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
The document describes a Chinese equity screen combining daily price range, recent returns, market capitalization, and profitability. It looks for stocks with a range above 1%, positive but below 35% returns over ten days, market value below 10 billion yuan,…
The document outlines a small public-data pipeline that maps a stock ticker to a Central Index Key, retrieves the company's recent SEC submissions, and filters for 10-K, 10-Q, and 8-K filings. It explains that the submissions endpoint stores recent filing…
This Chinese-language post describes an equity screening rule that combines price amplitude above a threshold, an upward relationship among current price and five-day moving-average values, and a prior-day actual turnover range of 3% to 28%. The stated…
The document proposes screening stocks for a positive MACD condition, a closing price below 12 yuan, and a company-quality criterion. It describes running the screen before 10 a.m. on each trading day. The intended combination is a momentum signal, a price…
The document describes a stock-selection screen that ranks shares by relative volume, keeps those with previous-day turnover above 8%, and requires the 20-day moving average to exceed the 120-day moving average. It interprets relative volume as a proxy for…
The proposed stock screen targets A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then seeks stocks showing simultaneous bullish signals from three technical indicators, with MACD,…
This Chinese stock-selection example combines three filters: daily price amplitude above a threshold, prior-day actual turnover within a stated band, and circulating share capital capped at a stated size. The accompanying rationale is that smaller floats may…
This forum exchange explains a common execution issue in daily-bar backtests. A trader submits a sell order using the current bar’s closing price, but the order is evaluated for execution on the following day. Since the next opening price may differ from the…
This proposed Chinese stock screen selects shares with turnover between 3% and 12%, amplitude above 1%, and outside trading volume more than 1.3 times inside volume. The rationale is to combine a trading-activity range with price movement and an order-flow…
This stock-screening proposal combines a daily amplitude threshold above 1% with an afternoon large-order net-inflow condition and a company classification such as industry or region. The document frames the screen as mixing technical and company-related…
This Chinese-language post describes a rules-based screen for mainland Chinese stocks. It selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and looks for at least two limit-up events within a 500-day…
The tutorial presents a deep reinforcement learning workflow for trading a portfolio of Dow 30 stocks. It frames trading as a Markov decision process: the agent observes prices and engineered features, including MACD and RSI, then outputs per-stock actions…
This Chinese stock selection post describes screening for companies associated with the metaverse theme, with previous-session actual turnover between 3% and 28% and a closing price of exactly 18.5 yuan. It provides corresponding indicator conditions and a…
This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a volume condition based on the prior day's turnover and the relationship between current auction volume and prior volume. The post presents the…
This report summarizes stock-selection results for several machine-learning models across broad Chinese equity universes and constituent groups tied to the CSI 300, CSI 500, and CSI 800. It compares weekly, recent-month, and 2018-to-date excess returns, and…
This brief forum entry addresses an SQL error encountered while trying to neutralize a rolling turnover measure against total market capitalization. It points readers toward a regression-residual function as an alternative to a direct neutralization call.…
This proposed A-share stock screen combines turnover between 3% and 12%, a market capitalization ceiling of 10 billion yuan, nonnegative earnings, and a rounded or arc-shaped price pattern. The article frames the shape criterion as a technical selection…
This brief Q&A explains why neutralizing individual factors for market capitalization does not guarantee that a trained stock-selection model will have no size exposure. After neutralization, linear groupings of the factor may contain both large- and…
This Chinese-language post describes an equity screen combining three conditions: daily amplitude above a threshold, a prior-day proxy for major-player control based on price relative to its five-day average, and at least one limit-up event during the past…
This document describes an A-share stock screen combining current turnover, the ratio of buy-initiated to sell-initiated volume, and a history of limit-up moves. Its stated selection criteria are turnover between 3% and 12%, an external-to-internal volume…
The strategy combines model-based stock ranking with trend and timing filters for a selected universe of China A-shares. The author describes ranking stocks by predicted prospects, then screening for recent relative strength, liquidity, large-order money…
The document outlines a Chinese-equity screening idea using three conditions: daily price amplitude above a threshold, high trading activity, and the 20-day moving average above the 120-day average. Its accompanying examples operationalize activity with…
This community post describes an equity screening rule combining an amplitude threshold, a rounded price pattern, and a prior closing price below a stated cutoff. It interprets the range and rounded-shape conditions as ways to find stocks with active but…
This Chinese research note proposes using capital flow ratios within style-factor portfolios to guide style rotation. It argues that raw inflow and outflow totals mostly move alongside prices, while flows measured against trading value or by…