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 community post outlines a China A-share stock screen that excludes Beijing-listed companies and selects stocks with turnover between 3% and 12% and a positive but limited recent price gain. It then proposes refining the candidates using net profit…
The document reviews research on whether investor sentiment helps explain stock return anomalies or appears predictive because of spurious regression. Persistent predictors can seem to forecast returns in finite samples when expected returns also vary over…
This Chinese-language post describes an A-share screening idea that combines daily turnover between 3% and 12%, a newly formed KDJ bullish crossover, and a company-type filter. It frames turnover as a liquidity condition and the KDJ signal as a short-term…
This research summary examines high-frequency equity factors built from minute bars, tick data, and transaction-level records. The factors capture intraday skewness, downside volatility, reversals, late-session trading, price-volume relationships,…
This proposed Chinese equity selection rule screens for stocks with turnover between 3% and 12%, then requires the product of the day’s percentage price change and net buying flow attributed to very large orders to be positive. Eligible stocks are ranked by…
This brief exchange explains how to exclude Beijing Stock Exchange listings when labeling Chinese A-share stocks with a default template. It recommends using an A-share filtering module or adding a custom Python filter to the workflow. The suggested…
This stock-selection screen filters for turnover between 3% and 12%, circulating market capitalization between 1 and 55 in the stated units, and at least one daily gain of 10% or more during the previous 25 trading days. The post gives both a formula-style…
The proposed equity screen selects stocks with RSI below 65, seven consecutive down sessions, and a 20 day moving average above the 120 day average. The combination looks for a recent pullback within a longer-term upward trend, using the RSI threshold as an…
The document presents a Chinese stock selection rule combining daily amplitude above 1, a morning-star pattern, and weekly MACD above zero. Its indicator examples add moving-average ordering and other price, volume, and size conditions. The intended…
This research summary explains a dynamic firm model in which companies can expand or shrink their operating scale, but face adjustment costs. Expansion and contraction options alter exposure to productivity shocks: the ability to reduce scale can buffer…
The document describes a Chinese equity screen requiring a position increase above 5%, evidence of large-investor control on the prior day, and a gain below 6% at 9:25. Its rationale is that rising holdings may indicate inflows, institutional ownership may…
The article describes an intraday pairs strategy for SPY and IWM, using one-minute bars from April 2007 through February 2014. It aligns timestamps, estimates a rolling regression hedge ratio, forms a price spread, and converts that spread to a z-score. The…
This stock screen combines three filters: a daily price range above a stated threshold, the closing price above its five-day moving average, and a dividend payout ratio above 25% for 2019. The article presents the range condition as a way to find stocks…
This stock-selection idea filters for companies in the metaverse industry, then looks for a rising five-day moving average and a potential start of a strong advance. The proposed rules combine an industry classification with price and volume conditions,…
This Chinese equity screening idea combines three signals: today’s position increase share above 5%, the product of daily return and net large-order volume above 0.5, and a shortening MACD histogram green bar on a 15-minute chart. The document interprets the…
The report treats corporate events as equity style factors and evaluates them within a multi-factor research framework. It describes differences in event prevalence across industries and relationships between event factors: private placements and dividends…
The strategy selects stocks in the metaverse industry that recorded a limit-up within the prior 25 days and have turnover between 3% and 12%. It calls for screening before 10 a.m. and selecting stocks eligible to trade that day. The cited formula also…
The document outlines an equity screen combining turnover, circulating market capitalization, and a morning star candlestick pattern. Its stated criteria use a turnover range of 3% to 12%, a circulating share count cap of 5.5 billion shares in the headline,…
This Chinese-language article describes a customizable stock-selection strategy built around five rules, mainly seeking shares that appear oversold and stable, with some rules intended to identify possible rallies. It distinguishes rule-based coding from an…
The post describes an equity screen combining company profitability, market capitalization, and a measure of today’s increase in holdings. Its stated conditions include companies without losses and a buying-activity threshold above 5%. The title refers to…
The document describes a Chinese A-share screening approach for Shenzhen main-board stocks. It selects shares with amplitude above 1, price-to-earnings ratios from 0 to 29.01, price-to-book ratios from 0 to 3.11, market capitalization below 10 billion yuan,…
This A-share stock-selection approach combines an earnings-surprise proxy with the price response to earnings news. Instead of comparing reported profit with a numerical consensus estimate, it analyzes analyst research-report titles for wording that signals…
This strategy selects the ten lowest-priced eligible stocks within the SSE 50 universe, excluding special-treatment, suspended, and delisted stocks. It allows each holding to remain open for up to twenty days and sells a stock if its decline exceeds eight…
This A-share screening strategy combines daily price and trading activity conditions with a weekly trend signal. It selects stocks whose amplitude exceeds the stated threshold, whose prior-day turnover rate multiplied by the ratio of today’s opening-auction…