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 brief description outlines a bullish Heikin Ashi engulfing setup. A candidate candle must close above the prior bearish candle’s high, while the Heikin Ashi open is above a 20-period EMA and that EMA is above a 30-period EMA. Two RSI filters, with…
This post describes a Chinese equity selection rule combining a turnover range with an imbalance between externally classified buy and sell volume. It specifies turnover between 3% and 12%, an outside-to-inside volume ratio above 1.3, and an additional…
This note outlines a short-term Chinese equity screen combining three signals: a price-range condition, positive large-order net volume for at least three consecutive days, and net buying pressure in the opening auction. It gives indicator expressions for…
This note describes a Chinese equity screen for companies classified in the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose low price is below 12. The accompanying formula expresses the moving-average…
The screen seeks Chinese stocks with RSI below a stated ceiling, positive main-fund flow on the prior day, and more than two limit-up sessions within ten days. The post frames recent limit-ups as a sign of strong price action and describes RSI and capital…
This report develops indicators from the gap between actual Chinese economic releases and market forecasts. It groups indicators into growth, liquidity, and inflation categories, assigns expected effects on domestic equities, bonds, and commodities, and…
This A-share stock screen selects securities with daily amplitude above a threshold, a nonempty name for an outstanding convertible bond, and a price below the stated cutoff. It then ranks candidates by average turnover. The accompanying Python example adds…
This A-share screening idea combines a positive MACD condition, upward separation of the day’s moving averages, and net buying pressure from the opening auction. The accompanying explanation treats MACD and moving averages as signals about price direction,…
This Chinese equity screening example combines three filters: an intraday high-low range above 1%, a high ranking for net large-order volume, and prior-day opening-auction turnover above a stated threshold. The example sorts selected names by trading amount…
This Chinese stock-screening example selects main board shares when MACD is above zero, the short and longer moving averages show an upward separation, and the stock’s daily gain exceeds 1%. Its example implementation uses 12- and 26-period exponential…
This stock screen combines three filters: an RSI reading below 65, daily price amplitude above 1, and a market capitalization below 10 billion yuan. It also describes the candidates as companies without losses. The accompanying Python example uses historical…
This Chinese-language trading script describes a long-only breakout setup using an 8-period and a 40-period moving average. It waits for a sequence of candle conditions: an earlier close near the low, a subsequent close near the high, and the prior close…
This research summary examines whether intraday stock price behavior predicts future returns. It uses five-minute data and calculates volatility, skewness, and kurtosis from returns residualized with a Fama-French regression to reduce market and style…
This document presents a long-only strategy that compares the daily close with a price from roughly six months earlier. It enters when the close crosses above a level 44% higher than that reference price, then exits after about one year, described as…
This Chinese-language post outlines a stock screen for companies in the metaverse concept category. It selects stocks whose price is above the five-day moving average and that appeared on the prior day’s trading leaderboard. The post gives equivalent…
This article introduces unsupervised clustering and contrasts it with supervised classification: cluster labels are not known in advance, so judging whether a grouping is correct is difficult. The goal is to group observations so that members of each cluster…
This A-share screening idea combines daily price amplitude above a threshold, a positive weekly MACD condition, positive institutional capital flow, and a market-capitalization filter. The article describes weekly MACD as a way to capture price direction and…
This report evaluates an industry-allocation approach that favors high return on equity and low price-to-book ratios. It reports weak and unstable long-run results from tests using available ROE data, and says even an optimistic assumption about knowing the…
This Chinese-language article describes a stock selection screen combining turnover, earnings growth, and recent price weakness. It looks for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company…
This Chinese-language document presents a screening rule for mainland Chinese A-shares. It selects stocks with a daily high-low range exceeding one percent of the high, a nonempty name for an outstanding convertible bond, and a stock code beginning with 60.…
This Chinese equity screen combines three conditions: daily price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a positive product of price change and a large-order volume measure. The stated rationale is…
This stock screen combines a 14-period RSI threshold with an industry filter for beverage and alcohol import-export businesses and a ticker-prefix restriction to stocks beginning with 60. The document presents the criteria as a way to narrow a Chinese equity…
This article proposes a Chinese stock screen requiring price amplitude above 1, three technical indicators to produce bullish crosses, and an opening auction return between −2% and 5%. It frames the opening move as an additional filter on stocks selected by…
The post describes a proposed A-share screen combining at least five overlapping moving averages with a positive but limited ten-day price gain during 2021. Its stated rationale is to find stocks with relatively aligned averages and room for further…