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 equity screening rule selects stocks whose daily amplitude exceeds a stated threshold, whose intraday low falls within a narrow band of roughly four to five percent below the prior close, and whose previous close is above the 250-day moving…
This Chinese equity screening rule combines a daily price-range condition, a history of repeated limit-up moves over a 500-day window, and a ranking based on large-order net flow. The post describes calculating recent net buying and selling activity, ranking…
This stock-selection rule screens main-board shares for a daily high-to-low range of at least one price unit, return on equity above 15% in each of the prior five years, and a daily gain greater than 1%. It combines a price-movement condition with a…
This Chinese A-share screening idea combines three conditions: at least five overlapping moving averages, weekly MACD above zero, and a 9:25 a.m. price gain below 6%. The article interprets the moving-average condition as price stability, the MACD condition…
This stock-selection proposal filters companies classified in the metaverse industry by a volume ratio between 1.5 and 6 and a weekly MACD reading above zero. Its rationale is to combine relative trading activity with a positive longer-term momentum signal.…
This stock screen combines trading activity, a convertible-bond listing condition, and a short-term trend filter. It selects the top 100 stocks by trading volume over an unspecified period, requires the outstanding convertible bond name field to be…
This post outlines a Chinese stock-screening idea that orders shares by “capital intensity” and keeps those with positive institutional activity, with 2021 specified as the target year. It defines capital intensity as trading volume relative to free float…
This stock-selection example combines a technical condition with trading activity and a dividend-related fundamental filter. It selects shares with a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 2019 dividend ratio above 25%. The…
This post proposes a Chinese equity screen combining a large daily trading range, at least one sharp price gain within a recent trading window, a market-cap ceiling, and positive net profit across recent quarters. It frames the surge condition as a…
The post reports a BigQuant backtest failure with a KeyError for the start_date field. The example pipeline screens Chinese stocks, uses recent fund holdings and moving-average conditions to generate signals, ranks selected stocks by market capitalization,…
This proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and…
This proposed A-share screen combines a metaverse industry filter with yesterday’s stock exchange leaderboard appearance and exclusion of special-treatment shares. It then selects stocks described as having hit the daily price limit for five consecutive…
This article describes a technical stock screen requiring amplitude above 1, a rising bottom pattern, and a closing price of 18.5 yuan. Its formula and sample Python sketch illustrate evaluating the conditions against historical daily prices. The proposed…
This note presents a China A-share screening rule that combines daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and membership in the metaverse concept. The intended rationale is to find volatile shares…
This note describes a simple China A-share screen for companies classified under the metaverse concept. It requires circulating share capital of no more than 5.5 billion shares and a stock code beginning with 60. The accompanying example fetches current…
This post proposes screening Chinese stocks in the metaverse industry for a MACD crossover and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It presents the combination as a way to pair a…
This post describes a Chinese equity screening rule combining daily price range, relative trading volume, and a moving average trend filter. It selects stocks with a range of at least 1%, volume between 1.5 and 6 times its five-day average, and a 20-day…
This note describes a screen for Shenzhen main-board equities in the metaverse theme. It selects stocks whose prior-day actual turnover is between 3% and 28%, whose price-to-earnings ratio is between 0 and 29.01, and whose price-to-book ratio is between 0…
This note outlines a Chinese equity screen for stocks associated with the metaverse theme. It combines a rising 30-day moving average with positive afternoon large-order net inflow, using the trend condition as a price-strength filter and the flow condition…
This report excerpt reviews Chinese equity market performance and factor behavior for the week summarized in an early 2020 research note. It says major indices and most sectors fell during the week, while quality factor effectiveness improved and analyst…
This proposed stock screen combines three conditions: at least five observations described as overlapping moving averages, a recent price surge, and at least two large gains within a longer lookback. The accompanying Python snippets calculate a rolling…
This article outlines a China focused equity screen that starts with stocks in the metaverse theme and combines a recent turnover condition with a so called reversal or “wraparound” price condition. It then adds valuation and balance sheet filters: price to…
This Chinese stock selection proposal combines three conditions: daily amplitude above 1, a simultaneous bullish crossover among three technical indicators, and a run of seven consecutive declining days. The accompanying explanation and code reference moving…
This short stock-screening example combines a daily turnover range of 3% to 12%, an appearance on the previous day’s market activity list, and more than one year since listing. The stated rationale is to focus on stocks with a specified level of trading…