Hull moving averages to create a smoother cloud. A close crossing beyond the displaced cloud becomes a candidate breakout. The indicator scores candidates using RSI, stochastic…