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 describes an equity screen combining three conditions: at least five overlapping moving averages, a positive price-to-earnings ratio, and 2021 revenue divided by 2018 revenue above 1.1. The moving-average overlap is presented as a sign of…
This A-share screening idea combines three filters: daily amplitude above 1, a daily maximum decline between 4% and 5%, and a nonempty name for an outstanding convertible bond. The explanation frames amplitude as a volatility measure, the decline as a…
This document describes settings for a scalping Expert Advisor presented as a retracement strategy, intended for a five-minute chart and named for EUR/USD and NASDAQ stocks. It lists controls for moving-average lengths, trade size, maximum trades, stop loss,…
This document outlines a stock screen combining a positive MACD reading, upward-diverging moving averages, and a revenue ratio comparing 2021 with 2018 that must exceed 1.1. It also mentions using company fundamentals as supporting analysis. The accompanying…
This document describes a technical stock screen that combines amplitude above 1, rising lows, and a close above both the upper Bollinger Band and its middle line. The stated rationale is to identify stocks with recent price strength and a possible…
This document proposes an A-share stock screen requiring amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a weekly five-period moving average crossing above the ten-period average. The author frames these filters as a way to…
This document proposes screening stocks using three conditions: a price range threshold, a current high that matches the highest of the current and previous sessions, and a historical dividend payout ratio threshold. It frames the dividend filter as a basic…
This document describes a Chinese A-share screening approach combining daily price movement, a newly formed KDJ crossover, and a ranking based on trading activity. Its stated rationale is that larger intraday ranges may offer more opportunity, a fresh…
This Chinese-language strategy note proposes screening stocks in a metaverse industry group when MACD, KDJ, and DMI indicators produce bullish crossovers together. It also applies a turnover filter. The discussion first gives a broader turnover interval,…
This document describes a stock screen using three conditions: daily amplitude above 1%, closing price below 20, and a rising MACD DEA line. Its referenced screening formula adds a minimum trading-amount filter and looks for DEA to cross above its prior…
The article explains support vector machines (SVMs) as classifiers that seek a separating boundary between classes. It introduces the geometric intuition of mapping observations into a higher-dimensional feature space, where a nonlinear boundary in the…
The report examines how changes in market interest rates can affect listed companies’ net profits through interest expense. It compares industries by the importance of financial expenses relative to net profit, finding higher exposure in areas such as light…
This summary of a Chinese brokerage factor-monitoring report compares recent performance across equity factors using several views: long-only excess returns, long-short returns, information ratios, and relative strength over roughly six months. Factors…
This Chinese-language post describes a stock screen for mainland Chinese shares. It filters for turnover between 3% and 12%, excludes Beijing-listed stocks, and selects shares where external trading volume exceeds internal trading volume by a stated ratio of…
This stock screen selects shares with daily amplitude above 1%, a positive return over ten days that remains below 35%, and previous-day turnover above 8%. The document interprets amplitude as a measure of market movement, the bounded return as a way to…
This stock-selection screen combines three technical conditions: daily amplitude above 1%, weekly MACD above zero, and at least one limit-up session within the previous 25 days. The document presents these as filters for volatility, positive trend…
The document describes an A-share stock screen combining a price-amplitude threshold, a nonempty name for an outstanding convertible bond, and more than two limit-up sessions within a recent ten-day window. It proposes ranking qualifying stocks by limit-up…
The essay contrasts left-side trading, which anticipates turns such as bottoms or tops, with right-side trading, which waits for evidence that a move is underway before acting. It uses a mahjong analogy: entering early is like playing with only one’s own…
This proposed stock screen combines a 14-period RSI below 65 with three consecutive down sessions and a nonempty field for outstanding convertible bond identification. The post presents the RSI and consecutive declines as technical filters for stocks with…
This stock screen selects securities whose daily high-low range exceeds one percent, whose ten-day price gain is positive but below 35%, and whose codes begin with 60. The article interprets the range condition as a volatility filter and the recent return…
This code describes a deterministic replay process for trading on congressional disclosures. It uses each disclosure’s public publication time to decide whether the information was available, explicitly avoiding the transaction date as the signal timestamp.…
This document summarizes long-run performance of Chinese equity factor portfolios and compares their results across market, economic, interest-rate, and volatility regimes. It reports that the portfolios had positive long-term returns, with size and…
This stock-selection rule combines three filters: amplitude above 1, a positive weekly MACD-style histogram, and a nonempty name for an outstanding convertible bond. The document frames the amplitude as a volatility condition, the weekly signal as evidence…
This stock screen combines three conditions: daily price amplitude above 1%, a 2019 dividend yield above 25%, and the 20-day moving average above the 120-day moving average. The document presents the combination as a way to find volatile stocks with a strong…