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 article presents a stock-selection screen for Chinese equities whose codes begin with 60. It further requires turnover to fall within a stated 3% to 12% band and MACD to be above zero. The post provides example query and Python-based references for…
This article outlines a reproduction of a research approach that predicts whether a stock’s closing price will rise or fall over a future horizon. It applies exponential smoothing to Apple daily price data, then builds a binary target from the price change…
This Chinese stock-screening example combines three filters for an investment watchlist: daily high-low amplitude above 1%, at least one limit-up session in the previous 25 trading days, and a return rank in the top fifth of stocks from 2021 onward. It…
The report summary examines whether stock momentum spreads among companies linked by industry, geography, supply chains, or similar technologies. For A-shares, it reports that portfolios formed on industry momentum had higher average monthly returns at the…
This report excerpt describes a weekly framework for monitoring profitability and business conditions across selected primary and secondary industries in China's CITIC classification. It tracks trailing-twelve-month return on equity and places current…
This indicator uses the European premarket range to plot potential price levels for the active session. On a five-minute chart, it tracks the high and low during the period beginning at 08:05 and ending at 09:00, then uses those bounds as anchors for bullish…
This post describes a Chinese stock screen combining a minimum intraday price range, a named morning-star candlestick condition, and a prior-day turnover-related filter bounded between 3% and 28%. It presents the combination as a way to find stocks with…
This Chinese stock-screening post describes selecting shares with a daily range greater than 1, circulating market value above 10 billion yuan, and a low K value from a stochastic-style indicator. The accompanying explanation frames the low reading as a…
This Chinese stock-screening post proposes filtering shares by daily price range, whether the previous session was a limit-up day, and relative trading volume. Its written description specifies a range greater than 1 and a volume ratio between 1.5 and 6,…
This Chinese stock-screening post describes selecting shares with turnover between 3% and 12%, a 2021 listing year, and a KDJ bullish crossover on the current day. It presents the crossover as a signal that a stock may be entering an upward phase, while…
This document outlines a Chinese stock selection rule based on three conditions: the 30-day average is rising, yesterday’s price is above the 250-day average, and today’s position increase ratio exceeds 5%. The post interprets these as short- and long-term…
This document presents a Chinese stock screen combining price amplitude above 1, a current control ratio above 21, and appearance on the previous day’s market leaderboard. Its rationale is to select volatile stocks with substantial market influence and…
This document presents an optimization-based alternative to a simple top-ranked stock strategy. It describes using Qlib’s EnhancedIndexingStrategy to seek a balance between portfolio return and tracking error against a benchmark, with correlation and…
This document describes a technical screen for stocks in the metaverse industry. It combines three indicator conditions, including MACD and moving-average crossover checks, with a requirement that weekly MACD be above zero. The intended use is to find stocks…
This stock screen combines three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and RSI below 65. The document presents these as a way to find volatile shares with a possible upward trend…
This stock-selection idea combines three conditions: current trading volume above 10,000 lots, an opening price above the previous close, and a shortening negative MACD histogram on a 15-minute chart. The article interprets volume as a sign of trading…
The document proposes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a listing age above a user-defined threshold. It frames amplitude as…
This Chinese equities screen combines a turnover rate between 3% and 12%, a reversal pattern, and a prior-day closing price above the 250-day moving average. The article presents turnover as a way to select actively traded shares, the reversal condition as a…
This stock-selection rule screens for equities whose current turnover rate is between 3% and 12%, whose ticker begins with 60, and whose previous-day actual turnover is described as between 3% and 28%. The post treats turnover as a rough indicator of trading…
This Chinese equities screen looks for stocks with a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and at least one limit-up event within the prior 25 days. The post frames the range as a volatility filter, the reversal…
This Chinese equities screen combines three conditions: MACD above zero, a share price below 12 yuan, and substantial large-order and block-order buying during the auction period. The article presents the combination as a way to find low-priced stocks with…
The article argues that mean and variance alone may miss information when market returns depart from a stable Gaussian pattern. It describes higher moments, especially odd-order moments, as potentially useful timing signals: their values reportedly expand…
This guide explains how long-short equity portfolios combine stocks expected to rise with stocks expected to fall. It discusses possible return sources, including security selection, market timing, and exposure to factors such as value, growth, momentum, and…
This Chinese-language post describes a stock screen combining price amplitude, recent actual turnover, and a moving-average trend condition. It selects shares with amplitude above a threshold, turnover within a specified band, and the shorter moving average…