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
The article summarizes research on how trading volume interacts with equity mispricing. Using monthly US stock portfolios sorted jointly by a mispricing score and turnover, the study finds that volume and subsequent returns move in opposite directions…
This post describes a short-term Chinese stock screen combining daily amplitude, a proxy for main-force control, and a run of at least three consecutive advances. It frames the conditions as a way to find volatile stocks with strong recent price action. The…
This historical stock screen combines a daily price-amplitude condition with a date filter and a morning star candlestick signal. It looks for observations from 2021 where the high-to-low range exceeds 1% under the formula shown, and where the pattern…
This stock selection method combines a technical filter with earnings growth and valuation criteria. It selects Shenzhen main-board stocks whose RSI is below 65, whose parent-company net profit growth is above 20% and no more than 100%, whose…
This proposed screen starts with Chinese stocks whose codes begin with 60 and whose turnover rate is between 3% and 12%, then says to rank qualifying names by individual-stock attention or popularity. The accompanying explanation treats attention as a proxy…
This proposed Chinese equity screen selects stocks with daily turnover between 3% and 12%, a reversal or engulfing-style pattern, and a listing history longer than a chosen number of years. The article illustrates the pattern using daily price ranges and a…
This Chinese A-share screening proposal combines three conditions: RSI below 65, upward-diverging moving averages on the current day, and at least two limit-up sessions within the preceding 500 days. The article presents the screen as a way to combine…
This stock-screening idea combines trading activity, recent price movement, and a qualitative early-uptrend condition. It selects shares with turnover between 3% and 12%, a positive ten-day gain below 35%, and a pattern described as the start of a major…
This example presents a simple trend-following rule for one Chinese-listed stock. It compares a short moving average of closing prices with a longer moving average: a crossover in which the short average rises above the long average triggers a purchase,…
The document describes a feature for counting how many limit-up sessions occurred in a recent period. Its example creates a five-session count by checking each of five lagged limit-status fields and adding one for every session marked with the limit-up…
This A-share screening idea looks for stocks associated with the metaverse theme, a circulating share count no greater than 5.5 billion shares, and at least one limit-up day during the prior 25 trading days. The document frames the filters as a way to focus…
This A-share stock screen combines three conditions: daily turnover between 3% and 12%, an opening price within 5% of the ten-day simple moving average of closing prices, and circulating market capitalization between 5 billion and 10 billion yuan. It uses…
This stock screen ranks candidates by a volume ratio, then filters for positive large-order net volume above 0.05 for at least three consecutive days and a rising 30-day average. The article interprets stronger volume ratios and persistent large-order…
This strategy searches China A-shares for an established uptrend, then enters on a modest pullback. It defines the trend with five moving averages, spanning short to longer periods, arranged from highest to lowest. A pullback signal occurs when a candle…
This Chinese stock-screening example selects shares in the metaverse industry whose circulating share count is at most 5.5 billion and whose price is at or above its five-day moving average. It presents the rule as a technical filter intended to identify…
This essay contrasts two views of investment risk. Modern portfolio theory uses volatility, standard deviation, and beta as measurable proxies, treating diversifiable company-specific risk separately from market-wide risk. The value investing perspective…
This research summary discusses high-frequency equity factors built from combinations of price and volume data to capture trading behavior. It describes two examples: an illiquidity factor adjusted for price-path changes and a factor based on aggressive buy…
This post proposes screening main-board shares with turnover rates between 3% and 12%, a daily gain above 1%, and an opening price near the 10-day moving average. Its example defines “near” as within 3% of that average. The rationale is to find short-term…
This post describes a short-term equity screen requiring daily price amplitude above 1, evidence of main-force control on the previous day, and a share price below 12. It characterizes the filters as combining technical and fundamental considerations,…
This Chinese stock-screening post proposes selecting beverage and alcohol import-export companies with a 14-period RSI below 65 and previous-day turnover value above 60 million yuan. It presents RSI as a gauge of buying and selling conditions, sector…
This stock selection rule screens for turnover between 3% and 12%, a rising DEA indicator, and a maximum holder concentration value no greater than 20%. The article describes the concentration filter as a way to favor stocks with more dispersed holdings and…
This stock screen combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and a low price threshold. Its accompanying formula describes DEA through moving-average relationships, while the Python example calculates the indicator and…
This Chinese-language post describes a short-term A-share screening rule: select stocks in the metaverse sector, require the reported opening-price change at 9:25 to be below six percent, and require a positive institutional-flow indicator. It presents a…
This Chinese-language market note combines long-horizon equity timing, medium-term market indicators, and a large-versus-small-cap rotation signal. Its long-term model uses a dividend-yield-based equity risk premium, evaluated quarterly, and reported a…