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 post outlines a Chinese equity screen for main-board stocks associated with the metaverse theme. It combines membership in that concept group, positive net buying attributed to major participants during the auction, and a daily price gain above 1%. The…
This Chinese-language post describes an equity screen combining turnover between 3% and 12%, a rising DEA condition, and a price pattern characterized as arc-shaped. The stated rationale is to seek stocks with some trading activity, improving technical…
This post describes a Chinese equity screen for stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and that had at least one daily gain of 10% or more during the prior 25 trading sessions. It frames the past sharp rise as a sign…
This Chinese-language post proposes a stock selection rule based on three conditions: amplitude above 1, a rounded price pattern, and a current daily low below the previous day’s low. It interprets the range condition as a way to find active stocks and the…
This document proposes screening stocks with turnover between 3% and 12%, a positive product of daily price change and large-order net volume, and no limit-up on the prior day. It presents the combination as a way to focus on active stocks where price…
This document describes a China A-share stock screen that selects metaverse-related companies, ranks them by the day’s auction amount, takes the top five, and excludes stocks on the STAR Market. It argues that auction activity can help identify liquid or…
This document outlines a China A-share screening strategy combining recent price range, prior-day appearance on a market trading leaderboard, and a rising moving average. Its rationale is that a larger amplitude may indicate trading opportunities,…
This stock screen combines three filters: membership in the metaverse industry, a positive one-day price return, and return on equity above 15% in each of the previous five years. The document explains that sustained ROE is intended to identify firms with a…
The proposed stock screen selects Shenzhen main-board shares with daily high-to-low amplitude above 1%, at least one limit-up event in the prior 25 days, positive price-to-earnings ratios below 29.01, and positive price-to-book ratios below 3.11. Selected…
This post proposes screening Chinese A-share stocks in the metaverse sector that appeared on the previous day’s Dragon-Tiger list, then ranking them by capital-flow strength. It describes the ranking as a way to focus on names receiving market attention and…
The document reports a question about inconsistent price bases in a Chinese stock strategy backtest. A user compares adjusted closing prices retrieved from a stock factor data table with a position cost price returned after placing an order. The former is…
The post describes a China A-share stock screen focused on the metaverse industry. It selects stocks that had a limit-up within the previous 25 days and whose circulating market capitalization is between 5 billion and 10 billion yuan. The stated routine is…
This Chinese stock-selection rule filters main-board shares by turnover between 3% and 12% and circulating market capitalization between 5 billion and 10 billion yuan. It then looks for five-, ten-, and twenty-day moving averages that are each higher than…
This Chinese-equity screening rule selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day closing-price average, and a current high equal to the highest high across the current and prior day. The document gives formula and…
These release notes describe additions to Zipline’s Pipeline API in version 0.9.0. New datasets expose buyback authorizations and dividend information organized by ex-date, payment date, or announcement date. Related built-in factors measure business days…
This post outlines a Chinese equity screen that selects stocks associated with the metaverse theme when prior session actual turnover falls between 3% and 28%, and previous day auction turnover exceeds 0.26. It interprets the turnover filters as rough…
The report evaluates ten equity valuation measures, including earnings, book, sales, cash flow, dividend, enterprise value, and growth based ratios. It first describes how factor levels vary across industries and company sizes, and how those relationships…
This stock-selection screen targets companies classified in the metaverse theme. It requires the actual turnover rate from two trading days earlier to fall between 3% and 28%, and the prior day’s trading value to exceed 60 million yuan. The document gives…
This strategy forms a dollar-neutral stock portfolio by identifying securities that rank among the strongest or weakest performers over two overlapping six-month return windows. It buys stocks in the top decile in both windows and shorts those in the bottom…
This post presents a Chinese equity screen combining RSI, recent price performance, and a condition called “main rise start.” It selects stocks with RSI below 65, a positive return over the prior 10 days that is less than 35%, and unchanged 30-day…
This post describes a Chinese equity screening rule that combines a technical indicator with company size and historical revenue growth. It selects stocks with RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and 2021…
This article proposes a Chinese stock screen for companies associated with the metaverse, limited to non-STAR Market listings and a circulating share count at or below the stated cap. The accompanying rationale characterizes the screen as a way to focus on…
This article presents a Chinese equity screening rule combining a positive MACD reading, a prior-day close above its 250-day moving average, and company and listing filters. The described selection favors firms classified as having a suitable business…
This Chinese stock-screening proposal selects shares using three conditions: price amplitude above 1, free float no greater than 5.5 billion shares, and circulating market value above 10 billion yuan. The article frames the filters as a way to find volatile…