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
The document presents a Chinese equity screening rule that combines turnover between 3% and 12%, a rising DEA condition, and a newly formed KDJ golden cross. It frames turnover as a way to focus on moderately active stocks, DEA as a trend filter, and the KDJ…
This Chinese stock-selection idea combines three filters: daily amplitude above 1%, a reversal or engulfing-style pattern, and previous-day auction turnover above 0.26. The article treats auction turnover as an indicator of activity during the opening call…
This screen focuses on stocks in a designated metaverse industry group and applies two moving-average conditions. The article describes selecting stocks whose five-day average price is above the five-day moving average and whose previous close is above the…
This Chinese stock screen combines a market-cap ceiling of 100 billion yuan with two short-term activity filters: more than two limit-up sessions in the prior 10 days and a ranking by capital strength. The article presents volume as a proxy for capital…
This Chinese stock-selection post proposes combining three filters: rank stocks by volume ratio and keep the top 100, exclude shares that hit the daily upper price limit the prior day while focusing on stocks that fell, and select stocks whose MACD histogram…
This Chinese stock-screening post describes selecting shares with an RSI below 65, bid-side volume greater than ask-side volume, and a concentration measure below 20%. The author presents the combination as a short-term screen using a momentum indicator,…
This document explains how to remove ChiNext stocks from both the training and test portions of a visual AI stock-selection strategy on BigQuant. It instructs users to insert a shared “filter market” module before the missing-data handling module in each…
This documentation page catalogs practical Python examples for algorithmic trading, including buy-and-hold, momentum, bracket orders, historical data retrieval, quotes, technical indicators, position handling, persistent strategy state, and logging. It…
The report describes a multifactor stock-selection process that first evaluates and selects robust factors, then combines them into a composite score. It builds separate models for six stock universes and compares direct selection with portfolios that select…
This A-share stock screen selects securities after each trading session when MACD is above zero, trailing price-to-earnings is positive, and at least one limit-up move occurred during the recent month. The document presents MACD as a trend-strength filter,…
The document explains how portfolio attribution compares a portfolio with its benchmark and decomposes excess return into drivers. It distinguishes return-based approaches, including Treynor-Mazuy, Henriksson-Merton, and related factor extensions, from…
This historical overview traces the independent development of the Capital Asset Pricing Model by Jack Treynor, William Sharpe, John Lintner, and Jan Mossin. It connects their different starting points to portfolio selection and corporate finance, and…
This stock screen combines three conditions: daily amplitude above a stated threshold, a weekly five-period moving average crossing above the ten-period average, and a share price below a stated cap. The article presents the price limit as a way to focus on…
This proposed stock screen selects metaverse-related shares with a 14-period RSI below 65 and greater displayed volume at the best bid than at the best ask. The article frames the RSI threshold as a technical filter and the queue comparison as an order-book…
This proposed Chinese stock screen combines a turnover ratio between 3% and 12%, seven consecutive days of falling prices, and an auction-period price change greater than -2% and below 5%. The article presents these conditions as a way to identify stocks…
This Chinese equity screening proposal combines companies with market value below 10 billion yuan and no reported losses with prior-day actual turnover between 3 and 28 and a ranking by capital-flow strength. The article interprets stronger fund flows as…
This opinion piece argues that retail traders should be cautious about relying on remembered successes and discretionary short-term trading habits as markets become more influenced by institutions and quantitative models. Its central practical message is to…
This document describes a Chinese equity screen combining daily price amplitude above 1, circulating market value above 10 billion yuan, and a 2019 dividend ratio above 25%. It presents amplitude as a rough sign of trading activity, market value as a size…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a previous-day 9:15 indicative quote at the limit-down level. It frames the combination as a way to identify…
This Chinese equity screen combines trading activity, price movement, large-order flow, and exchange-board eligibility. It selects stocks with turnover between 3% and 12%, excludes the STAR Market, and requires the product of the day’s price change and net…
This brief strategy outline proposes a weekly rotation among three of the smallest stocks that meet fundamental quality and growth screens. The listed criteria include sustained net-profit growth over three consecutive years and gross margins above 20%; it…
This Chinese A-share screening idea starts with metaverse stocks and ranks candidates by popularity. Its initial filter selects stocks with prior-day turnover above 8%; the proposed refinement adds return on equity above 10% and a 20-day average turnover…
This A-share stock screen selects names with daily amplitude above 1, turnover above 2% and at most 9%, and more than two limit-up sessions in the preceding ten days. The conditions are presented as proxies for volatility, trading activity, and recent market…
This A-share stock-selection rule combines RSI below 65 with seven consecutive sessions in which the close is below the open, and excludes stocks that hit the price limit on the previous day. The document frames the conditions as a technical screen that…