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.
79,386 documents
This Chinese stock-selection note describes a screen that ranks companies by descending capital strength, limits turnover to a band above 2% and below 9%, and selects firms with market capitalization under 10 billion yuan that are not loss-making. It…
The document describes an Average Daily Range indicator that uses historical price data to estimate a typical daily range. It compares the current day’s movement with that average and displays how much of the expected range has already been covered,…
The note describes a variation on the TRIX oscillator that uses a linear regression value as its signal line. It refers to an earlier argument that this approach may be preferable to using the oscillator’s slope, then presents the variation without…
This stock-selection example combines a historical dividend payout filter with a liquidity screen. It selects shares whose 2019 dividend payout ratio exceeded 25% and whose prior-day turnover was above 60 million, then ranks candidates by a stated measure of…
This note proposes a simple screen for Chinese stocks associated with the metaverse theme. It selects companies with a circulating share count no greater than 5.5 billion and a share price around 18.5 yuan; the sample code uses a price interval from 18 to 19…
This Chinese equity screening idea combines a daily price range filter, a history of limit-up moves, and year-over-year earnings-per-share growth. It seeks stocks with an amplitude above one percent, at least two qualifying limit-up events within the…
This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…
This note describes a Chinese equity screen for stocks associated with the metaverse theme. It combines positive institutional activity with a ranking by capital strength, which the article also describes as selecting larger stocks. The proposed process…
This document presents a stock-selection idea that combines membership in the metaverse theme with a rising 30-day moving average and a positive weekly-price condition. It frames the combination as a way to find equities with recent strength and an upward…
This tutorial describes assembling a matrix of daily closing prices for Hong Kong stocks using BigQuant data sources and pandas. It first retrieves unique instrument identifiers, then loops through them to collect date and close fields over a specified…
This document outlines an equity screen combining a daily high-low range threshold, five consecutive years of return on equity above 15%, and institutional ownership. Its refined rule translates the institutional buying idea into a minimum holding of 100,000…
The document describes a Chinese stock selection approach that targets companies associated with the metaverse, requires a positive institutional-flow measure, and excludes stocks described as having hit the daily price limit on the prior day. The proposed…
This Chinese equities selection rule screens for turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and a positive weekly price bar. The document presents these filters as a way to focus on actively traded stocks…
The document describes a Chinese equities screen using turnover between 3% and 12%, a positive product of price change and net large-order flow, and a limit on tradable shares. It frames these filters as a way to combine trading activity, capital flows,…
This overview explains Williams’ Percent Range, a momentum indicator used to identify potentially overbought or oversold conditions. It describes the indicator’s inverted scale relative to the Stochastic Oscillator: readings near the lower end of the scale…
This example implements a daily mean-reversion strategy for a Shanghai Futures Exchange gold contract. It calculates a Z-score from recent closing prices, enters long when the score falls below a negative entry threshold and short when it rises above a…
This note proposes selecting Chinese stocks in the metaverse theme that appeared on the prior day’s Dragon and Tiger List and had an amplitude greater than 1. It frames the thematic classification, unusual market attention, and price range as clues about…
This note describes a Chinese A-share screening idea that combines three conditions: at least five moving averages converge, the stock ranks by large-order net volume, and its 9:25 quoted gain is below 6%. The author interprets these as signs of price…
This Chinese equity screen selects stocks associated with the metaverse concept, requires the 30-day moving average to be rising, and looks for seven consecutive down sessions. The proposed interpretation is that a favorable medium-term trend may coexist…
This stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and previous-day opening-auction turnover above 0.26. The rationale is to find shares with meaningful price movement, improving…
This document presents a simplified ZigZag indicator design that tracks alternating price highs and lows without arrays. It maintains the current extreme, then confirms a reversal after price moves away from that extreme by a configurable threshold. The…
This market recap reviews BTC and ETH options conditions during a week when spot prices drifted lower and realized volatility eased. Implied volatility also declined, but less than realized volatility, which the author says returned volatility carry to…
This document outlines an Expert Advisor that trades signals from the PChannel_System indicator. A signal occurs at bar close when a colored bar appears after a preceding bar with the opposite color or no color. The description gives the signal condition,…
This document describes a chart indicator for marking the opening and closing times of major global markets, intended to help short-term traders view session boundaries alongside price action. It covers built-in and custom sessions, per-market time…