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 document describes a Chinese stock-selection screen combining price movement, opening-auction behavior, trading activity, and a short-term trend condition. Its stated criteria include an amplitude threshold, a 9:25 price rise cap, and prior-day auction…
This document explains how to validate a company’s SEC submissions response before using it in an incremental filing dataset. It distinguishes the recent filings arrays from historical filing shards and recommends preserving the raw response, its hash,…
This stock screen combines three filters: daily trading amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and circulating market capitalization between 5 billion and 10 billion yuan. The article presents the…
The article describes a China-focused stock-selection screen for the metaverse theme. It combines membership in the metaverse sector with an opening gain below 6% at 9:25 and a condition described as a three-limit-up streak on the previous day. It provides…
This proposed Chinese equity screen combines price stability, trading activity, and dividend history. It looks for stocks whose 5-, 10-, 20-, 60-, and 120-day moving averages converge, yesterday’s turnover exceeds 8%, and the 2019 dividend payout ratio is…
This proposed stock screen combines a 14-period RSI below 65 with a tradable market value between 50 and 100 billion yuan and a circulating share count no greater than 5.5 billion. The accompanying example calculates RSI from recent average gains and losses,…
This Chinese A-share screening recipe combines three filters: RSI below 65, the ratio of external to internal trading volume above 1.3, and prior-day actual turnover between 3% and 28%. The article presents these as measures of technical condition, trading…
This stock selection example screens companies in the metaverse industry using three simultaneous bullish crossovers: MACD over its signal line, the five-day average over the ten-day average, and the five-day average over the twenty-day average. It further…
This Chinese-language post outlines an equity screen for stocks with daily amplitude above a threshold, a rising-bottom pattern, and seven consecutive declining sessions. It frames the decline streak as a possible oversold condition that could precede a…
This Chinese-language post describes an equity screening rule that combines membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and a lagged MACD condition. The intended rationale is to focus on…
This document describes a Chinese equity screening rule that combines a turnover rate between 3% and 12%, outside volume more than 1.3 times inside volume, and a recent high matching the stock’s historical high. Its accompanying Python example adds a…
This Chinese equity screening example selects stocks using daily amplitude, a measure labeled today's controlling share change, and circulating market capitalization. It then expands the screen with positive price-to-earnings below a stated ceiling and a…
This stock-selection rule combines a positive MACD condition, an upward-moving average condition, and a filter on the prior day's actual turnover. The document explains these as trend and liquidity cues, then provides indicator formulas and a Python example…
This forum post asks how to migrate several legacy factors from an earlier version of a quantitative research platform into a newer one. The expressions cover an industry-grouped beta adjustment, a rolling correlation between log volume and absolute returns,…
This A-share screening idea combines a turnover filter with a newly formed KDJ golden cross and an RSI ceiling. Its stated rationale is to exclude shares with very low or unusually high activity, look for a possible trend turning point, and avoid stocks…
This Chinese research note explores bull-bear indicators in three equity applications: timing broad indices, rotating among industries, and setting index constituent exposure. For direct index timing, it adapts the dual moving average idea by comparing…
The document describes a short-term A-share stock screen based on trading activity and recent price strength. Its stated conditions are intraday amplitude above a threshold, current volume above a threshold, an opening price above the prior close, and at…
This research summary explains how alpha factors can be represented by factor-mimicking portfolios (FMPs) under a stock covariance model, and how linear combinations of factors correspond to combinations of their mimicking portfolios. It frames factor…
The article proposes a discretionary momentum framework for Chinese A-shares. It starts with stocks that have recently hit the daily price limit or shown unusual activity, then recommends tracking them in a watchlist and excluding names without a recent…
This post describes an equity screen requiring daily amplitude above one percent, an opening price near the 10-day moving average, and the prior closing price above the 250-day moving average. Its rationale combines short-term movement, an opening near a…
This stock-selection post screens equities in the metaverse theme, requiring a positive price-to-earnings ratio and a price-change condition below six percent at 9:25. It presents the sector filter as a way to focus on a popular theme and positive P/E as a…
This Chinese-language strategy post proposes screening equities with three conditions: RSI below 65, best bid volume greater than best ask volume, and a shrinking negative MACD histogram on a 15-minute interval. The intended interpretation is that buying…
The document describes a Chinese equities screening rule: keep stocks with turnover between 3% and 12%, require first-level bid volume to exceed first-level ask volume, rank candidates by the day's auction amount, and select the top five. It presents the…
The document outlines a Chinese equity screening approach that combines price movement, trading activity, opening price, and a rising KDJ K value. It aims to find stocks showing notable intraday movement and volume alongside a short-term technical signal. A…