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-screening note describes ranking equities by capital strength and market popularity, then selecting those that recorded at least two limit-up sessions within a 500-day lookback. It treats these measures as signs of investor attention and stock…
This research summary tests stock-selection signals derived from candlestick upper and lower shadows, then compares them with shadow measures based on the Williams indicator. The reported results distinguish the two approaches: candlestick upper-shadow…
This stock-selection rule builds a candidate pool from shares with daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and a product of price change and a large-order flow measure above a threshold. The accompanying rationale…
The document outlines a stock-selection screen for Chinese equities in the metaverse theme. It filters for stocks associated with that industry, requires a positive institutional-flow measure, and ranks eligible names by a market-heat proxy in descending…
The document introduces the standard form of an equity multi-factor model: stock returns are represented as a linear combination of factor returns, plus a residual component that the factors do not explain. It also notes that a portfolio’s return can be…
The article describes a Chinese stock screen combining daily amplitude above 1%, current volume above 10,000 lots, an opening price above the prior close, and a rising 30-day moving average. The stated aim is to find shares with notable price movement and…
The document describes a Chinese mainland stock screen that selects main-board shares with daily amplitude above 1%, excludes shares that closed at the upper price limit on the previous trading day, and requires a gain above 1% on the current day. Its stated…
The document describes a stock screen that selects shares with daily amplitude above a threshold, at least three years since listing, and exclusion from China’s STAR Market. It presents amplitude as a proxy for trading attention and the listing-age filter as…
The proposed stock screen selects shares with an intraday high-low range greater than one percent of the prior close, requires MACD to cross above its zero line, and ranks qualifying names by a popularity measure. The author interprets the range condition as…
This event outline introduces advanced FinRL development topics, including the FinRL-Tutorials project, reinforcement-learning portfolio allocation, stock trading in China’s A-share market, and ensemble strategies. It distinguishes portfolio allocation from…
The document proposes a stock screen using daily price movement, a K-line threshold, and turnover as a proxy for trading activity. It describes the intended combination as seeking stocks with noticeable movement, an oversold reading, and moderate market…
The document describes a stock selection strategy that combines a positive MACD reading with a favorable company classification and a weekly five-period moving average crossing above the ten-period average. It presents the crossover as a way to focus on a…
This Chinese equity screen combines three technical conditions: daily amplitude above 1%, a rounded price pattern, and an increase in the KDJ indicator’s K value. The post interprets the range condition as a way to find active shares, the rounded pattern as…
This stock selection method looks for shares with a daily price range above 1%, excludes shares that closed at the limit on the previous day, and requires the current session’s auction move to fall between -2% and 5%. The post presents the conditions as a…
This study examines equity factors built from changes in analyst forecasts and tests how forecast stability affects their relationship with next-month stock returns. It reports that revision factors are positively associated with subsequent returns, but…
The document proposes screening equities for turnover between 3% and 12%, membership in a robotics theme, circulating market capitalization below 10 billion, and a closing price of 18.5 yuan. It also describes sorting qualifying shares by popularity. The…
The document describes a daily screen for Shenzhen main-board stocks using amplitude above 1, the top five by auction amount, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It presents these filters as a way to find…
This post proposes screening stocks for turnover between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and positive net buying by major participants during the auction. The filters aim to combine trading activity, buy-versus-sell volume,…
This post describes a Chinese equity screen combining daily price range, five consecutive years of return on equity above 15%, and a circulating market capitalization between 5 and 10 billion yuan. Its proposed refinement adds a price-to-book ceiling of 3.…
This post outlines a monthly small-cap stock strategy. On the first trading day of each month, it excludes ST-designated stocks and listings on the STAR Market and Beijing Stock Exchange, then invests equally in the 30 stocks with the smallest market…
This Chinese-language post describes an equity selection rule combining three conditions: RSI below a threshold, current volume above the prior day’s volume, and a positive ten-day return capped at a stated upper bound. The discussion frames the RSI…
This Supermind screening proposal selects Chinese stocks with daily amplitude above 1%, at least two limit-up events within 500 days, and three moving-average conditions involving the 5-, 10-, and 20-day averages. The written rule requires the shorter…
This short indicator note explains how a chart-window version of MACD represents three familiar crossover events directly on the price chart. A red indicator line crossing a price bar corresponds to the MACD line crossing its signal line. A silver line…
This Chinese stock-screening post combines four filters: strong capital-flow readings, exclusion of ST-designated stocks, a “five-limit-up” method, and a 20-day moving average above the 120-day average. It frames these conditions as a way to find stocks with…