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 document describes a Chinese equity screen combining amplitude above a threshold, a rounded price pattern over multiple lookback windows, and market capitalization above a minimum. It provides an indicator formula that also restricts the candidates to a…
This note proposes screening Chinese stocks in the metaverse industry for an opening price near the ten-day moving average, together with a purported morning-star signal. Its formula examples add moving-average cross conditions and a KDJ-based condition with…
This Chinese stock-selection note describes a short-term screen combining daily price movement, a weekly moving average, and opening-auction order flow. It selects shares with an amplitude above 1, a close above the five-day average and the previous close,…
This note describes a stock screen for companies associated with the metaverse, requiring the 30-day moving average to rise and daily MACD to be positive. Its stated aim is to identify stocks with an upward trend confirmed by a momentum indicator. The…
This note proposes screening stocks with turnover between 3% and 12%, a K value below 20, and 2021 revenue more than 10% above 2018 revenue. It combines a trading-activity range and a technical threshold with a multi-year revenue comparison, aiming to…
This note describes a Chinese stock screen combining amplitude greater than one, a prior-day 9:15 matching price at the limit-down level, and trading activity during 2021. The stated rationale is to identify volatile stocks alongside a signal of weak market…
This stock-selection idea screens Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses, then selects stocks whose opening price lies around the 10-day moving average. The article describes the…
This Chinese stock-screening proposal selects shares with daily amplitude above a threshold, a minimum time since listing, and a reported daily increase in position share above five percent. It frames high position growth as a possible sign of market…
This Chinese stock-selection proposal screens mainland A-share main-board stocks using three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a threshold on the product of the day’s price change and an unusually…
This report studies whether rotating among industry and thematic exchange-traded funds can support an absolute-return portfolio. It selects 14 industries with matching funds from a broader set of Chinese industry groups, then compares a rotation portfolio…
This stock-selection method screens for shares with turnover between 3% and 12%, market capitalization of at least 200 million yuan, and a positive product of the daily price change and a measure of large-order net flow. The article also presents an…
This research report explains reinforcement learning concepts, including Markov decision processes, state and action values, reward design, and value-based and policy-based algorithms. Its applied example uses a deep Q-network to time long positions in the…
This broad practical guide introduces machine learning in quantitative investing, covering supervised, unsupervised, and reinforcement learning. It explains data preparation, missing values, categorical features, scaling, train and test splits,…
This stock-selection proposal combines three filters: daily amplitude above a threshold, a price and short moving-average condition intended to capture upward dispersion, and a minimum listing age. The document provides a formula-style expression and a…
This post describes a Chinese equity screen requiring price amplitude above 1%, a current high equal to the highest high over two days, and a prior day that did not meet the post’s limit-up conditions. It supplies example formulas and a Python-style outline…
This Chinese-language post describes an equity screen combining daily price amplitude above 1%, at least two suspected limit-up moves within a 500-day lookback, and first-level bid volume greater than first-level ask volume. It also gives example indicator…
The proposed screen selects stocks with turnover between three and twelve percent, a rising KDJ K line, and bullish crossings among moving averages. The formula example specifies crosses of the five- and ten-period, ten- and twenty-period, and twenty- and…
This technical stock screen looks for a daily high-low range above one percent, a weekly MACD above zero, and a newly formed bullish KDJ crossover. The conditions combine a measure of price movement, a broader trend filter, and a timing signal. The document…
This stock-selection method combines positive MACD readings with a qualitative screen for favorable company characteristics. It treats a positive MACD as a sign of expansion and a positive weekly MACD as evidence of an overall upward trend. The accompanying…
This document proposes a Chinese stock screen based on daily price range, a record of strong return on equity, and a prior-session opening auction price at the lower price limit. The initial conditions specify a range greater than one, ROE above 15% for five…
This document describes a Chinese stock selection screen combining buying-flow measures with a moving-average trend filter. Its stated conditions include today’s position-increase ratio above 5%, large-order net volume above 0.05 for at least three…
The document presents a Chinese stock screen combining a daily price-range threshold, the presence of an outstanding convertible bond name, and positive institutional net buying. It frames the range condition as a way to find active stocks, the bond field as…
The document describes a Chinese stock-selection example that represents daily buy signals as a factor value of one and sell signals as zero. It proposes processing those values and using them to filter and rank stocks. The stated data source is daily stock…
The post proposes screening Chinese stocks in the metaverse theme using an opening price-change threshold and a candlestick reversal condition called a Morning Star. Its stated intent is to identify candidates for a potential oversold rebound. It also…