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 proposes a Chinese equity screen combining price amplitude above one, a shrinking negative MACD histogram on 15-minute bars, and a nonempty name for an outstanding convertible bond. It interprets the amplitude as a volatility filter and the…
The document introduces the Stochastic MACD oscillator, described in an article by Vitali Apirine in a 2019 issue of Technical Analysis of Stocks & Commodities. The indicator combines the stochastic oscillator with MACD and is presented as a momentum…
The document presents a Chinese stock screen using turnover, circulating share capital, and a historical dividend payout ratio. Its initial criteria specify turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and a 2019 payout ratio…
This post describes a daily stock screen using three conditions: MACD above zero, share price below 12 yuan, and a bounded price change. The explanatory text gives the change range as -5% to 2.6%, although the headline abbreviates the condition as a gain…
This Chinese-language post outlines a daily A-share screening rule focused on the metaverse sector. It selects stocks whose indicated gain by 9:25 is below 6%, ranks eligible names by the current day's auction amount, and keeps the top five. The post…
This stock-selection rule screens companies classified in the metaverse industry, requires the prior day’s actual turnover rate to fall between 3% and 28%, and looks for a weekly close crossing above its 30-week moving average. The rationale is that the…
This 2020 investment analysis argues that Hong Kong equities looked attractive after the Hang Seng Index’s price-to-book ratio fell below one during the pandemic selloff. It compares prior episodes of the index falling below or nearing book value and reports…
The discussion explains that a supervised model learns from factors paired with labels, where a label defines the target. For stock selection, the target might be future returns over a chosen horizon. The model and label together determine what predictions…
This post proposes an A-share screen using RSI below 65, three consecutive down sessions, and a prior-day “main force control” condition. Its examples approximate the last condition with volume above a moving average and a rolling count of such events. The…
This post describes an A-share stock screen combining turnover between 3% and 12%, a K value below 20, and a current close above the previous session’s low. It presents the conditions as a way to identify stocks with potential for short-term gains, then…
This document outlines a Chinese A-share stock screen for main-board listings. It keeps stocks whose turnover is between 3% and 12%, whose circulating market value is between 5 billion and 10 billion yuan, and whose weekly MACD is above zero. The conditions…
The document describes a Chinese A-share screening rule for main-board stocks. It selects shares with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and weekly MACD above zero. It explains that the screen…
The document describes a Chinese equity screening idea that combines a large daily range, a prior-day opening auction price at the limit-down level, and a rising-bottom condition. Its final version adds a price-to-earnings threshold and volume above the…
This study examines how exposure to international trade relates to US stock returns. It uses industry transportation costs as a measure of globalization exposure, sorting stocks into portfolios and comparing their excess returns. The reported evidence…
This proposed equity screen selects stocks with turnover between 3% and 12%, a listing year of 2021, and a dividend ratio above 25% for 2019. The article presents these as activity, company-age, and historical payout filters. It cautions that relying on a…
This stock screening proposal ranks candidates by relative volume, which the source describes as a proxy for capital activity, and filters for turnover above 8% on the prior day. It also keeps stocks whose price change at 9:25 is below 6%, aiming to avoid…
The document answers whether a factor can be neutralized for both market capitalization and industry exposure. It recommends including market capitalization as a continuous explanatory variable and industry membership as dummy variables in the same…
This event study examines how Chinese A-share prices behave around formal earnings reports, especially when companies previously issued earnings forecasts. It compares reported results with forecast ranges and groups companies by forecast category or by the…
This article proposes a Chinese equity screen combining price movement and fundamental filters. Its initial conditions look for stocks with intraday amplitude above one, a positive weekly MACD bar, and a daily low roughly 4% to 5% below the prior low. The…
This technical screen seeks stocks with a 14-period RSI below 65, three consecutive down sessions, and a daily high-low range above 1% of the previous close. The accompanying formula and sample code also add conditions for a price decline greater than 2% and…
This Chinese A-share screen combines membership in a metaverse sector with turnover above 8% on the prior day and a three-session limit-up pattern. The article presents the sequence as a way to focus on a hot theme and stocks attracting unusually strong…
The screen selects Chinese shares with turnover between 3% and 12%, then requires the product of the daily price change and the net amount attributed to very large orders to be positive. It ranks qualifying stocks by opening auction value and keeps the top…
This report applies behavioral finance to equity factor research, using the disposition effect and prospect theory to explain how investors' risk preferences may differ depending on whether they hold gains or losses. It constructs a capital gains overhang…
This Chinese equity screen combines a price-amplitude condition, the presence of an outstanding convertible bond, and a positive arc-shaped technical indicator. The accompanying formula also applies a market-capitalization threshold and filters out certain…