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 stock screen combines three filters: MACD above zero, an eligible company type, and a prior-session high–low range greater than one. The document presents the positive MACD reading as a sign of bullish direction and the range condition as a way to…
The document presents eight discretionary rules for interpreting stock price action. It treats steady small advances as possible accumulation and repeated sharp gains as a potential overextension. It also compares each stock’s behavior with the broad market:…
This stock-screening approach selects equities with turnover between 3% and 12%, a K indicator below 20, and a rising 30-day moving average. It combines a trading-activity filter, an indicator threshold, and a short trend check to identify candidates that…
This forum exchange clarifies a VeighNa configuration message seen when running the platform from PyCharm. A participant explains that the missing data-service configuration notice does not by itself prevent the application from running. However, attempting…
This post describes a Chinese equity screening rule for stocks associated with the robotics concept. It selects shares with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ten-day price change above zero but below…
This document describes a short-term stock screen combining a prior-day amplitude threshold, appearance on the previous day's market activity list, current trading volume above a stated threshold, and an open price above the close. It explains the intended…
The document groups common Chinese A-share factors into style, technical, and fundamental categories. Style factors include market, size, and value; technical factors include reversal, low turnover, and low volatility; fundamental factors cover profitability…
This note proposes a short-term Chinese equity screen that selects stocks with a price amplitude above one, an appearance on the prior day's trading list with buying greater than selling, and a rising DEA indicator. The rationale is to combine elevated…
This note proposes screening Chinese stocks for turnover between 3% and 12%, a reversal pattern described as an engulfing move, and three consecutive declining closes. The stated idea is to look for short-term opportunities after a run of falling prices…
This note describes a Chinese equity screen combining a daily price range greater than one, a three-day limit-up pattern on the prior day, and an indicator intended to identify institutional buying. It explains the intended rationale: a large range may…
This stock-selection rule targets main-board shares with turnover between 3% and 12%, a daily gain above 1% relative to stocks in the same sector, and previous-day auction turnover above 0.26. The article presents the auction-turnover filter as a way to…
The article outlines a Chinese equity screening idea that combines three signals: a high daily increase in position share, reported institutional buying near lows, and repeated limit-up sessions within a recent window. It interprets these conditions as signs…
This screening idea combines three conditions: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and at least five moving averages converging or crossing. The article interprets the shrinking histogram as a possible change…
This Chinese stock-screening proposal selects shares with an amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and the weekly close crossing above its 30-week average. The article frames the amplitude filter as a…
This stock-screening proposal combines a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry and exclusion of stocks marked ST. It adds a five-step limit-up method to look for candidates before or shortly after the open,…
The document describes a technical equity screen based on price amplitude, ranking by net large-order flow, and daily MACD above zero. It presents these as indicators of movement, trading activity, and directional momentum, and includes a sample formula and…
The document proposes an equity screening rule that combines price amplitude above a threshold, MACD above its zero line, and a gradually rising, arc-shaped price pattern. It interprets amplitude as a measure of movement, positive MACD as a bullish signal,…
The document explains a Brinson-style framework for decomposing portfolio returns into a benchmark baseline, the combined effects of active asset allocation and the benchmark, the combined effects of security selection and the benchmark, and the actual…
This stock-selection rule combines three technical conditions: RSI below 65, weekly MACD above the zero line, and a shortening green MACD histogram on a 15-minute chart. The accompanying screening logic also ranks candidates by daily price change and retains…
This brief Chinese-language forum exchange asks whether a VeighNa strategy can subscribe to hundreds or thousands of stock instruments at once. A respondent says that subscribing to the whole market is possible, while the number of contracts a particular…
This Chinese stock-selection post proposes screening shares using turnover between 3% and 12%, a positive 10-day gain below 35%, and weekly MACD above zero. Its accompanying example adds practical filters such as excluding certain board listings, recently…
This stock-screening proposal selects non-ST, non-suspended shares using a price-range condition, prior-day turnover between 3% and 28%, and a rule described as the five-step limit-up method. The stated aim is to focus on active shares showing short-term…
This Chinese stock-selection idea combines a daily price-range threshold, three consecutive limit-up sessions through the prior day, and a rising moving-average sequence intended to identify the start of a strong advance. The accompanying indicator example…
This note describes a Chinese equity screen combining daily range, a reversal or engulfing-style pattern, and exclusion of stocks that hit the upper price limit on the prior day. The refined rule checks for a reversal within the recent three trading days. It…