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-language tutorial introduces the Relative Strength Index as a bounded measure comparing average upward and downward price changes over a lookback period. It presents the standard formula and walks through calculating gains and losses from…
This Chinese-language post describes a stock selection screen combining daily price range, a morning-star-related candlestick condition, and a close above the five-day moving average. Its stated rationale is to find shares with price movement, a possible…
This stock screen selects shares with a large trading range and at least one daily gain of ten percent or more within the prior twenty-five trading days, while excluding codes associated with the STAR Market. The post provides example screening logic in…
The proposed stock screen targets companies classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have weekly MACD above zero. The article presents this as a combination of a recent attention or activity signal and a…
This article explains the theoretical link between beta pricing models, including the Fama-French three-factor model, and stochastic discount factors (SDFs). It distinguishes absolute pricing, which connects asset values to macroeconomic risks, from relative…
This Chinese equity selection approach combines a technical filter with a fundamental growth condition. It looks for stocks with MACD above zero and a rising DEA line, then requires revenue in 2021 to exceed its 2018 level by more than ten percent. The…
The post describes a Chinese equity screen combining a recent increase in fund holdings, a minimum scale threshold, and revenue growth from 2018 to 2021. It presents the revenue ratio threshold as evidence of business growth and treats rising fund…
This document outlines a daily A-share selection rule that filters for a positive MACD reading, then ranks stocks by individual-stock attention and today’s auction amount, retaining the top five. It describes MACD as a short-term trend measure, attention as…
This document describes a Chinese A-share stock screen combining a technical condition, an earnings-growth filter, and price trend checks. The initial version selects stocks with RSI below 65, year-over-year growth in net profit attributable to…
This review summarizes research testing whether small-cap stocks continued to outperform large caps across calendar effects in US equities. The underlying study forms portfolios from the smallest and largest size groups and examines the return spread around…
This post describes a Chinese equity screen combining a metaverse industry classification, a rounded chart pattern, and first-level bid volume exceeding ask volume. It presents the order book comparison as a direct measure of current buying and selling…
The post describes a stock screen that combines three technical conditions: daily high-to-low amplitude above one percent, a newly formed KDJ bullish crossover, and a MACD value below zero two sessions earlier. The author frames the combination as a way to…
This Chinese-language strategy note screens stocks in the beverage and alcohol import-export industry using RSI below 65 and more than two limit-up sessions in a ten-day window. It frames RSI as a technical condition and recent limit-ups as a sign of market…
This Chinese-language note proposes screening Shenzhen main-board stocks using three filters: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and price-to-earnings and price-to-book ranges of 0–29.01 and 0–3.11. The stated…
This example describes an AI trading team modeled on concentrated investing. A quality researcher selects a high-quality large-cap company, an activist bull develops the case for catalysts and value creation, and a short-seller challenges the thesis on…
A BigQuant forum answer addresses why a stock selection strategy’s returns changed from positive to negative after neutralizing and standardizing its inputs. The reply explains that StockRanker uses a tree-based structure and, according to the respondent,…
This post presents a Chinese stock selection screen using three stated filters: today’s increase in position share above 5%, external volume divided by internal volume above 1.3, and at least two limit-up days within the past 500 days. The author interprets…
The document presents a Chinese A-share stock screen combining three conditions: today’s increase in holdings exceeds five percent, institutions are described as buying during a price decline, and the 20-day moving average is above the 120-day moving…
This study examines whether generative adversarial networks can produce realistic multi-asset financial time series. It combines the convolutional architecture of DCGAN with the Wasserstein-distance loss used by WGAN: convolutional layers replace some…
This Chinese stock-selection proposal screens for amplitude above 1, a turnover-based measure between 0.5 and 2, and a K value below 20. The turnover measure is described as yesterday’s turnover rate multiplied by today’s auction volume divided by…
This stock screen combines daily amplitude above 1, simultaneous moving-average crossovers, and a 10-day return greater than zero but below 35%. It presents the crossover condition as a possible sign that a short- or medium-term uptrend is beginning, while…
The article describes joining the makers by placing a limit order at the current bid to buy or at the offer to sell, then waiting for execution. This can suit an investor without immediate time pressure who seeks a better entry or exit price. The investor…
The article explains the common U-shaped intraday volume pattern, with activity elevated near the open and close. It proposes that informed traders may prefer these liquid periods to act on information gathered before the open or to avoid overnight risk,…
This Chinese equity screening idea combines three signals: at least five moving averages converging, appearance on the prior day's trading leaderboard, and a positive return below 35% over ten days. The stated interpretation is that converging averages may…