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 post presents a Chinese stock-selection screen that requires turnover between 3% and 12%, a newly formed KDJ golden cross, and the prior day’s closing price above its 250-day moving average. The rationale combines a liquidity filter, a short-term…
This post describes a Chinese equity factor inspired by a research report. Its volume component divides the trading session into five-minute intervals, measures each stock’s share of market volume, and uses Shannon entropy to characterize how that activity…
This short-term Chinese stock screen combines a price-range threshold, current volume above 10,000 lots, a higher opening, and a MACD condition described as negative two sessions earlier. The rationale is that range and volume indicate active trading, a…
The document proposes a Chinese stock screen using a turnover range of 3% to 12%, excluding Beijing-listed shares, and requiring a positive weekly bar. It presents the weekly condition as a way to favor stocks with favorable recent price action. The…
This proposed A-share screen combines a daily range filter, a recent three-session limit-up condition, and a closing price above its 250-day moving average. The accompanying explanation interprets these as signs of trading activity, strong buying interest,…
The proposed Chinese equity screen selects stocks in a metaverse-related sector using a morning price-change threshold and an exact share-price condition. The article describes the target as a relatively stable morning move and a specified price level, and…
This stock screen combines three filters: five-period amplitude above one, a change in an institutional volume-difference measure, and positive earnings for companies below a stated market-value ceiling. It is intended to run after the daily open and to…
This Chinese-market equity screen selects stocks with a minimum price amplitude, a bounded product of prior turnover and a current-to-prior volume measure, and more than a year since listing. The article explains the approach as a technical screen focused on…
This Chinese-market stock screen combines a bounded RSI reading with a ratio of buyer-initiated to seller-initiated trading volume, then adds company and financial filters. The detailed formula also checks price and market conditions, excludes stocks marked…
This Chinese-language post outlines a stock-selection rule combining a price-amplitude threshold, a rounded price pattern, and three moving-average golden crosses. The supplied formula defines the rounded pattern using the stock’s position within its recent…
This example queries Chinese stock valuation data for a specified date and examines the distribution of total market capitalization. It trims observations below the second percentile and above the ninety-eighth percentile, divides the remaining values into…
The proposed Chinese equity screen selects stocks whose daily high-low range exceeds a threshold, whose closing price is above its five-day moving average, and whose price-to-earnings ratio is positive. The criteria combine recent price movement, short-term…
This Chinese community post discusses a stock selection idea combining three conditions: ranking stocks by trading activity, looking for a Morning Star candlestick pattern in Kute Intelligent, and requiring a dividend payout ratio above a stated threshold in…
This report discusses how China’s changing investor mix may alter equity factor behavior, using earnings momentum as its example. It argues that institutionalization and international investment can support fundamental factors over the long term, while…
This article proposes selecting stocks using three activity-related conditions: a price amplitude above a threshold, actual turnover within a specified band on the previous day, and positive auction-period turnover above a threshold. It frames the added…
This article outlines a stock-selection screen that combines institutional trading activity with price trends. The initial conditions are a daily increase in reported holdings above a stated threshold, positive institutional direction, and a rising 30-day…
The document asks how to rebalance an existing stock portfolio to a fixed target weight per holding. Its proposed sequence is to sell positions removed from the selection, adjust retained positions back to the target allocation, and then buy newly selected…
The proposed Chinese stock screen selects companies with MACD above zero, a favorable but undefined company profile, and no upper-limit close on the previous day. The post interprets positive MACD as a sign of expansion and the company-quality condition as a…
This stock-selection screen looks for Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and removes stocks that hit the upper price limit on the previous day. The post frames the turnover band and exclusions as ways to narrow…
The document describes a rules-based screen for mainland China main-board stocks. It selects shares with RSI below 65, a daily gain above 1%, and a positive ten-day return below 35%. The accompanying indicator logic also references a crossover where the J…
This Chinese stock-selection post combines three market-data conditions: amplitude above one, large-order net volume above 0.05 for at least three consecutive days, and a current low below the prior day’s low. It presents the screen as a way to combine price…
This research note proposes a price-spread deviation factor intended to measure whether a stock is relatively expensive or cheap compared with similar stocks. It frames the signal as a relative reversal measure: stocks that have recently lagged peers are…
RSI_BARS is a chart indicator that colors each candlestick according to a trend signal derived from the relative strength index (RSI). It compares the RSI-based trend direction with the candle’s own direction: matching directions receive a lighter shade,…
This stock-screening proposal selects companies assigned to a metaverse industry category, requires a positive return condition, and looks for at least one limit-up event during the preceding 25 days. It gives both a platform formula and a Python-oriented…