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 implements a shooting star candlestick detector for equities and turns qualifying patterns into short entries. It tests candle color, wick and body proportions, a recent upward move, and confirmation from the following candle. A qualifying…
This proposed Chinese equity screen combines a price movement threshold with the presence of an outstanding convertible bond name and positive prior-session auction turnover. The prose describes auction turnover above 0.26, while the formula expresses the…
This Chinese stock-screening proposal combines daily price movement with weekly trend confirmation. It selects stocks whose amplitude exceeds 1%, whose weekly MACD is above zero, and whose 5, 10, 20, and 30 period moving averages produce three simultaneous…
This stock selection approach looks for non-special-treatment stocks in the metaverse theme that recorded a price-limit rise within the preceding 25 days. It is intended for use before 10 a.m. The proposed staged method increases the holding as the stock…
This stock selection example combines three filters: a metaverse industry classification, a rising 30-day moving average, and a daily position addition ratio above 5%. Its sample logic expresses the trend condition by comparing the current moving average…
The document describes a short-term stock selection rule for Chinese main-board shares. It combines a threshold for the day’s reported increase in holdings with a positive daily move and a limit on the percentage gain at 9:25. The accompanying discussion…
This discussion asks whether the maturation of China’s equity market will make quantitative investing harder. The concern is that institutional participation and competition may reduce behavioral inefficiencies and compress excess returns for both systematic…
The document presents a Chinese equity screening rule that selects main-board stocks with MACD above zero, a daily gain greater than one percent, and a rising 30-day moving average. It frames the conditions as a momentum-oriented filter and includes…
This document describes a chart indicator that displays the MACD main line and signal line together with the MACD histogram. It is presented as a modification of the example MACD indicator included with MetaTrader 5. The fast and slow exponential moving…
This document describes a chart indicator that displays the MACD main line and signal line together with the MACD histogram. It is presented as a modification of the example MACD indicator included with MetaTrader 5. The fast and slow exponential moving…
This Chinese A-share screening idea combines a turnover band of 3% to 12% with year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%. It adds a “reversal” condition, described as stocks that have seen…
This stock-selection rule screens companies associated with China’s metaverse industry using two turnover conditions: the previous day’s actual turnover must fall between 3% and 28%, and the current turnover rate must be between 2% and 9%. The document gives…
The document describes a Chinese equity screening rule that selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose 14-period RSI is below 65. It gives a brief rationale: turnover is used as a liquidity filter, the code…
This proposed Chinese-equity screen looks for daily amplitude above 1, a positive weekly MACD histogram, and at least one limit-up event within roughly the past month. Its example implementation also adds a positive trailing-twelve-month return on equity…
This stock-selection example combines three filters: daily price amplitude above 1, circulating market capitalization above 10 billion yuan, and an upward MACD-related signal. The accompanying code loops through listed stocks, obtains real-time quotes and…
This note shows how to use TA-Lib’s MACD function to identify a bullish crossover. It explains preparing closing-price data for the function: retrieve prices in a panel format, access the underlying values, and use NumPy’s squeeze operation to produce a…
The document describes an equity screen for stocks in the metaverse industry that had at least one limit-up day during the prior 25 days and turnover above 8% on the previous day. The proposed rationale is to find names with recent market attention and…
This meetup note surveys several topics in equity quant work. It outlines reversal-factor ideas based on recent returns, technical indicators such as RSI and Bollinger Bands, and fundamental changes such as valuation or a return to profitability. It suggests…
This document outlines a China A-share stock selection strategy using market, size, and book-to-market factors. It starts with constituents of a benchmark index, filters out stocks that are suspended or marked as special treatment, and uses a historical…
This assignment outlines a style-rotation process built from three stock strategies: small-capitalization, below-book-value, and oversold-rebound approaches. After backtesting each strategy, it proposes saving the return and position series, then comparing…
This document describes a short-term Chinese equity screen using three conditions: turnover within a specified band, appearance on the prior day’s Dragon-Tiger list, and a positive but capped return over the preceding ten days. It presents the screen as a…
This document explains industry rotation as a strategy that shifts equity exposure toward sectors showing stronger performance and may reduce equity holdings when conditions look unfavorable. It discusses possible drivers, including economic cycles, policy,…
The document proposes a stock screen combining a 14-period RSI below 65, three consecutive declining sessions, and positive afternoon large-order net inflow. It frames the filters as a blend of technical conditions and money-flow information, intended to…
This example describes a screen for Chinese stocks associated with the metaverse theme. Its stated conditions include a relative-volume range, a low K-line measure, and, in the final version, a market-capitalization ceiling. The article frames the…