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 stock selection rule targets companies classified in the metaverse theme that had at least one limit-up day within the prior 25 days and whose codes begin with 60, a Shanghai listing filter. The post frames the recent limit-up as a possible sign of…
The document outlines a stock screen combining at least five overlapping moving averages with a close above the Bollinger middle band and below the upper band. It presents the overlap as a sign that short and medium term trends agree, and the Bollinger…
This post outlines a Chinese equity screen using three conditions: a price-range measure above a threshold, a dividend yield threshold tied to the stated 2019 dividend criterion, and a closing price above the prior day’s low. It presents these filters as a…
This Chinese stock-screening post proposes selecting shares with a price range threshold, positive large-order net volume for at least three consecutive days, and a limit-up event within the previous month. The stated rationale is to combine trading activity…
The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…
XRSI_Histogram_Vol_Direct is described as an indicator that marks the direction of movement in histogram bars with colored icons. Its stated purpose is to make changes in the bars’ direction easier to see while reviewing a chart. The document refers to a…
This stock screen selects shares with turnover between the stated bounds, three consecutive declining sessions, and a condition that scales yesterday’s turnover by the ratio of today’s auction volume to yesterday’s volume. The scaled value must remain within…
This Chinese stock-screening proposal combines four filters: intraday amplitude above a stated threshold, exclusion of special-treatment stocks, a five-part limit-up setup, and evidence of institutional buying. The accompanying example code approximates…
The document outlines a Chinese equities screen that ranks stocks by a capital-strength measure and selects those with net volume above 0.05 for at least three consecutive days, within a stated 2021 time window. It frames the approach around short-term…
The document describes a Chinese stock screen combining four conditions: membership in the metaverse theme, price above the 250-day moving average, current volume above 10,000 lots, and an opening price above the previous close. It presents these rules as a…
A forum question examines whether checking an asset's tradeability during a daily backtest is useful when the resulting order may execute on the following day. The concern is that an asset deemed tradable on the signal date could be suspended by the time the…
The document describes a Chinese equity screening idea that combines daily price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an opening price near the ten-day average. The stated rationale is to find…
This post outlines a Chinese equity screening rule that selects stocks with daily price amplitude above 1%, turnover between 2% and 9%, and positive institutional activity. It presents the screen as a way to combine price movement, trading activity, and an…
This research note describes a method for detecting support and resistance lines in Chinese A-share price data and studying breakout behavior. It defines slope patterns for continuation formations, including triangles, rectangles, flags, and broadening…
This Chinese-language post describes a stock screening rule intended for selections made before 10 a.m. It combines an amplitude threshold above 1, exclusion of ST-designated stocks, a five-session condition requiring closes at or above their five-period…
This stock screen combines three conditions: membership in the metaverse industry, an opening price near the 10-day moving average, and a prior-day appearance on China’s Dragon-Tiger list. The article presents the screen as a way to combine an industry…
This forum exchange addresses two practical questions about factor analysis: how to submit a factor that needs Python processing beyond SQL, and whether factor values must exist for every stock on every trading day. The reply says the SQL field may be left…
This proposed equity screen combines three conditions: a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and a pattern intended to identify rising lows. The idea is to find stocks with a constrained momentum reading, stronger…
The report examines how different types of restricted-share unlocks relate to stock performance before and after the release date. It describes supply pressure from newly tradable shares and anticipatory trading by other market participants as possible…
This equity screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and a listing age above a chosen threshold. The document gives both platform-style selection conditions and a Python outline, with…
This stock screen combines three technical conditions: the 20-day moving average must exceed the 120-day moving average, RSI must be below 65, and the intraday high-low range must exceed 1% of the closing price. Together, these rules aim to find stocks with…
This summary of a Goldman Sachs outlook presents a framework for assessing China’s 2022 equity market across macroeconomic growth, corporate earnings, market cycles, policy, politics, regulation, and valuation. The report expected slower growth amid…
The document outlines a Chinese stock selection rule combining daily price movement, a price threshold, and the return implied by the opening auction. It describes screening for amplitude above 1, a close below 20, and an auction return between -2% and 5%.…
This Chinese equity screen combines a price-range condition, a profitability filter, and an exchange-board exclusion. It proposes selecting stocks with an intraday high-low range above 1, return on equity above 15% in each of the past five years, and…