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 industry-rotation approach identifies turning points in broad or sector indexes to classify market conditions as rising or falling. It then ranks industries by their performance rankings over the prior year within those market states, on the premise…
This Chinese equity screen combines a minimum daily price range, exclusion of ST-designated stocks, a five-day closing-high condition, and a name-based filter for the metaverse theme. The accompanying example computes a range measure from the day’s high and…
This A-share stock screen combines a price-amplitude threshold, appearance on the previous day's top-trader list, and simultaneous bullish crossover signals. The examples use moving averages, MACD, and KDJ to represent the technical signals, then intersect…
This review describes a framework for separating portfolio returns into fundamental growth and changes in valuation. It applies the decomposition to value, momentum, quality, and a combined value-quality factor, using long-short portfolios formed from U.S.…
This review describes a framework for separating portfolio returns into fundamental growth and changes in valuation. It applies the decomposition to value, momentum, quality, and a combined value-quality factor, using long-short portfolios formed from U.S.…
This A-share screening rule combines a daily price-range threshold, the presence of an outstanding convertible bond name, and a weekly bullish-bar condition. The accompanying formula uses a high-low range calculation, a bond-name check, and moving-average…
This guide explains why a submitted end-to-end Transformer example can run out of memory before training or inference begins: the data-loading step materializes minute bars for many stocks across the full date range in one DataFrame. Although the eventual…
This A-share stock selection rule looks for a positive MACD reading, a short-term upward moving-average condition, and more than two limit-up days within a ten-day window. The accompanying explanation interprets positive MACD and rising averages as signs of…
The proposed stock screen combines daily price amplitude, a listing-age requirement, and a condition described as evidence of dominant-player control on the prior day. The accompanying rationale treats larger movement as a sign of activity, a longer listing…
This Chinese A-share screening proposal combines a positive MACD reading, upward divergence of short moving averages, positive price change, and super-large-order net flow. It also proposes requiring a stock’s circulating share count to meet or exceed its…
This stock-screening idea selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for the weekly closing price to cross above its 30-week moving average. It presents the rule as a way to identify stocks entering an upward…
This screening idea targets main-board Chinese stocks meeting three conditions: a 15-day maximum amplitude above 1, institutional participation above 25% over 15 days, and a declining seven-day moving average. The article presents the combination as a way to…
This stock selection method combines a 14-period RSI below 65 with positive parent-company net profit growth between 20% and 100%, and a current daily low below the previous day’s low. The article describes screening for eligible Shanghai-listed shares,…
This document describes screening metaverse-related stocks using two auction and opening conditions: positive net buying attributed to large participants during the auction and a 9:25 price rise below 6%. The stated rationale is to focus on a thematic group,…
This document outlines a historical stock-selection screen using metaverse association, an upward-moving 30-day average, and the year 2021. It describes selecting stocks linked to the metaverse concept whose 30-day moving average is rising, with a date…
The document describes a stock screen combining daily price range, MACD, company size, and annual profitability. It selects shares with an amplitude above 1, MACD above its zero line, market capitalization below 10 billion yuan, and positive net profit. The…
The document describes a Chinese equity screening rule combining daily price range, turnover, and the opening price relative to the 10-day moving average. It seeks stocks with a price range above 1%, turnover above 2% and no more than 9%, and an open near…
The document describes a Chinese stock-selection rule for beverage-related industries. It selects stocks with MACD above zero, membership in beverage manufacturing, beer, or liquor categories, and a 10-day price gain from zero up to but excluding 35 percent.…
The document describes a Chinese equity screen combining daily price range, a low KDJ reading, and evidence of a limit-up event within the prior 25 days. It presents the conditions as a way to find volatile, potentially oversold stocks that have recently…
This document summarizes three research topics. The first compares earnings announcement returns (EAR) with standardized unexpected earnings (SUE), describing EAR as a measure of the market response to unexpected information in earnings announcements. It…
This article describes a China A-share screen focused on the metaverse theme. It selects stocks with prior-day turnover above 8%, a weekly five-period moving average crossing above the ten-period average, and a closing price above its five-day average. The…
This A-share screening strategy first restricts candidates by turnover, circulating market value, and a positive-earnings condition. It then selects companies whose year-over-year growth in net profit attributable to parent-company shareholders falls within…
This stock-selection idea screens for shares whose daily high-low range exceeds a threshold, whose RSI is below a ceiling, and whose current high matches the highest high over the latest two days. The accompanying explanation frames the recent high as a way…
This Chinese-language post describes an equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and a ratio involving prior turnover, current auction volume, and previous volume. It selects stocks with…