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 BigQuant example builds a daily Chinese equity strategy using a filtered stock universe and recent volume ratios. It screens stocks in the CSI 1000 universe across several board segments, excludes suspended and special-treatment stocks, and applies…
This stock-selection proposal combines RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and positive large-order net inflow during the afternoon. Its final version adds a price-to-earnings ceiling of 40. The accompanying…
This note describes a proposed equity screen for metaverse-related stocks that show a rounded price pattern and at least five overlapping moving averages. It frames the combination as a way to identify possible trend candidates, then revises the screen to…
This Chinese-language post describes an equity screening rule built around three conditions: price range above a threshold, turnover between specified bounds, and a weekly close crossing above its 30-week moving average. The stated rationale is to combine…
This Chinese-equity screening proposal combines daily price range, profitability, and the previous session’s price-limit status. Its initial rule selects stocks with an intraday high-low range above one, return on equity above 15% for each of five years, and…
This Chinese-market screening rule combines a daily trading-activity filter with price performance and a large-order flow measure. It selects main-board stocks whose turnover is between 3% and 12%, whose daily gain exceeds 1% relative to the same sector, and…
This Chinese-language post describes a mainland China main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and a rising-bottom condition. The stated rationale is to seek shares with recent upward momentum while the RSI remains…
This document outlines a Chinese A-share stock screen that selects companies with an amplitude above 1 and a 2019 dividend ratio above 25%, while excluding Beijing-listed stocks. It presents the criteria as a way to combine a price-movement condition with a…
This Chinese equity screening proposal combines membership in the metaverse industry, a newly formed KDJ bullish crossover, and a dividend-related threshold above 25% based on 2019 data. It also specifies selecting before 10 a.m. for same-day trading. The…
This Chinese equity screen looks for stocks with at least five moving averages converging, a limit-up event within the prior 25 days, and an upward-sloping 30-day moving average. The article frames moving-average confluence as a way to identify price…
This Chinese equity screening idea combines daily price amplitude above 1%, RSI below 65, exclusion of ST-designated stocks, and a “five-part limit-up” condition. The accompanying indicator references describe counting at least five limit-up events and at…
This document presents a daily equity screen for China’s main board. It selects stocks using three conditions: price range during the session above a stated threshold, an afternoon large-order net inflow condition, and a daily gain above a stated threshold.…
This Chinese-language article describes an A-share stock screen combining turnover, a rising DEA measure, and a run of declining closes. It selects stocks with turnover between 3% and 12%, an increasing DEA, and lower closing prices on each of the most…
This Chinese-language article proposes screening A-shares for turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, no losses, and at least one limit-up move during the preceding 25 days. It frames the recent limit-up…
This strategy accumulates long positions in the NASDAQ Composite when price crosses above prior highs measured over several lookback windows. Entries use five horizons, from short to longer, and require a rising weighted-average price filter. Each signal…
The post proposes screening stocks using price movement and trading activity around the opening auction. Its stated rule selects shares with amplitude above a threshold, yesterday's turnover rate multiplied by today's auction volume relative to yesterday's…
This document outlines a technical stock screen combining a daily price-range threshold, a morning-star candlestick condition, and a current low below the prior day’s low. Its formula reference expresses these conditions as a single filter. The accompanying…
This document summarizes an investment research paper on incorporating environmental, social, and governance risks into emerging-market analysis. Its central argument is that these markets can be more exposed to issues such as extreme weather, resource…
This document describes a daily screen for stocks in the metaverse industry. It looks for a newly formed KDJ bullish crossover and requires a minimum period since listing; the proposed routine selects candidates before 10 a.m. The screen also includes…
The document presents a stock selection screen requiring turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a positive return measure. It describes sorting qualifying stocks by return and includes example formulas…
This note describes a two-stage ranking factor for equities. For each stock, it ranks the recent ten-day low-price observations through time, then ranks those values across stocks on the same date. The intended interpretation is that a larger final factor…
This research summary describes combining order-book data, which may reflect traders’ unexecuted intentions, with transaction-level data showing completed trades. The authors use both intuitive signal construction and machine learning to turn different types…
The document describes a pre-market screen for Chinese main-board stocks. Candidates must have MACD above zero, a share price below 12 yuan, and a daily gain greater than 1%. Its rationale is to combine a positive MACD reading with a low nominal price and…
This page catalogs trading bot examples built around AI agents, ranging from copying reported investor or insider holdings to sentiment signals, agent debates, options strategies, intraday rules, and macro or sector portfolio discussions. It outlines…