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 research summary describes stock-selection factors derived from tick-level trades. Trades are aggregated to minute intervals to estimate active buy and active sell amounts, which are used to form active-buy share and active-buy intensity measures. It…
This stock selection rule combines three filters: a reported measure of buying activity above 5%, the previous close above the 250-day moving average, and a market capitalization no greater than 10 billion yuan for companies without losses. The document…
The document describes a Chinese equity screening rule that combines turnover from 3% to 12%, an opening price near the 10-day moving average of closing prices, and a positive price-to-earnings ratio. “Near” is operationalized in the example as an opening…
The document proposes selecting listed Chinese main-board stocks that have turnover between 3% and 12%, belong to the robotics theme, and have circulating market value below 10 billion yuan. Within that group, it seeks stocks with evidence of institutional…
The document describes a Chinese equity screen combining three conditions: turnover between 3% and 12%, bid-side first-level volume greater than ask-side volume, and an association with the metaverse concept. It presents the conditions as a way to focus on…
The document proposes a short-term stock screen using four conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an outside-to-inside volume ratio above 1.3. It frames range and volume as ways to find…
The document describes a stock screen that combines daily amplitude above 1, a listing history longer than one year, and more than two limit-up events in a ten-day window. The rationale is that amplitude may indicate activity, while an established listing…
The document turns a past trading approach into a simple stock selection and exit rule. It selects the ten stocks with the highest dividend yields over the previous three years, buys them immediately, and sells one month after a dividend payment if the yield…
This post proposes screening stocks for a large daily trading range, a recent multi-session limit-up streak, and falling closing prices across the preceding trading days. It frames the rule as a technical screen for volatile stocks whose recent price action…
This post outlines an equity screening rule that ranks stocks by capital-flow strength, favors a short moving average above a longer one, and requires repeated limit-up sessions within a recent window. It presents turnover and volume ratio as possible ways…
This note describes an A-share stock screen combining price amplitude above 1, a KDJ reading below 20, and a reversal candle pattern. The accompanying explanation treats the filters as a way to find volatile stocks that may be turning upward. It suggests…
This note presents a Chinese A-share screening rule using price amplitude above 1, a KDJ reading below 20, and exclusion of Beijing-listed shares. It interprets the filters as seeking volatile stocks with a low oscillator reading, then suggests adding market…
This Chinese-language article outlines an equity screen using RSI below 65, circulating market value between 5 billion and 10 billion yuan, and exclusion of stocks that hit the daily price limit on the previous session. Its final stated selection logic also…
The document describes a Chinese equity screen that selects stocks with an amplitude above 1, an appearance on the previous day’s trading leaderboard, and at least one limit-up event during the prior 25 trading days. It interprets these conditions as proxies…
The document summarizes research on whether financial data vendors act as information intermediaries. The study examines quarterly earnings announcements and the timing of their distribution by First Call, comparing immediate dissemination with delays of at…
The document summarizes research on whether financial data vendors act as information intermediaries. The study examines quarterly earnings announcements and the timing of their distribution by First Call, comparing immediate dissemination with delays of at…
The document describes a Chinese equity screen that combines a daily range filter, a stock-code prefix, and a three-bar low-price pattern. It selects stocks whose high-to-low range exceeds one percent of the open, whose code begins with 60, and whose recent…
The post outlines an equity-screening approach for stocks in the metaverse industry. It combines simultaneous bullish crossovers from three technical indicators with a condition intended to identify a short-term improvement in the 15-minute MACD histogram.…
This proposed Chinese stock screen combines membership in a metaverse sector with a price-change cap of less than 6% and a rising DEA condition. The document gives formula references based on the 12- and 26-period exponential moving averages and a further…
This stock screen selects Chinese A-shares outside the Beijing market with turnover between 3% and 12%, then filters for an opening auction price change above -2% and below 5%. The document gives a formula-style expression and a Python example intended to…
This post proposes an A-share stock screen combining an RSI below 65, a positive product of daily price change and a proxy for very large order net volume, a limit-up event within roughly the past month, and a price-to-earnings ratio below 30. It describes…
This stock-selection approach combines three technical conditions: a daily high-low range above one percent, a newly formed KDJ bullish crossover, and an upward-sloping 30-day moving average. The article proposes using stocks that meet all three conditions…
This post presents a short-term Chinese equity screen that requires a 14-period RSI below 65, a daily gain above 1%, main-board eligibility, and a closing price at the highest level over a two-day window. It combines a momentum condition with a limited…
This algorithmic strategy combines a nine-signal Piotroski-style fundamental score with short-term return reversal. It ranks stocks using the most recently available quarterly statements, classifies firms as strong, middle, or weak on fundamentals, and pairs…