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 proposed stock screen combines MACD above its zero line, year-over-year net profit growth above 20% and at most 100%, and revenue in 2021 more than 1.1 times its 2018 level. The discussion interprets these conditions as a mix of price trend, recent…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, main-board listing, and a circulating market value between 5 billion and 10 billion yuan. The accompanying discussion presents the filters as a way to combine price strength with…
The post describes a Chinese A-share screen requiring amplitude above 1 and a ten-day return above zero but below 35%, while excluding Beijing-listed shares. It interprets amplitude as a sign of volatility and the return band as a way to avoid both falling…
The post proposes screening Chinese shares for daily amplitude above 1, a daily control measure above 21, and circulating market capitalization between 5 billion and 10 billion yuan. It frames the combination as a contrarian search for possible medium term…
This primer explains how electronic trading and venue fragmentation changed stock order execution. It distinguishes high-frequency trading as a way to implement strategies, such as market making or arbitrage, rather than a strategy in itself. It describes…
This article describes an equity selection approach centered on smaller profitable companies listed on the Shenzhen main board. Its stated filters combine stronger money-flow readings with moderate price-to-earnings and price-to-book ratios, a market…
This article outlines an equity screen combining daily price conditions with a 15-minute MACD histogram signal. It selects stocks with an intraday range above 1%, a session low between 4% and 5% below the prior close, and a green MACD histogram that is…
This note proposes screening Chinese stocks by amplitude above 1, turnover between 2% and 9%, and a daily maximum decline between 4% and 5%. The stated aim is to find active, volatile stocks that may offer rebound opportunities after a sharp drop. It…
This Chinese equity screening idea looks for stocks with strong capital activity, a daily maximum decline between 4% and 5%, and a shortening MACD histogram below zero on a 15-minute chart. It interprets the narrowing negative bars as weakening downward…
This note describes a short-term Chinese equity screen combining amplitude above 1, a 9:25 price gain below 6%, and a positive change in the KDJ K value. The stated rationale is to find volatile stocks showing improving technical momentum, with stable…
This stock-selection rule filters for securities with turnover rates in a specified range, codes beginning with 60, and an area field that does not identify Beijing. The accompanying rationale is that the turnover range may help focus on stocks with a…
This Chinese A-share screening strategy combines three technical conditions: daily amplitude above the stated threshold, the latest close moving above a five-session average, and a recent limit-up event within roughly one month. The accompanying explanation…
The article presents a quantitative way to compare two candlestick price series, motivated by the technical-analysis idea that historical price patterns may recur. It defines each candle by its open, high, low, and close, and notes that comparisons depend on…
This note presents a Chinese equity screen that selects stocks with a daily high-low range of at least one percent of the open, a price measure close to the higher of the five- and twenty-day moving averages, and exclusion of the STAR Market. It supplies…
This note describes a Chinese equity screen combining membership in the metaverse theme, a closing price above the 250-day moving average, and a condition related to beverage and alcohol exports. It gives example indicator and Python implementations, but the…
This podcast summary describes SOMA.finance’s plans to connect traditional finance with blockchain markets through token issuance, a decentralized exchange, and yield products. It says the platform aims to support tokenized securities and digital assets,…
The document describes an equity screen that combines turnover between 3% and 12%, a reversal-style price pattern, and return on equity above 15% for five consecutive years. Its example formula also requires the KDJ indicator’s K value to exceed its D value,…
The article describes inferring a fund’s constituents and weights from its total value time series. It compares Extended Linear Cloning (ELC), which uses regression coefficients as asset importance scores and retains the highest scoring candidates, with…
The document describes a Chinese A-share screening idea that combines a positive MACD condition with a low share price and a limit on circulating shares or market value. It says screening is performed before the trading day, and presents both…
This note describes a technical screen for stocks whose MACD is above zero, whose best bid volume exceeds best ask volume, and whose 30-day moving average is rising. The combined conditions are intended to capture positive trend direction and near-term…
This note presents an A-share screen based on price amplitude above one percent, a nonempty name for an outstanding convertible bond, and exclusion of Beijing-listed stocks. It describes volatility as the main selection feature and treats the regional…
This note describes a Chinese A-share stock screen combining three conditions: more than two limit-up sessions in the prior ten days, circulating market capitalization above 10 billion yuan, and a price-movement threshold labeled as amplitude greater than…
This note describes an equity screen combining daily amplitude above one percent, an indicator interpreted as main-fund control on the previous day, and first-level bid volume greater than first-level ask volume. It frames these as technical and order-flow…
This note presents a technical stock screen using three conditions: daily amplitude above one percent, weekly MACD above zero, and a rising K value in the KDJ indicator. It describes the combination as a way to identify stocks with a favorable short-term…