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 Chinese stock-screening post proposes selecting A-shares with at least five converging moving averages, a limit-up day within the prior 25 days, and a 9:25 auction gain below 6%. It presents the combination as a way to find stocks with aligned trends…
This BigQuant framework describes a workflow for computing and evaluating minute-frequency stock factors. Researchers define factors in SQL against a specialized derived minute-bar table, assign an output table name, and run the program to calculate and…
This short-term stock screen selects shares when MACD is above zero, short-term moving averages are rising or spreading upward, and the latest price change lies between -5% and 2.6%. The article describes the conditions as a way to combine price trend…
This document is a brief outline of a presentation on machine learning in finance. It names four application areas: Lasso regression for commodity futures price prediction, decision trees for detecting possible financial fraud, logistic regression for…
This tutorial offers practical advice for getting more useful answers from the SuperMind assistant when asking trading and coding questions. It recommends stating the task clearly, providing relevant data formats and context, using precise terminology, and…
This stock-selection method combines price range, weekly MACD, and a moving-average crossover. It first looks for stocks with an amplitude above 1, a positive weekly MACD histogram, and a weekly close crossing above its 30-week moving average. The article…
This stock selection post describes a technical screen for main board shares. It combines an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a current session gain greater than 1%. The proposed interpretation is…
This Chinese community post describes a basic stock screen for shares whose codes begin with 60. It combines a daily high to low range threshold with a previous day turnover ratio between 3% and 28%. The post presents the conditions as a way to find stocks…
The document describes a simple Chinese equity screening rule. It selects stocks with a daily high-low range of at least one percent, turnover above two percent but below nine percent, and prior-day trading value above sixty million. The stated rationale is…
The document introduces fund-of-funds structures and distinguishes four types according to whether the parent and underlying funds are actively or passively managed. It focuses on an actively managed parent investing in passive sector ETFs, and describes an…
This stock-selection proposal combines a turnover-rate range of 3% to 12%, a 2021 listing year, and a weekly bullish-bar condition. The article explains the weekly condition using K and D readings above 50, a rising K value, and a positive MACD histogram…
The proposed Chinese stock screen selects shares with an amplitude above 1, MACD above its zero line, and an indicator interpreted as main-fund control on the previous day. The text treats larger amplitude as a sign of volatility, positive MACD as a buy…
This stock screen combines intraday price range, recent turnover, large-order activity, and relative strength. It first selects stocks with an amplitude measure above 1 and previous-day actual turnover from 3% to 28%, then ranks large-order net activity and…
This stock-selection method screens Chinese A-shares for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and positive net trading by institutional seats. The example formula also excludes certain market and status categories…
This stock-screening rule selects shares with amplitude above 1, rising or diverging moving averages, and turnover above 2% but below 9%. The article frames amplitude and moving-average behavior as technical filters, while the turnover range is intended to…
This stock screen combines price range, turnover, and large-order net flow. It selects shares with an amplitude above 1, turnover between 2% and 9%, and large-order net flow above 0.05 over three consecutive days. The rationale is that range and turnover…
This Chinese stock screening example selects companies classified in the metaverse theme when the five-day moving average is rising and turnover falls between 3% and 12%. It frames the moving-average condition as a sign of upward price movement and the…
This proposed Chinese stock screen excludes Beijing-listed A-shares, requires the 30-day moving average to be rising, and looks for at least five moving averages to converge. The post presents moving-average alignment as a way to identify a visible bullish…
This stock-selection idea combines three filters: daily turnover between 3% and 12%, appearance on the previous day’s broker trading list, and 2021 revenue more than 10% above 2018 revenue. The post frames the conditions as a way to find moderately active…
The proposed stock screen combines three filters: membership in the metaverse theme, a positive institutional-flow reading, and a stated intraday loss range of roughly four to five percent. The article frames the decline filter as a way to find stocks that…
This indicator identifies intraday support and resistance from rolling lows and highs. It checks whether an extreme remains unchanged across a confirmation lookback, then smooths repeated values and records levels that persist across consecutive bars. A…
This Chinese equity screening idea combines daily price range, a positive weekly MACD reading, and an upward-sloping 30-day moving average. The article’s final version adds a valuation filter, stating that the price-to-book ratio should fall within a…
The document describes a ProRealCode indicator that smooths price inputs before calculating Heikin-Ashi open, high, low, and close values. A second set of configurable averages smooths those derived candle values. The indicator can either draw the smoothed…
The document outlines a Chinese-equity screening idea that selects stocks classified in the metaverse theme, requires a positive recent price return, and applies a threshold to a 2019 dividend-related measure. It presents the screen in both a platform…