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 Chinese A-share screening example combines a positive MACD reading with an upward-moving-average condition and a limit on the stock’s price change around the market open. It describes the intended interpretation as selecting stocks with upward momentum…
This A-share screening idea combines a daily net-buying condition with two trend filters: today’s position increase must exceed 5%, the weekly close must cross above its 30-week average, and the 20-day moving average must be above the 120-day average. The…
This A-share stock screen combines three conditions: RSI below 65, an external-to-internal trade-volume ratio above 1.3, and a positive daily MACD measure. The text interprets the RSI threshold as avoiding an overbought reading, the trade ratio as a sign of…
The document describes an automated opening range breakout strategy for Apple stock CFDs on a five-minute timeframe. The system records the highs and lows during an early trading window, then checks volatility before acting on a breakout. Its exits use a…
The strategy screens Chinese stocks using three conditions: price amplitude above 1, tradable share float no greater than 5.5 billion shares, and a positive return over the prior seven trading sessions. It describes the amplitude and positive return filters…
This Chinese stock-screening proposal selects companies associated with the metaverse theme, showing a custom arc-shaped price pattern, and with MACD below zero two sessions earlier. Its final stated rules add a price-to-book ratio no greater than 3. The…
This Chinese A-share screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan and a recent run of three consecutive limit-up sessions. The accompanying examples describe calculating RSI…
This post describes a daily stock screen that combines three conditions: a price range threshold, prior-day turnover within a specified band, and a positive daily MACD value. The stated rationale is to combine price movement and trading activity with a trend…
This article proposes four warning signs to watch for during an equity boom: historically extreme valuation multiples, a high ratio of total stock-market capitalization to GDP, broad insider selling, and speculative surges in weak or distressed stocks. It…
This report examines how portfolio optimization settings affect a multi-factor equity strategy. It considers the interaction of active-weight limits with the lambda coefficient, the share of non-index constituents, industry and size exposures, turnover…
This post proposes placing A-shares in a candidate pool when their daily high-low range exceeds 1%, the observation falls in 2021, and MACD is above zero. It interprets the range condition as a sign of greater price movement and positive MACD as a…
This community post proposes screening A-shares by turnover, market capitalization, profitability, and whether a stock appeared on the previous day’s securities ranking list. The stated criteria are turnover between 3% and 12%, market capitalization below 10…
This Chinese-language research summary examines analyst consensus estimates as a source of information beyond company financial statements and trading data. It cautions that analyst forecasts tend to be optimistic and that A-share consensus estimates often…
This China-market stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a positive price-to-earnings ratio. The stated rationale is to combine liquidity, recent market attention, and a basic…
The author describes a stock-selection approach intended for people who cannot monitor prices throughout the trading day. Signals are checked at 2:50 p.m.; the proposed routine is to buy a leading candidate scoring above 6 before the close, and to skip…
This note proposes screening stocks associated with China’s metaverse sector for three simultaneous bullish technical crossovers: MACD over its signal line, the five-day average over the ten-day average, and the five-day average over the twenty-day average.…
This note describes a Chinese equity screen combining prior-day price amplitude, appearance on a market trading list, market capitalization below the stated ceiling, and positive recent profit and return on equity. Its rationale is to find active stocks with…
This post describes a Chinese-market stock screen that selects mainboard shares with turnover between 3% and 12%, a daily gain above 1%, and a previous-day 9:15 matched price at the limit down. Its rationale is that moderate turnover and positive current…
This post describes a Chinese equity screen combining a prior-session price-range condition, a cap on freely tradable shares, and a minimum previous-day trading value. The stated purpose is to find stocks with both some price movement and enough trading…
This post describes a daily stock screen for main-board shares using three conditions: RSI below 65, a gain greater than 1% for the day, and daily MACD above zero. It frames the filters as a way to find stocks with positive recent movement while avoiding…
This post outlines an equity screen using three conditions: daily price amplitude above 1%, tradable share float no greater than 5.5 billion shares, and a positive change in the K component of the KDJ indicator. It frames the filters as a way to find more…
This Chinese stock-selection post proposes screening A-shares for turnover between 3% and 12%, a newly formed KDJ bullish crossover, and a positive 10-day price change below 35%. It provides indicator formula references and a Python example that loops over…
The document describes a mean-reversion strategy for international equity ETFs. It builds dividend-inclusive cumulative return series normalized to a common starting value, ranks candidate pairs by the sum of squared differences between their normalized…
This note outlines a basic toolkit for constructing low-frequency factors from price and trading data. For each selected input, it proposes calculating rolling means, sums, standard deviations, and skewness over several lookback windows, ranging from short…