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 A-share stock-selection rule looks for daily amplitude above one, large-order net volume above 0.05 for at least three consecutive days, current volume above 10,000 lots, and an opening price higher than the previous close. The document frames these…
This configuration describes a Qlib machine-learning workflow that trains a CatBoost regression model on Alpha158 features for CSI 300 instruments. It defines separate training, validation, and test periods, then records signal analysis and portfolio…
This A-share stock screen combines a positive MACD reading, positive price-to-earnings ratio, and an opening gap between -2% and 5% relative to the previous close. The document presents MACD above zero as a trend filter, positive P/E as a basic valuation…
This stock-screening proposal selects companies assigned to the metaverse industry, displaying a rounded price pattern, with the opening price less than 6% above the previous close. It frames the price-shape condition as a custom indicator and uses the…
This article proposes a defensive equity strategy that seeks oversold rebounds or bounces after a pullback. It draws inspiration from research on money-flow factors, including inflow, outflow, net institutional flow, and opening net flow, and proposes…
This Chinese stock-screening note describes selecting shares with daily turnover between 3% and 12%, three consecutive declining sessions, and prior-day opening-auction turnover above 0.26. The proposed idea combines a recent price weakness pattern with…
This research summary describes factors derived from operating financial statements and reports selected long-short results. It identifies changes in operating current liabilities as a notable factor, with a reported Sharpe ratio of 2.62 and annualized…
The post proposes a Chinese equity screen combining three conditions: today’s position-growth share above 5%, share price below 12, and a 2019 dividend ratio above 25%. It interprets rising position share as possible capital inflow, low nominal price as an…
This stock-selection rule screens Chinese equities for turnover between 3% and 12%, excludes stocks associated with Beijing, and selects main-board shares whose daily gain exceeds 1%. The article frames the conditions as a technical screen intended to…
This A-share stock screen combines a relative strength index below 65 with an external-to-internal trading volume ratio above 1.3 and a control ratio above 21%. The article interprets the RSI threshold as avoiding overbought conditions, the order-flow ratio…
This note presents a Chinese stock screen for companies associated with beverage and alcohol imports or exports. It combines a turnover range of 3% to 12% with circulating market capitalization above 10 billion yuan. The accompanying examples refer to…
This note describes a Chinese equity screen that combines daily turnover with circulating market capitalization. Its final rule selects stocks whose turnover is between 3% and 12%, whose circulating value is between 5 billion and 10 billion yuan, and whose…
The document describes a script that compares streams of price bars to find a similar historical sequence and illustrates the resulting match alongside a predicted bar and price area. Inputs control the comparison-window length, the number of bars shown, and…
The document presents a Chinese equity screening rule that selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and turnover between 3% and 12%. It frames RSI as a short-term overbought or oversold measure, market…
This research summary proposes stock-selection factors built from daily highs, lows, opens, and average traded prices, arguing that closing-price indicators alone miss information in price movement. It evaluates opening-price spikes, rebounds from intraday…
This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…
This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…
This support exchange concerns warnings from BigQuant’s feature extractor that it cannot find the open, high, low, close, and volume fields in its field mapping. The logs show the warnings recurring across multiple years while basic feature extraction still…
This Chinese-language post describes an equity screen combining price movement, large-order net volume, and valuation. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and positive P/E. The post…
The document presents an equity screen using three conditions: daily price amplitude above 1%, RSI below 65, and the prior day’s price above its 250-day moving average. It frames the moving-average condition as a way to favor stocks with stronger long-term…
The document describes a method for testing factor effectiveness dynamically and selecting stocks within industries. It examines whether differences in style-factor exposure relate to differences in stock returns, then uses the results to form industry-based…
The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose weekly five-period moving average crosses above the ten-period average. The article…
This guide describes how a BigAlpha competition participant can build equity factors using BigQuant’s DAI data engine. The specified universe is the historical membership of the CSI 1000, and the listed inputs include one-minute bars and order-book…
The document presents a Chinese equity screen combining three conditions: MACD above its zero line, a price-change and very-large-order-flow condition, and a dividend ratio above 25% for 2019. It describes MACD as a trend filter and trading-flow data as a…