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 screen combines a turnover band, three consecutive declining sessions, and positive institutional or large-order net inflow. The stated rationale is that turnover indicates trading activity, while institutional flow may offer a clue about…
This Chinese A-share screening rule combines daily price movement, convertible-bond information, and trading activity. It looks for stocks with at least a 1% absolute daily price change, a nonempty outstanding convertible-bond name, and volume at or above…
This Chinese stock-selection proposal combines a daily amplitude threshold above 1, a 9:25 price rise below 6%, and an auction move between −2% and 5%. Its rationale is to screen for volatility and pre-open price behavior. The post also gives example formula…
The proposed Chinese-stock screen looks for daily amplitude above 1, a morning-star-like candlestick condition, and a 9:25 gain below 6%. The article presents the combination as a way to identify active stocks with a potentially bullish pattern while…
This stock-screening idea combines three conditions: at least five moving averages should converge, the stock’s return should be positive, and its gain at 9:25 should remain below 6%. The article interprets converging averages as a sign of price stability…
This research summary reviews the low-volatility equity factor across overseas markets and mainland Chinese shares. It describes the behavioral explanation that highly volatile stocks may be more vulnerable to speculation and rich valuations, while…
This note describes a Chinese equity screen that seeks stocks with a daily trading range above 1, no prior-day limit-up, and a current-day increase in buying activity above 5%. It frames the activity filter as a way to find stocks attracting institutional…
The document outlines a single-asset strategy based on the average of 30-day and 72-day moving averages. It treats a close below 80% of that average as a deeply discounted condition, then waits for a 5% rebound from the triggering close before buying. For an…
The post shows an example of translating a technical indicator from Tongdaxin syntax to 同花顺 (Tonghuashun) syntax. The original indicator plots three moving averages using configurable periods and places icons at selected points based on the current bar…
The document describes a stock screen that selects shares with a daily high-to-low range above 1%, dates in 2021, and positive large-order net inflows in the afternoon. It presents the range as a way to find more volatile stocks and treats afternoon inflows…
The document describes a Chinese equity screen that selects stocks with at least five moving averages overlapping, a circulating share count no greater than 5.5 billion, and a 20-day moving average above the 120-day average. It then proposes sorting…
This proposed A-share screen selects metaverse-theme stocks with prior-day turnover above 8% and a rising DEA value. The note presents turnover as a way to identify actively traded names and the increase in DEA as a possible sign of strengthening direction.…
This A-share screening proposal combines metaverse-theme membership with a close above the previous session's low and a candlestick condition labeled a morning-star signal. It frames the prior-low comparison as a price-strength filter and the candle pattern…
This brief indicator entry identifies LaguerreFilterCloud as an indicator built from two moving averages and associates its design with John Ehlers's work on digital signal processing for stocks and futures. It names Witold Wozniak as the author and…
This Chinese A-share screening note combines three filters: membership in the beverage and alcohol import-export industry, a 14-period RSI below 65, and closing prices above the prior close for three consecutive sessions. It presents the screen as a way to…
The document describes an A-share stock screen that combines price amplitude, an outstanding convertible-bond name field, and valuation filters. It first discusses positive price-to-earnings as a profitability condition, then revises the proposed final…
This stock-selection screen combines a technical condition with an earnings-growth filter. It selects Chinese A-shares whose 14-period RSI is below 65 and whose year-over-year growth in net profit attributable to parent shareholders is above 20% and no more…
This post describes a Chinese equity selection rule that ranks stocks using a proxy for capital participation: yesterday’s turnover multiplied by the ratio of today’s auction volume to yesterday’s volume. It proposes keeping values within a stated band and…
This post outlines a stock screen that selects shares with a price range above a threshold, excludes Beijing-listed A-shares, and requires a positive price-to-earnings ratio. It presents the screen as a way to combine price movement with a basic valuation…
This BigQuant support exchange explains a prediction error associated with missing or infinite values while constructing label bins. It suggests checking whether the target label is absent or contains many missing values. The further diagnosis is that the…
This document describes a Chinese stock screen combining intraday amplitude above 1%, circulating market capitalization above 10 billion yuan, and positive afternoon net inflow from large orders. It presents the combination as a way to identify relatively…
This document outlines a Chinese main-board stock screen focused on the metaverse theme. Its stated conditions combine a positive return, an intraday rise above 1%, and main-board listing; the final selection logic adds net profit growth above 20%. Formula…
This document describes a Chinese A-share screening rule that selects stocks with intraday amplitude above 1%, at least one limit-up day in the prior 25 days, and a positive return on the current day. It presents the conditions as a way to find active stocks…
This Chinese-language post outlines a short-term stock screen combining three conditions: daily amplitude above one, a top-five rank by the day's auction amount, and a subjective “main rise starting” setup. It frames the screen as a way to look for active…