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 an RSI reading below 65, three consecutive sessions in which the close is below the open, and a KDJ K-line reading below 20. It is intended to identify shares with recent technical weakness, with the low KDJ value treated as a…
This stock selection idea combines three filters: daily amplitude above 1%, a dividend yield above 25% associated with 2019, and a ranking intended to favor stronger capital flows. The explanation treats amplitude as a way to find more volatile shares, the…
This post describes a stock-selection rule that combines membership in the metaverse theme with a prior-day close at or above the 250-day moving average and a condition labeled as a rising arc. It frames the theme membership as exposure to a popular sector,…
This Chinese-language post proposes a stock screen combining a relative strength index below 65, seven consecutive sessions in which the close is no higher than the open, and valuation bounds. It targets Shenzhen main-board stocks with price-to-earnings…
This brief indicator description explains a custom MACD tool that plots only the MACD signal line in a separate pane and marks detected divergences both there and on the price chart. It distinguishes the indicator from a standard MACD display, which…
This post describes a stock screen using three conditions: a daily high-low range exceeding one percent of the previous close, a trading date in 2021, and a smoothed stochastic-style K value below 20. It supplies formula and Python examples for calculating…
This Chinese-language post proposes a short-term A-share screening rule that combines membership in the metaverse industry, a rounded-base shape, and a bullish morning-star reversal signal. It gives a formula based on the prior and current sessions’ open and…
The document presents an A-share stock screen combining daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and a three-session limit-up condition on the previous day. It describes these filters as a way to find volatile,…
The post proposes a Chinese A-share stock screen using three conditions: RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a holder-concentration measure between 20% and 70%. It also provides example code intended to…
This Chinese A-share stock screen ranks stocks by volume ratio and selects the top 100, then filters for a positive price-to-earnings ratio and an IPO year of 2021. The post interprets high volume ratio as possible inflow strength and positive P/E as a basic…
This note outlines a stock screen combining MACD above zero, an upward price trend, and a volume ratio between 1.5 and 6. It describes the volume ratio as current volume relative to an average over recent sessions and includes formula and Python examples. A…
This note describes a daily stock screen that selects A-shares in 2021 when the intraday high-low range exceeds 1% and the daily return is between -5% and 2.6%. It gives example implementations using a market formula and Python data processing, although the…
This forum exchange describes a fix for a BigQuant data query that failed with a missing date key while combining two data sources. The suggested query explicitly selects the date and instrument fields along with technical factor fields. It also filters…
This research summary forecasts constituent changes for China’s CSI 300 and CSI 500 indices ahead of their scheduled December 2018 reviews. It explains that the indices are reviewed in June and December, and that changes can create trading opportunities when…
This post describes a Chinese A-share screening rule using three conditions: the day’s increase in buying-position share must exceed five percent, the opening auction price change must be between minus two and five percent, and the ten-day return must be…
This brief platform discussion explains how users can call MACD in BigQuant 3.0 after an older expression format stopped working. It gives two supported expression forms: a windowed MACD function and a shorthand helper. Both calculate MACD from closing…
A user reports a discrepancy between a trade’s recorded execution price and the stock’s historical prices on the same date after adjustment for corporate actions. The example contrasts a reported buy price with lower adjusted open and close values. The…
This A-share screening example looks for stocks with MACD above zero and an upward-moving-average condition, using a historical period associated with 2021. The article presents MACD as a momentum or trend filter and rising averages as a sign of upward…
This brief indicator description explains a visual aid for chart reading: bullish and bearish candles are plotted in different colors so that their direction is easier to distinguish when a chart’s default colors are alike or confusing. Its purpose is…
This stock screen combines an intraday range threshold with a year filter and a ranking by auction amount, selecting the five highest-ranked stocks. The accompanying explanation treats a larger range as a sign of greater volatility and auction amount as a…
The document outlines a Chinese A-share stock screen combining daily price range, relative trading volume, and a measure described as today’s control or large-order share. Its stated selection conditions require a range of at least one percent, relative…
This excerpt summarizes a Chinese weekly research note on machine learning and commodity trading advisor strategies. It reports recent results for a neural network strategy on the CSI 500, a commodity futures strategy, and a commodity strategy combining…
The document proposes a stock screen combining membership in the metaverse industry, a rounded-base chart pattern, and a favorable company-quality classification. It argues that company characteristics may relate to prospects, management, and profitability,…
This Chinese equity screening proposal selects stocks associated with the robotics concept, with daily price amplitude above 1%, circulating market capitalization below 10 billion, and a rule excluding a board category identified in the post as the STAR…