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 assignment outlines a workflow for creating a visual machine learning stock strategy using BigQuant’s StockRanker course and strategy template. The participant is asked to modify the model’s input features by adding personal factors, then backtest the…
The post outlines a Chinese stock-selection screen combining high capital strength, market capitalization below 10 billion yuan, positive earnings, and a nonempty name for an outstanding convertible bond. It frames capital strength as a way to gauge money…
The post describes a feature-data issue in a quantitative research workflow. A request failed with an error indicating that no observations remained after missing values were removed. Changing the feature lookback period, as suggested by common…
The document outlines an equity screening idea that combines membership in the metaverse industry, a rounded-bottom chart pattern, and recent institutional accumulation. Its final rule specifies institutional purchases totaling at least 10 million shares…
This short-term stock screen selects shares with amplitude above one, current volume above 10,000 lots, a higher open, and a reversal pattern described as an engulfing move. The post treats amplitude and volume as signs of active trading, the higher open as…
This proposed stock screen combines metaverse-sector membership, a rising 30-day moving average, and appearance on the prior day’s top-trader list. The article characterizes the combination as a way to find growing, closely watched shares. Its examples add…
This stock-selection proposal narrows the universe to companies associated with the metaverse theme, then looks for positive institutional activity and net inflows from large orders during the afternoon. The article’s indicator example defines the flow…
This A-share screening idea combines three conditions: daily amplitude above one, a three-day limit-up streak ending the previous day, and the weekly price crossing above its 30-week moving average. The post frames the conditions as a way to find volatile…
This document describes a Chinese stock selection rule combining daily price movement, a reversal pattern, and trading activity. It selects stocks with an intraday high-to-low range above one percent, a reversal signal, and a threshold condition based on the…
The document describes a Chinese-equity screening rule combining trading activity with price and trend conditions. It selects stocks with turnover between 3% and 12%, an opening price within roughly 5% above or below the ten-day moving average of closing…
This Chinese stock-selection screen requires price amplitude of at least 1, turnover above 2% and at most 9%, and a top-trader-list event on the previous day. It combines a volatility filter with a trading-activity range and a recent market-flow signal. The…
This stock-selection rule combines a turnover rate between 3% and 12%, a pattern described as an engulfing reversal, and amplitude above 1. The article presents turnover as a liquidity and activity filter, the reversal pattern as a possible trend-change…
This Chinese stock screen selects shares with amplitude above 1, an upward-moving-average condition, and price above the five-day moving average. The stated rationale is to find stocks showing larger recent price movement and an upward price trend. The…
The document presents a daily stock screen for A-shares that excludes Beijing-listed stocks, keeps names with turnover between 3% and 12%, and selects those whose price change is greater than -5% and below 2.6%. It includes a formula-style expression for…
The note describes a workflow for handling large datasets or repeated data requests during quantitative research. Such requests can slow backtests or cause errors, so it recommends downloading the required data into the research environment first and then…
The document proposes an equity screen combining three conditions: amplitude greater than one, a prior day 9:15 matching price at the limit-down level, and MACD above zero. It presents the first condition as a measure of price movement, the limit-down match…
This stock-selection note proposes screening for shares with a daily high-low range above 1% of the prior close, a weekly MACD above its zero line, and exclusion of the STAR Market. The intended combination uses recent price movement and a longer-horizon…
This Chinese equity screening note describes a rules-based selection process using RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and a revised ownership-concentration range of 20% to 50%. It also references a…
The document examines how benchmark choice affects mutual fund performance estimates. It contrasts return-based evaluation, which is sensitive to benchmark selection, with holdings-based evaluation, which can be more precise but depends on infrequently…
This Chinese stock-screening example selects shares with turnover between 3% and 12%, a rising DEA condition, and a price move below 6% at the 9:25 screening time. It provides a formula-style expression and a Python sketch that filters turnover, calculates a…
This Chinese equity screening example selects stocks associated with beverage and alcohol imports or exports, turnover from 3% to 12%, and a rising DEA line. The post describes DEA as a MACD-related technical measure and supplies formula references for…
This Chinese stock selection example screens for shares with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a rising DEA line. The stated rationale is to combine an upward-moving MACD component with…
This post proposes screening metaverse-category equities for positive recent returns and a rising KDJ K value. It describes KDJ as a short-term price-trend indicator and gives a combined screening expression using a twenty-period KDJ setting. A Python…
The post describes a stock screen combining three criteria: at least five overlapping moving averages, a company-selection condition based on business characteristics, and a positive but capped return over ten days. It names five-, ten-, twenty-, sixty-, and…