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 stock screen selects companies in the beverage and alcohol import-export industry with turnover between 3% and 12% and a record of appearing on the previous day’s trading leaderboard. The post describes the combination as a way to filter for moderate…
This stock selection rule screens Chinese metaverse-related equities for actual turnover between 3% and 28% two sessions earlier, alongside a seven-session sequence of declining closes. The post gives both a formula-style condition and a Python example, and…
This Chinese-language post describes a stock selection screen based on three market conditions: daily price amplitude above a threshold, turnover between specified bounds, and a weekly bullish signal. The rationale is that more active, volatile stocks may…
This Chinese-language weekly report presents a cautious near-term market view after large-weight industries weakened relative to smaller industries. It describes an industry allocation signal favoring market-cap-weighted exposure, which would reduce exposure…
The proposed screen selects main-board Chinese stocks in the metaverse sector based on two short-term conditions: turnover above 8% on the prior day and a gain above 1% today. The document gives a concise description of the rule and reference formulas, then…
This report is presented as the opening installment in a series on fundamental quantitative stock selection, focused on the lithium battery industry chain. Its stated aim is to combine fundamental information with traditional multi-factor selection,…
This forum post describes a long-short stock routine that first attempts to close existing positions, then buys the three highest-ranked stocks and sells short the three lowest-ranked. It checks whether each security can be traded before sending an order,…
The document introduces Altman's Z-score as a composite financial-risk measure built from five ratios: working capital, retained earnings, earnings before interest and taxes, market equity relative to liabilities, and sales, each scaled against assets except…
This A-share screening idea combines three conditions: daily amplitude above 1%, a ranking by individual-stock heat, and a 9:25 a.m. gain below 6%. The accompanying explanation treats amplitude as a sign of activity and stock heat as a proxy for market…
This proposed equity screen combines three filters: at least five moving averages are said to converge, the stated 9:25 price gain must remain below a threshold, and the company must have had a high dividend payout ratio in 2019. The post presents…
This proposed A-share screen first limits the universe to stocks classified in the metaverse theme, then applies a pre-open price-change ceiling and requires three moving-average crossover conditions among the 5-, 10-, and 20-day averages. The intended…
This short stock-screening post combines a moving-average condition with rankings for trading activity and market attention. It proposes selecting equities where the 20-day moving average is above the 120-day average, then ordering candidates by a…
This research review examines momentum in China’s A-share market as institutional ownership and analyst attention have grown. It compares traditional lookback returns with measures that account for price paths, remove limit-up days, use earnings announcement…
The document describes a stock screen combining a minimum daily amplitude, MACD above zero, and a bounded ratio involving the previous day’s turnover rate, the current auction’s buy volume, and the prior day’s volume. It presents the screen as a way to find…
This research summary examines how earnings forecasts can improve equity valuation and stock selection in China’s A-share market. It argues that historical return on equity alone has limited selection value there, while substituting forecast earnings for…
The screen selects listed Chinese A-shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and a positive daily MACD reading. The accompanying explanation interprets turnover as a filter for market activity,…
This A-share screening approach selects stocks with daily amplitude above 1, RSI below 65, and a daily percentage change below 2.6% but above -5%. The document frames the amplitude condition as finding stocks with notable price movement, while the RSI filter…
This A-share screening idea combines three conditions: RSI below 65, MACD above its zero line, and at least two limit-up moves within a 500-day lookback. The document interprets the RSI filter as avoiding overly heated conditions, the MACD condition as…
This selection method screens for stocks with amplitude above 1 and more than one year since listing, then ranks qualifying names by individual-stock heat and takes the top n. The accompanying rationale is that larger price movement may indicate market…
The proposed stock screen combines three conditions: amplitude above 1, at least one daily gain of 10% or more within the previous 25 trading days, and company scale above 200 million. The text frames these as filters for active price movement, recent…
This stock-selection idea combines a turnover filter, a recent price-limit event, and MACD. It selects shares with turnover between 3% and 12%, at least one limit-up during the previous 25 days, and a MACD value below zero two days earlier. The accompanying…
This post proposes ranking Chinese equities by capital-flow strength while filtering for company scale and repeated limit-up sessions within a recent period. The rationale is that stronger flow may indicate investor attention, larger companies may be more…
This post outlines a Chinese equity screen that combines an amplitude threshold, a proxy for institutional buying, and a recent large daily gain. The intended logic is to find volatile stocks attracting institutional interest that have also shown a strong…
This Chinese-language post describes an equity screen combining a positive MACD reading, upward-moving short-term averages, and a measure intended to capture strong investor control or positioning on the prior day. It presents the conditions as signs of an…