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 A-share stock screen selects for daily price amplitude above 1%, at least one limit-up event in the prior 25 trading days, and prior-day auction turnover above 0.26. The document frames amplitude as a volatility filter, a recent limit-up as evidence of…
This A-share stock screen combines three conditions: daily price amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move during the past month. It treats volatility, a developing weekly…
This proposed Chinese equity screen selects stocks with a 14-period RSI below 65, a stated tradable market capitalization range of 5–10 billion yuan, and appearance on the prior day’s trading leaderboard. The article interprets the size range as a liquidity…
This research review presents the frog-in-the-pan hypothesis: investors may respond less promptly to a sequence of small, gradual price moves than to a similarly sized change concentrated in a few sharp moves. It describes an information-discreteness measure…
This technical guide explains how NautilusTrader’s Interactive Brokers adapter connects to Trader Workstation or IB Gateway for market data, order execution, instrument discovery, and historical requests. It covers socket access, paper and live connection…
This proposed Chinese A-share screen combines a metaverse industry classification with appearance on the previous day’s trading leaderboard and a high concentration measure. The article frames concentration as a way to identify leading firms and treats…
This A-share screening rule combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a prior-day 9:15 matching price at or below the referenced limit price. The document interprets positive MACD as an upward trend cue, positive P/E…
This A-share stock selection idea screens for turnover within a specified band, seven consecutive down days, and circulating market capitalization above a stated floor. The article presents the conditions as a way to identify stocks that have fallen…
This note describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an opening price between the current and previous 10-day moving averages. It presents the…
This note proposes screening Chinese stocks for daily amplitude above 1%, circulating market value above 10 billion yuan, and a nonempty name for an outstanding convertible bond. It describes the combination as a way to consider price movement, company…
This note describes a Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It presents the conditions as a way to find active stocks with a past burst of upward price…
This article outlines a Chinese stock screen that excludes Beijing-listed shares, requires a daily high-low range above one percent, and selects companies with a 2019 dividend ratio above 25 percent. It offers example formula logic and partial Python code…
This article proposes a Chinese equity screen combining three conditions: membership in the metaverse industry, a positive institutional-flow measure, and private-enterprise status. It presents corresponding formula references and a Python example that…
This document describes a local tool for reviewing trading records produced by the Wanhe file-order system. The user selects the system’s service log folder, runs an analysis, and views account trading logs, an account equity curve, trade history, and daily…
This Chinese equity screening example combines four conditions: daily price amplitude above 1%, membership in a robotics concept group, circulating market value below 10 billion, and a current high that exceeds the previous day's high and is at least as high…
This post describes a Chinese stock screening rule that ranks candidates by trading volume, requires a nonempty name for outstanding convertible bonds, and filters for a 9:25 a.m. gain below 6%. Its rationale is to favor actively traded stocks, include…
The proposed Chinese stock screen first looks for shares with amplitude above 1%, a high equal to the maximum of the current and previous day, and non-ST status. It then applies a five-condition limit-up method: daily gain above 9.5%, turnover above 5%,…
This stock-selection rule combines RSI below 65 with a circulating market value between 5 billion and 10 billion yuan and ROE above 15% for five consecutive years. It aims to pair a technical condition with company profitability and size filters. The post…
This Chinese stock screen selects shares with price amplitude above 1%, turnover greater than 2% and less than 9%, and no price-limit rise on the previous day. The rationale is to find stocks showing notable movement and market participation while excluding…
The document builds a long-only stock strategy around Heikin-Ashi candles, which transform open, high, low, and close prices to smooth price movement. A long signal requires a bearish candle whose open equals its high, a larger body than the previous candle,…
This document proposes a Chinese stock screen requiring a reported position increase above 5%, a daily maximum decline between 4% and 5% in magnitude, and a 20-day moving average above the 120-day average. The intended combination looks for buying activity…
This tutorial explains how to aggregate one-minute bars into longer intraday bars, using a Chinese stock session as its example. It shows the standard time-series resampling approach: assign open from the first observation, high and low from the extrema, and…
This document outlines a Chinese equity screening rule combining a daily price range of at least 1%, market capitalization below 10 billion yuan, positive net profit, and a weekly MACD reading above zero. It frames the range condition as a way to find more…
This Chinese A-share selection rule looks for stocks classified in the metaverse industry that appeared on the trading leaderboard the previous day and whose company type is identified as a high-tech enterprise. The article gives corresponding platform…