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 post describes a Chinese A-share selection rule that combines a minimum price-amplitude filter, a ceiling on freely tradable shares, and a weekly five-period moving average crossing above a ten-period moving average. The stated rationale is to find…
This Chinese-language post presents a simple A-share stock screen combining membership in the metaverse theme, circulating market capitalization above a stated threshold, and a recent closing price exactly equal to a specified value. It sketches…
The document describes a short-term mean-reversion system for France 40, FTSE 100, and DAX index markets on a one-minute chart. It looks at the relationship between the opening price two candles earlier and the current close, with a directional sequence…
The note addresses a stock forecasting workflow that displayed an unexpected prediction date and failed when publishing a simulated trade. Its proposed fix is to make sure the training period and prediction period are not set to the same dates. This is a…
This Chinese-language post describes a stock screen combining turnover, a rising DEA condition, and price location within Bollinger Bands. It selects shares with turnover between 3% and 12%, a bullish MACD-style DEA condition, and a close above the band…
This stock-selection rule combines three signals: daily price amplitude above 1, MACD above its zero line, and at least one limit-up event in the previous 25 days. The article interprets amplitude as a sign of substantial movement, positive MACD as a…
This A-share selection rule looks for turnover between 3% and 12%, an opening price within 5% of the 10-day moving average of closing prices, and a positive return on the latest trading day. The article interprets these filters as selecting stocks with…
This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least two limit-up days within the prior 500 days. It also describes excluding suspended and special-treatment shares…
The article describes a Chinese equity screening rule using three filters: turnover rate between 3% and 12%, a positive 10-day gain below 35%, and free-float market value above 10 billion yuan. It presents the screen as a way to find relatively liquid,…
The post outlines a proposed equity workflow that links market breadth, sector selection, stock screening, and portfolio exposure. It would compare broad-market indices with industry or concept indices using beta, select sectors with higher beta, then choose…
The note answers how to prevent a backtest from buying stocks that cannot realistically be traded because they are suspended or locked at a one-price limit. It says BigQuant's backtesting module handles these cases by automatically canceling an order when…
This proposed equity screen selects stocks associated with the metaverse theme, a rising 30-day moving average, and at least one limit-up event during the prior 25 days. The document provides an indicator formula reference and a Python sketch for these…
This stock-screening proposal targets companies classified in the metaverse industry when the KDJ indicator has just formed a bullish crossover and the shares have recorded at least two limit-up sessions within the prior 500 days. It specifies selecting…
This China A-share selection concept combines a moving-average trend filter, a size threshold, and a ranking by capital strength. It favors stocks whose 20-day moving average is above the 120-day average, treats size above 200 million as an eligibility…
This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…
This document presents a simple China A-share selection rule: retain stocks with prior-day amplitude above 1%, circulating shares no greater than 5.5 billion, and exclude Beijing-listed shares. Its stated rationale is to focus on more volatile stocks with…
This daily report summarizes an RSRS-based market timing model for major Chinese equity indices on April 7, 2020. The model retained bullish views on the Shanghai Composite, CSI 500, and ChiNext, while taking a more cautious stance on the SSE 50 and CSI 300.…
The article proposes a Chinese equity screening rule that combines at least five overlapping moving averages, a 20 day average above the 120 day average, and a positive 10 day return below 35%. It interprets these conditions as alignment across time horizons…
This brokerage report reviews Chinese equity style behavior during the week of April 13–17, 2020, then outlines a style outlook using macroeconomic conditions, historical calendar patterns, cross-sectional dispersion, fund flows, valuations, and macro event…
The document describes an equity screening rule that combines positive MACD, a share price below 12 yuan, and a control strength measure above 21. It defines control strength from the close’s position within the day’s high–low range, then averages that…
This screening example targets beverage and alcohol-related stocks with turnover between 3% and 12% and a positive ten-day price gain below 35%. It presents turnover as a measure of trading activity, the industry classification as a way to define the…
This proposed stock screen combines turnover between 3% and 12% with a condition involving the product of daily price change and large-order net flow, a rising K value from the KDJ indicator, and additional trend and market-cap filters in the formula…
This article explains why a strategy with a positive arithmetic average return can still lose money when returns compound. It illustrates the point with alternating gains and losses, showing that the geometric return better reflects long-run account growth.…
This stock screen combines a price-range condition, a weekly moving-average signal, and a historical dividend measure. Its stated criteria are amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a 2019 dividend…