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 Chinese-language post describes a stock screen that combines a daily price-range condition, weekly MACD above zero, and year-over-year net profit growth attributable to parent-company shareholders within a stated interval. It presents the combination as…
This report summary presents an investment case for Chinese technology equities and the China Securities Technology 50 Strategy Index. It argues that sharp market declines may offer opportunities to add exposure, based on a claimed review of 13 major…
This Chinese-language post describes a stock screen requiring amplitude above 1, more than a year since listing, and daily MACD above zero. It presents the positive MACD condition as a sign of an upward price trend, while amplitude and listing age serve as…
This Chinese-language post outlines an A-share stock screen for companies in the metaverse industry. It selects stocks that appeared on the prior day’s trading-activity list and had year-over-year growth in net profit attributable to parent-company…
This study examines whether active U.S. equity mutual funds that increase portfolio concentration subsequently achieve better risk-adjusted performance. Its rationale is a tradeoff: concentrating holdings can give greater weight to the manager’s strongest…
This document describes a competition built around Deep Alpha-CNN, an equity prediction model using a seven-layer one-dimensional convolutional neural network with residual connections. The report’s stated findings favor the deeper network over a two-layer…
This post outlines a simple Chinese stock screening idea: select stocks whose MACD is above zero, whose short-term moving averages are rising or spreading upward, and whose codes begin with 60. It presents indicator definitions, a screening concept, and a…
This article offers a discretionary framework for narrowing a watchlist around active Chinese market themes. It distinguishes an initiating leader, a later catch-up leader, a larger-cap trend anchor, and passive follower stocks. The suggested cues include…
This BigQuant forum post asks why account positions do not appear to update immediately after orders in a daily backtest, and how to schedule trades at specific intraday times. The example strategy selects up to ten Chinese stocks using listing age,…
This indicator description explains how to emphasize price candles that fall within a chosen time window on a chart. The user sets the session’s starting hour and its duration in hours; candles inside that interval receive the indicator’s colored display,…
The document describes a China A-share screening rule for main-board stocks. It selects robot-concept names with turnover between 3% and 12%, circulating market value below 10 billion yuan, and a close above the prior day’s low. The stated rationale combines…
The document outlines a Chinese equity screening rule that combines a daily price-range threshold, current trading volume above a stated level, a higher opening price, and a cap on the number of shares in the public float. It frames these conditions as a way…
This document outlines an A-share stock screen using a turnover range of 3% to 12%, market value below 10 billion yuan, positive return on equity, and exclusion of the STAR Market. It also mentions excluding stocks with an ST designation in its Python…
The document proposes an A-share stock screen combining three conditions: membership in the metaverse theme, positive institutional activity, and classification in the beverage and alcohol import-export industry. It describes selecting stocks that meet all…
INERCIA_bars is a chart indicator that colors each price bar according to the size and direction of its price change relative to a user-supplied threshold, measured in points. Bars are blue when the rise exceeds the threshold, red when the fall exceeds it,…
The document outlines a China-focused stock screen that combines trading activity, company earnings growth, and a technical condition. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a…
This daily stock-selection screen combines a positive MACD reading, positive trailing earnings valuation, and alignment among moving averages. It lists averages from short to long horizons, spanning 5 to 250 trading days, and describes selecting stocks after…
This study summary describes a text-based factor intended to capture post-earnings-announcement drift in Chinese equities. It uses analyst report titles and abstracts about earnings forecasts, converts selected words into frequency features, and trains…
This stock-screening idea combines a ranking by trading activity, a share-price filter near 18.5 yuan, and a shortening MACD histogram on a 15-minute chart. The post interprets stronger trading activity as greater market attention and a contracting negative…
This article outlines a stock selection rule based on daily price amplitude above 1, RSI below 65, and turnover from 3% to 12%. Its final proposed version also includes a price-to-earnings ratio below 30. The explanation treats amplitude as a measure of…
This Chinese-language article describes an A-share screening rule combining turnover, a newly formed KDJ bullish crossover, and upward separation of moving averages. Its stated conditions use a turnover range of 3% to 12%, a KDJ cross, and a short moving…
Buy and hold is a passive investment approach in which an investor selects securities and keeps them through short-term market fluctuations. The document explains that owning common stock can provide voting rights and participation in company profits, while…
This document describes a demonstration of a backpropagation neural network (BPNN) for training and testing time-series predictions in MQL5. It says the implementation was ported from a C++ library and is presented as a coding demo rather than a real-world…
This Chinese-language post describes a stock-selection screen using three conditions: amplitude above 1, rising bottoms, and turnover between 3% and 12%. It provides corresponding indicator logic for a Chinese trading platform and a Python example. The…