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 Chinese-language post outlines a stock screen using five moving averages: 5, 10, 20, 30, and 60 days. It selects stocks whose averages converge, constrains the ten-day price change to be positive and below 35, and proposes ranking candidates by…
This short description presents TEMACandle, an indicator that displays a price series as candlesticks after processing it with the Triple Exponential Moving Average (TEMA) algorithm. The transformation applies TEMA smoothing to the underlying price data and…
This research summary explains a method for testing whether U.S. equity mutual fund managers adjust market exposure when broad stock misvaluation changes. It constructs a misvaluation measure from a long portfolio of repurchasing firms and a short portfolio…
This post describes a Chinese equity screen that selects stocks using three price conditions: daily amplitude above 1%, a positive but less than 35% return over ten days, and a price move below 6% at the 9:25 reference point. It explains amplitude as a proxy…
This research summary describes a multi-factor investment workflow that combines alpha forecasts, a risk model, transaction-cost estimates, portfolio optimization, and performance attribution. It argues that simple score-based selection or sector and…
This note outlines a Chinese equity screen combining a ranking by capital strength with company characteristics and a year-specific filter. It describes capital strength as a measure related to trading volume and turnover value, and suggests taking the top…
This Chinese stock-screening note describes a rule set for selecting stocks classified in the metaverse theme. The initial criteria are a positive daily price return and a positive institutional-flow ranking. It explains the rationale that institutional…
This Chinese stock-selection proposal focuses on metaverse-related shares that meet three technical crossover conditions: MACD crosses its signal line, the 5-day moving average crosses above the 10-day average, and the 5-day average crosses above the 20-day…
This Chinese equity screening rule combines three conditions: the stock’s daily amplitude exceeds 1%, it appeared on the prior day’s top-traded-stock list, and its 20-day moving average is above its 120-day moving average. The rationale is to find active…
This Chinese-language post describes an equity screening rule that combines a price amplitude threshold, rising lows, and a measure of shareholder concentration. It presents the rule in a screening formula and gives a Python example that checks recent low…
The report asks whether exposure to macroeconomic policy uncertainty is priced in Chinese A-shares. It describes a news-based economic policy uncertainty index and estimates each stock’s EPU beta through time-series regression. Stocks are sorted into five…
This study examines whether price-to-earnings ratios, cyclically adjusted P/E (CAPE), and the bond-stock earnings yield measure (BSEYD) can signal major downturns in the Shanghai and Shenzhen composite indexes. It also describes return features in the two…
This post outlines a rule-based stock screen for Chinese A-shares. Its initial description selects stocks with an amplitude above one, excludes Beijing-listed shares, and requires at least two limit-up sessions within the prior 500 days. The post then…
This guide explains how to organize data for VeighNa’s AlphaLab research workflow. It describes the roles of its directories, daily and minute bar files, index constituent records, and contract settings, then shows how preparation notebooks supply data…
This troubleshooting note describes a SQL binder error that occurs when a normalization function is used in a query joining two stock-factor tables. Both tables contain a date column, so passing an unqualified date reference to the function leaves the…
This note describes a simple Chinese-equity screen: select stocks whose daily high-low range exceeds 1% of the previous close, whose codes begin with 60, and which are outside the STAR Market. It provides corresponding formula and Python examples, making the…
The document describes an automated U.S. equities strategy that reconstructs a member of Congress’s reported stock portfolio from annual disclosures and subsequent transaction filings. A research agent combines the year-end holdings with later reported…
This stock screen selects companies classified in the metaverse industry with no more than 5.5 billion circulating shares and a dividend payout ratio above 25% for 2019. The accompanying example describes retrieving financial and dividend data, filtering for…
This stock-selection proposal combines a positive MACD reading with positive net profit and a limit on circulating shares. It presents the screen as a way to identify stocks with upward price momentum, profitable businesses, and a relatively small tradable…
The document explains how to construct factors grouped by Chinese stock market concepts when a built-in grouping expression does not recognize the concept field. For standard industry groupings, it gives a group-mean example using a level-two industry…
The document proposes a technical stock screen based on shares with at least five moving averages converging, naming the five-, ten-, twenty-, fifty-, and two-hundred-day averages. It also asks that the stock have a positive return over the previous year.…
The document describes a Chinese stock screen that first limits candidates to the Metaverse concept, then selects shares whose closing price is above its five-day moving average. It ranks qualifying stocks by turnover rate, treating higher turnover as a…
This stock-selection screen combines three technical conditions: daily amplitude above 1%, at least two limit-up events within a 500-day window, and a rising-trend setup. The trend condition requires the close to be at or above its 20-day moving average,…
This short forum post asks how to add market-timing conditions to a strategy backtest. The author has seen strategies reduce or alter exposure after several consecutive market declines and is interested in alternatives based on whether the Shanghai Composite…