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 post proposes selecting stocks classified in the metaverse sector that appeared on the previous day's trading leaderboard and have a nonempty name for an outstanding convertible bond. It frames recent leaderboard activity as a short-term attention…
This post describes a simple stock selection screen combining a 14-period Relative Strength Index below 65, membership in a beverage and alcohol import-export industry category, and a positive price-to-earnings ratio. The RSI condition is intended to capture…
The article proposes a short-term Chinese equity screen requiring a 14-period RSI below 65, displayed best-bid volume greater than best-ask volume, and at least one limit-up event during roughly the prior month. It frames the combination as a way to find…
The article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converging, a circulating share count no greater than 5.5 billion shares, and market capitalization below 10 billion yuan for companies…
This document describes an equity screen requiring turnover between 3% and 12%, circulating market capitalization between 1 and 55 hundred million yuan, and a three-limit-up sequence on the previous day. The stated intent is to identify recently strong…
The document outlines an equity screen combining a daily price-range condition, positive large-order net volume for at least three consecutive days, and a weekly price crossover above a 30-week moving average. The stated aim is to find stocks with buying…
The document describes a partial-replication method that selects a small set of stocks to track an index by capturing the systematic factors driving its returns. It estimates the number of factors, uses principal components to estimate factor loadings, then…
The document argues that long-term investing depends heavily on temperament and a repeatable personal system. It identifies habits that can undermine decisions, including constant price checking, reacting strongly to losses, chasing quick gains, comparing…
This stock-selection approach combines a minimum intraday range with afternoon large-order net inflows, positive auction-period buying signals, and net buying by very large orders above a stated threshold. The article frames range as a measure of activity,…
This Chinese-language forum post reports a NameError in a deep neural network stock strategy tutorial: the variable holding stacked factor data is undefined when downstream code tries to read its date range. The shown workflow expects that data frame to…
This document presents a Chinese stock selection idea combining three signals: today’s increase in holdings above 5%, the prior day’s price above its 250-day moving average, and a 2019 dividend payout ratio above 25%. It frames these as indicators of capital…
This document describes a Chinese stock watchlist screen using three technical conditions: daily amplitude above 1%, at least one limit-up event in the prior 25 days, and the current average price above its five-day moving average. It interprets amplitude as…
This post proposes a Chinese A-share stock screen combining three conditions: MACD above zero, positive price-to-earnings ratio, and ranking by capital strength from high to low. It interprets positive MACD as a sign of an upward trend, positive P/E as a…
This article adapts a machine-learning value strategy to Chinese A-shares. It trains an XGBoost regression model on accounting and company characteristics to forecast future price-to-book ratios. The gap between forecast and current price-to-book, scaled by…
The proposed stock screen selects shares with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and circulating share capital no greater than 5.5 billion shares. The post frames turnover as a liquidity measure, the volume…
This stock selection approach combines three filters: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an increase in institutional holdings relative to float shares. The document presents the crossover…
This note outlines a simple screen for Chinese metaverse-related stocks. It requires the 30-day moving average to rise relative to its previous reading and the price-to-earnings ratio to be positive. Formula and Python examples are included to show how the…
This note presents a stock-selection filter using three conditions: daily price amplitude above one percent, observations from 2021, and a measure formed by multiplying the prior day’s turnover rate by the ratio of today’s auction volume to yesterday’s…
This note describes a Chinese equity screen for metaverse stocks. It selects the five highest-ranked stocks by the day’s auction amount, then requires the DEA line to be rising compared with its previous value. The note gives an equivalent screening…
This Chinese-language post reviews several strategy ideas in the context of a reported shift from leading stocks toward reversal patterns. It describes a multi-factor approach that looks for rebound or reversal behavior after attention-grabbing stocks pull…
This stock-selection rule screens for shares with daily amplitude above 1, a price move above a short moving average, and a low K value. The article’s final rule describes price crossing above the three-day moving average with K below 20. It also provides…
This study asks whether cash flow measures predict stock returns better than conventional profitability ratios. It constructs a direct cash flow template that groups operating receipts and payments and separates them from financing, taxes, investment, and…
The report introduces generative adversarial networks (GANs) for quantitative finance. A generator creates synthetic market data while a discriminator tries to distinguish it from real data; alternating training aims to make the generated series resemble the…
This stock screen targets the metaverse theme and combines elevated prior-day turnover with a rising intermediate trend: the 20-day moving average must exceed the 120-day average. Its final proposed rule adds annual net-profit growth above 20% and a…