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
XEnvelopes is presented as a version of the classic Envelopes indicator. It uses universal averaging algorithms to form a price channel and fills the channel area with color. This gives a visual way to view price relative to an averaged reference and its…
The document describes a China A-share screening idea focused on main-board stocks in the metaverse sector. It selects candidates whose volume ratio is above 1.5 and below 6, and whose daily price gain exceeds 1%. The stated rationale is to find stocks with…
This post proposes screening Chinese metaverse-sector equities with circulating market capitalization above 10 billion yuan after their prior-day 9:15 opening-match price reached the limit-down level. The rationale is an expectation that stocks hit by an…
This Chinese-language post describes an equity screen combining price amplitude above 1, a 2019 dividend ratio above 25%, market capitalization below 10 billion yuan, and positive profits. It frames the criteria as a way to find smaller companies with…
This research note reviews the CSI Dividend Index and the Bosera CSI Dividend ETF, which tracks it. The index draws 100 Shanghai and Shenzhen A-shares from stocks with high average after-tax cash dividend yields over the prior two years, then weights them by…
This analysis describes the CSI Dividend Index and the Bosera CSI Dividend ETF that tracks it. The index selects 100 Shanghai and Shenzhen A-shares with high average after-tax cash dividend yields over the previous two years, then weights constituents by…
This stock-selection method combines price range, recent large gains, and a trading-activity proxy. It looks for stocks with amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and an external-to-internal trading volume…
This short-term A-share screen combines metaverse sector membership with an early-session price condition and a fundamental filter. It selects stocks whose 9:25 gain is below 6% and whose year-over-year growth in net profit attributable to parent-company…
This document presents a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the institutional-flow indicator to be positive. It provides a corresponding platform formula and a…
This document describes a short-term A-share stock screen combining membership in the Metaverse theme with an opening-price condition and a measure based on price change and large-order trading activity. The stated rules require the previous close relative…
This monitoring framework tracks valuation measures and fund holdings across major Chinese equity indexes, industry groups, and selected large companies. It covers price-to-earnings, growth-adjusted valuation, price-to-book, dividend yields, and fund…
This report describes a Chinese equity strategy that predicts the future effectiveness of seven style factors and adjusts their portfolio weights over time. It uses historical information coefficients, macroeconomic data, and market variables as model…
This Chinese A-share screen combines daily price range, company size, profitability, an industry rating, and share price. It selects stocks with at least a 1% high-to-low range, positive net profit, market capitalization no greater than 10 billion yuan, an…
This stock-screening idea combines three filters: companies without losses, a market capitalization below a stated ceiling, and a newly formed KDJ golden cross. It also ranks candidates by a measure of capital strength derived from turnover and trading…
This research note studies value-based stock selection in Hong Kong equities, using the Hang Seng Composite as its universe. Because Hong Kong main-board companies are not required to publish quarterly reports and may change their fiscal year-end, the…
This document proposes screening stocks for amplitude above 1, MACD above its zero line, and first-level bid volume greater than first-level ask volume. It frames amplitude and MACD as technical strength filters and the order-book comparison as a way to…
This document describes a Chinese equity screen for stocks listed in 2021, with turnover between 3% and 12% and tradable share capital no greater than 5.5 billion shares. It gives a platform formula and a Python example that retrieves listed stocks, applies…
This document describes an equity screen combining price amplitude above 1, a daily control indicator above 21, and a positive daily MACD. It presents these conditions as a way to identify stocks with technical support and provides sample implementations for…
This stock-selection idea screens Chinese A shares for turnover between 3% and 12%, a newly formed KDJ golden cross, and a K value below 20. The turnover band is intended to select stocks with some trading activity, while the low K value is treated as an…
This screen targets Chinese stocks in the metaverse category whose closing price is above the five-day moving average and whose large-order net activity exceeds 0.05 for three consecutive days. The article interprets the price condition as short-term…
This Chinese equity screen combines a daily amplitude threshold and a measure called today’s control level with return on equity above 15% in each of the past five years. Its proposed expanded version adds a dividend yield above the market average, positive…
This stock screen selects companies classified in China’s metaverse industry when the opening price is near the 10-day moving average and circulating market value exceeds 10 billion yuan. The article presents both a formula-based screen and a Python example.…
This document describes a forex and stock trading EA that enters trades after a retracement from Donchian Channel levels. It lists configurable parameters for channel lookback, retracement candles, moving averages, trade size, stop loss, take profit, and…
This proposed A-share screen combines RSI below 65 with three consecutive sessions closing below their opens, plus positive large-order buying indicators and a stated threshold for aggregate exceptional-order buying. The article interprets RSI as a measure…