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.
12,140 documents
This document summarizes a securities research report on constructing factors from high-frequency data, with a focus on combining intraday and day-level information. It frames the choice of calculation method around whether price and volume signals retain…
The document proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the stock had a limit-up event within the prior 25 days, and the company has a market capitalization below 10 billion yuan with no reported…
This post presents a China-market stock-selection screen for the metaverse theme. It starts with stocks whose prior-day turnover exceeds 8% and whose price is above the five-day moving average. The proposed refinement also requires a MACD crossover, with…
This Chinese-language post describes a stock screen for the metaverse theme. Its initial conditions select shares with previous-day turnover above 8% and price above the five-day moving average. It then refines the screen by adding a MACD crossover…
This post presents a stock screen combining daily price amplitude, a positive weekly MACD signal, and a minimum total market capitalization. Its rationale is to look for volatile stocks with an upward weekly signal while retaining companies above a size…
This note outlines a Chinese stock screen that requires turnover between 3% and 12%, a K indicator below 20, and a pattern described as the start of a major upward move. The conditions are presented as a buy signal: turnover and the indicator narrow the…
This post proposes a Chinese equity screen for stocks associated with the metaverse. It combines simultaneous bullish crossovers in technical indicators, including MACD and short- versus longer-period moving averages, with nonnegative afternoon net inflows…
This Chinese-language post proposes screening Chinese stocks associated with the metaverse using a rounded or arc-shaped chart pattern and at least two limit-up sessions within a 500-day window. It also presents a final condition requiring a…
This article describes a Chinese equity screening idea for companies associated with the metaverse. It selects stocks that recorded at least one limit-up session during the preceding 25 days, have market capitalization below 10 billion yuan, and show…
This note introduces a market style rotation approach focused on large-cap versus small-cap Chinese equities. It explains that styles group stocks into opposing categories and that rotation describes changes in their relative leadership. Macroeconomic…
The proposed stock screen combines three signals: daily price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a newly formed KDJ golden cross. The document interprets the amplitude filter as selecting more volatile…
The screening rule selects stocks with turnover between 3% and 12%, a rising K line from the KDJ indicator, and a positive institutional holdings measure. The article presents the rule as combining trading activity, technical momentum, and an institutional…
This Chinese-language article proposes screening listed stocks for turnover between 3% and 12%, a reversal or engulfing-style pattern, and positive large-order net inflows, then ranking candidates by fund-flow strength. It presents the flow ranking as a way…
This post presents a daily stock screen for shares whose codes begin with 60, whose intraday high-low range exceeds one percent of the previous close, and whose five-day, ten-day, and sixty-day simple moving averages are ordered from highest to lowest. The…
The Detrended Synthetic Price oscillator is described as a way to display price movement after removing a trend component. Its calculation uses the difference between an exponential moving average and a half-period moving average. The result is intended to…
This stock selection method screens companies in the metaverse industry for a newly formed KDJ bullish crossover and a positive return over the recent ten trading days, capped below 35%. It selects securities before 10:00 and requires them to be tradable…
This indicator description presents a variation of MACD that lets the user calculate the difference between fast and slow averages using one of four types: simple, exponential, smoothed, or linear weighted. It then normalizes the resulting MACD values to a…
This post outlines a Chinese equity screening idea that combines a market-capitalization limit, a history of no reported losses, weekly MACD above zero, and capital strength ranked from high to low. The stated rationale is to find smaller companies with…
The article proposes a stock screen combining three signals: daily position increases above 5%, upwardly diverging moving averages, and a shortening green histogram on a 15-minute MACD. It interprets these as evidence of capital inflow, a rising price…
The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…
This note describes a stock screen requiring amplitude above a threshold, an opening price near the ten-day moving average, and a six-period RSI below a stated ceiling. The moving-average condition is implemented as a band around the average, while the…
This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…
This stock screen combines a technical filter, a revenue comparison, and prior limit-up activity. It selects shares with a 14-period RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and at least three limit-up sessions within 500 days. The…
This post outlines a stock-selection rule using three conditions: a gain below 6% at 9:25, positive returns, and ranking by descending capital strength, which the article associates with trading volume. Its rationale is that heavier volume may indicate…