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 stock-selection note combines three conditions: daily price amplitude above a threshold, the current high matching the highest value across two days, and positive OBV. The intended screen seeks stocks showing substantial short-term movement, a…
This configuration specifies a Qlib workflow for training a LightGBM model on the Alpha158 feature set for China’s CSI 300 universe. It defines training, validation, and test periods, along with model settings such as mean squared error loss, tree depth,…
This stock screen combines a prior-day price-amplitude threshold and appearance on the previous day’s trading leaderboard with positive price-to-earnings and price-to-book ratios below specified limits. It applies these conditions to Shenzhen Main Board…
This Chinese stock-selection rule combines three technical conditions: daily price amplitude above 1%, a positive 10-day return below 35%, and a newly formed bullish KDJ crossover. The article interprets the amplitude threshold as selecting stocks with…
The document proposes screening Chinese stocks associated with the metaverse theme, requiring a positive institutional-flow measure and a 20-day moving average above the 120-day moving average. It frames the industry filter as a way to target a developing…
The document describes a Chinese equity screen combining daily turnover, the relationship between price change and super-large-order net flow, and a comparison of auction volume with the prior day’s volume. The written rule requires turnover from 3% to 12%,…
This proposed equity screen ranks stocks by incoming capital, then filters for larger free-float market capitalization and a rising trend in which the 20-day moving average is above the 120-day average. The article describes fund-flow measures such as…
This Chinese stock-screening proposal combines a daily price-range filter, three moving-average crossover conditions, and an upward-sloping short moving average. The article frames the expanding average structure as a sign of strengthening upward momentum.…
This stock-selection idea filters companies classified in the metaverse industry by their prior-day actual turnover and by whether the close is above a five-day moving average. The stated rationale is that the industry screen narrows the universe, turnover…
The article describes a framework for identifying crowded trading and distinguishing a bubble’s buildup from its unwinding. It estimates asset clustering from covariance and principal components, using the concentration of sector returns in important…
This post presents a Chinese equity screening idea that combines a MACD value above zero with year-over-year net profit growth between 20% and 100%, framed around 2021. It explains the intent as pairing price momentum with a fundamental growth filter. The…
This article describes a stock screen that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and revenue in 2021 more than 1.1 times revenue in 2018. The proposed logic blends a measure of trading activity, a technical signal, and a…
This article outlines a stock screen for shares with turnover between 3% and 12%, codes beginning with 60, and a MACD value below zero two trading days earlier. The stated rationale is to combine a moderate activity filter with a lagged technical indicator…
This article describes a Chinese stock screen combining three conditions: price amplitude above 1, a “morning star” candlestick pattern in Kute Intelligent, and a positive 10-day gain below 35%. It presents the approach as a way to find active stocks with…
This study proposes a passive index that selects between the A-share and H-share of the same company according to which listing is cheaper after currency adjustment. It examines price gaps across dual-listed Chinese companies, using panel regression to…
This report examines shifts in China’s A-share market and argues that both industry fundamentals and market style help explain relative sector returns. It describes a stepwise regression that attributes sector performance to beta, company size, cyclicality,…
This stock selection proposal combines three technical filters: an intraday range above a threshold, a positive ten-day return capped below a stated upper bound, and weekly MACD above its zero line. The article presents volatility as a way to identify active…
This stock selection proposal combines price trend, trading activity, opening strength, and recent returns. It describes choosing shares whose price is above five moving averages, with current volume above the stated threshold, an opening price above the…
This Chinese stock screening proposal combines daily price movement with a measure of large-order activity. It selects stocks with an intraday range above a stated threshold, a three-session consecutive limit-up pattern described as occurring yesterday, and…
The document describes a Chinese stock screen combining daily price range, a turnover measure adjusted by the ratio of current auction volume to prior-day volume, and evidence of a recent limit-up move. It frames these inputs as signs of active trading,…
This community post outlines a Chinese stock-selection idea that ranks shares by a measure of capital strength, looks for a morning-star pattern associated with a bullish reversal, and limits the 9:25 a.m. price gain to below 6%. The author presents capital…
This community post proposes a screen for Chinese equities combining a market capitalization below 10 billion yuan, no reported past losses, a positive intraday increase in holdings above 5%, and an auction-stage price change between negative 2% and positive…
This research note evaluates 31 quality factors for stock selection in Hong Kong equities and compares their effectiveness with results in mainland A-shares. Twelve factors are reported as notably effective, particularly measures tied to operating cash flow…
ColorRSI_X20 is an RSI indicator presentation feature that colors its lines according to their position relative to overbought and oversold areas. The description says users can adjust the style and color of the first indicator line when starting the…