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 document proposes a stock screen combining an amplitude threshold, a maximum circulating share count, and a weekly moving-average crossover. It presents these as ways to select more volatile stocks, limit the universe to smaller-cap names, and identify…
This Chinese-market stock screen selects shares whose daily amplitude exceeds 1%, that recorded at least two limit-up moves within a 500-day lookback, and whose return falls between -5% and 2.6%. The article also proposes sorting candidates using a score…
This tutorial outlines a preprocessing workflow for equity factor data. It filters out records without an industry classification, fills missing factor values with date and industry group means, and describes clipping outliers using percentile, standard…
This Chinese A-share stock screen combines a technical filter, an earnings filter, and recent price momentum. It selects shares with a 14-period RSI below 65, positive net profit attributable to parent-company shareholders growing by more than 20% and up to…
This Chinese stock screen combines a turnover rate from 3% through 12%, a newly formed KDJ golden cross, a 2019 dividend ratio above 25%, and a minimum market value above 1 billion yuan. The article describes turnover as a liquidity filter, the KDJ crossover…
This stock screen combines a turnover-rate band of 3% to 12% with an exclusion of Beijing-listed A shares and a parent-company net-profit growth condition. The final rule specifies year-over-year growth, on a trailing-twelve-month basis, above 20% and no…
This Chinese A-share screening idea combines a metaverse concept classification, an upward-sloping 30-day moving average, and a control-ratio threshold above 21%. It presents the moving average as a trend filter and the concept label as a way to focus on a…
This Chinese stock-screening post proposes combining three signals: RSI below 65, a rising MACD DEA line, and repeated limit-up sessions. The stated rationale is to find shares with favorable technical conditions and strong market interest. The post’s final…
The proposed screen looks for stocks in the metaverse sector that appeared on the prior day’s public trading activity list and have a turnover rate between 3% and 12% on the current day. It frames the combination as a way to use market attention and…
This stock-selection screen ranks or selects shares by trading volume, requires a positive return, and looks for at least two limit-up sessions within a ten-day window. The article interprets high volume as a sign of investor attention and repeated limit-ups…
This report describes a multi-factor model for analyzing stock returns and risk in China’s A-share market. Instead of assessing each stock independently, the framework represents exposures and returns through a smaller set of factors. It highlights…
The post describes a short-term Chinese stock screen that seeks shares with an amplitude measure above a threshold, ranks them by the day’s auction amount, keeps the top five, and requires a positive return. Its stated rationale is to focus on active,…
This Chinese market report examines sector allocation using fund quarterly holdings, institutional ownership, and company earnings expectations. It describes which sectors funds increased or reduced during the first half, compares public fund and northbound…
This stock-selection note screens Chinese equities in the metaverse theme with circulating market capitalization above a stated threshold. It further applies a condition linking the prior day’s turnover rate with the ratio of today’s opening auction volume…
This stock-selection note proposes screening for shares with a daily trading range above a threshold, no limit-up close on the prior day, and a newly formed KDJ bullish crossover. It presents the crossover as a technical signal that may mark the start of an…
This Chinese-language post presents a stock-selection screen combining an RSI below 65 with price change multiplied by super-large-order net flow, followed by a ranking on large-order net flow. It frames RSI as a technical filter and order-flow measures as…
This Chinese-language post outlines an A-share stock screen using a daily high-low range above 1%, a closing price of 18.5 yuan, and a 30-day moving average that is rising. The range condition is intended to select volatile shares, the fixed price is…
This document describes an indicator for Smart Money Concepts traders that identifies Fair Value Gaps, also called imbalances or inefficiencies. It defines a gap as a three-candle pattern in which the wick ranges of the first and third candles do not…
The document discusses the prospects for quantitative investing in China after a period in which some quantitative private funds faced weaker performance and investor demand. It presents views from three investment firms: one frames market enthusiasm and…
This short BigQuant forum post shows an approach for visualizing correlations among several fields for a single Chinese stock. Its example queries a prefactor table for closing price, volume, and rolling turnover sums, retrieves the data as a dataframe,…
The post proposes selecting stocks whose MACD is above zero, whose company characteristics are considered favorable, and whose market popularity ranks highly. This blends a technical momentum signal with a basic company-quality filter and investor attention.…
This post describes a Chinese equity selection idea that combines daily price amplitude, a ranking based on net large-order volume, and a “today control” threshold above 21. It presents amplitude and order-flow measures as ways to find active stocks, while…
This June 2022 market-timing note characterizes the broad Chinese equity market as ranging near a lower zone, with moderate-to-low valuations and limited scope for improved risk appetite. It recommends keeping exposure measured and using the 10-day moving…
The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and at most 100%, and a share price below 12. It presents the…