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
The document describes an equity screen combining at least five overlapping moving averages, positive earnings, and a market capitalization capped at 10 billion yuan. Its proposed expanded rules also require five consecutive profitable quarters, a…
This Chinese-language article describes an equity selection approach that sorts by capital strength, using measures such as turnover and volume ratio, while filtering for companies with market capitalization at or below 10 billion yuan, no losses, and a…
This Chinese-language article outlines an equity screen requiring MACD to be above zero, price-to-earnings ratio to be positive, and the MACD signal line, DEA, to be rising. It interprets these conditions as combining a bullish technical state, a positive…
The document describes a stock screen restricted to the metaverse industry. It selects shares whose closing price is above the five-day moving average and whose opening price lies within a band around the ten-day moving average. The stated intent is to…
The document outlines an intraday SPY strategy that buys after price dips at least 0.15% below VWAP and then returns above it. A research agent checks minute bars hourly beginning at 10:00 ET, while a trading agent enters when the bounce is identified and no…
The document describes a Chinese mainland stock screen combining three conditions: turnover between 3% and 12%, a daily gain above 1%, and large plus extra-large buy volume in the auction above the stated threshold. It presents the screen as a way to seek…
The response explains how to reference the current close alongside earlier close values in a BigQuant factor expression. It constructs a series of conditional comparisons: for each of several prior indexed closes, it checks whether the current close is lower…
The document describes a Chinese equity screen for companies classified in the metaverse sector. It selects stocks with a positive return and turnover between 2% and 9%, aiming to favor shares with some trading activity while avoiding very high or very low…
The document describes a Chinese stock selection rule combining a MACD condition, a recent high, and a dividend-related filter. Its stated formula looks for MACD above zero, the current high matching the highest high over two days, and a 2019 dividend ratio…
This document outlines a short-term stock screen for Chinese equities. It combines daily price amplitude above 1%, market capitalization below 10 billion yuan, positive earnings, and a low KDJ reading (K at or below 20) intended to identify stocks near a…
This screen selects stocks with turnover between 3% and 12%, three consecutive declining closes, current volume above 10,000 lots, and an opening price above the previous close. The article presents these filters as a combination of price action, trading…
This stock-screening idea ranks candidates by capital-flow strength and filters for two price-history conditions: at least one limit-up event during the previous 25 days and at least two during the previous 500 days. The article frames recent and longer-term…
This article introduces Bollinger Bands as a volatility-based technical indicator built around a moving average. It describes the middle band as an N-day average of closing prices and the upper and lower bands as that average plus or minus a multiple of the…
The post presents a stock-screening idea that combines a morning star candlestick pattern, associated with a possible bullish reversal, with a shrinking MACD histogram on a 15-minute chart. It describes using both conditions to identify candidate buy signals…
The document explains factors as measurable characteristics of assets that can serve as inputs to quantitative models and investment strategies. It outlines four common feature-engineering steps: cleaning missing or erroneous observations, standardizing…
The document describes a stock screen combining recent buying activity, the ratio of actively bought to actively sold volume, and a historical dividend payout measure. Its main text specifies a buying-activity share above 5%, an outside-to-inside volume…
This report examines the small-cap premium in China’s A-share market and a model for timing shifts between small- and large-cap stocks. It measures the premium through small-cap stocks’ monthly excess return over large caps, and reports that the historical…
The report combines cross-sectional equity factors with a set of three macro cycle indicators in a random forest model. The cycle features act as market state signals, allowing the model to apply different stock-selection logic across conditions. The authors…
The document proposes a Chinese stock screen that pairs a 14-period RSI below 65 with year-over-year net profit growth above 20% and no more than 100%, plus a return on equity above 15% over five years. It presents the conditions as a way to combine a…
This example describes an AI-assisted value-investing workflow inspired by Warren Buffett’s public approach. One agent reviews filings and assesses business quality, cash generation, balance-sheet strength, and durability. A second challenges the valuation…
The document presents a Chinese equity screening idea combining daily price range, a recent three-session limit-up streak, and a rising DEA trend indicator. Its stated rationale is that a large range identifies active stocks, a sequence of limit-ups signals…
This research summary presents a framework for replicating the returns of an index, fund, or individual stock with a selected set of holdings. It first applies LASSO regression to choose securities that capture the target portfolio’s characteristics, then…
The article proposes a recovery approach for a losing equity position that avoids adding shares while price is still falling. It advises waiting for a low-price consolidation and a volume increase as signs that selling pressure may have eased, then using…
The document introduces Smart Beta as index investing that uses rules other than market-cap weighting to increase exposure to selected risk factors. It presents the approach as a middle ground between active and passive investing, with the potential to build…