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.
79,386 documents
This stock screen selects companies in the metaverse theme whose institutional-flow measure is above zero and whose 14-period RSI is below 65. The stated rationale combines exposure to a popular sector with a positive institutional signal and a momentum…
This research note studies whether stocks featured on China’s daily price-change leaderboards attract investor attention and how that attention relates to later returns. Using Sogou search index data as an attention proxy, it reports a U-shaped relationship…
This brief VeighNa community exchange answers a practical question about retaining order and execution records. A user reports that increasing a global setting did not make fill information appear in the log. The reply directs them to the main interface’s…
This short-term stock screen targets A-share companies in the metaverse sector that appeared on the Dragon-Tiger trading list the previous day and had a volume ratio between 1.5 and 6. The document presents the conditions as a way to find stocks with…
The document describes a moving average built with four-fold exponential moving average averaging. The indicator displays its latest value as a price label and allows the displayed indicator levels to be rounded to a selected number of digits. The rounding…
The document answers a brief question about counting stocks within each industry group in a quantitative data expression. Its example groups records by the first-level Shenwan industry field and sums a conditional value: one for rows whose amount is…
The document describes an equity screen combining a 14-period RSI below 65, three consecutive down days, and the prior day’s actual turnover between 3% and 28%. It presents these filters as a way to find stocks after a short decline while retaining a minimum…
This account describes applying the Campisi model to attribute pure bond fund returns using portfolio holdings and a benchmark. It separates total and excess returns into four effects: coupon income, government-bond yield changes, credit-spread changes, and…
This Chinese A-share screening proposal looks for stocks with daily MACD above zero and weekly MACD above zero, then ranks eligible names by a market-attention measure. The selection is intended to run after the weekly close. Its accompanying example…
This proposed Chinese A-share screen selects companies in the metaverse industry with a circulating share count no greater than 5.5 billion and a positive institutional net-buy rate over the previous month. The article describes institutional buying as a…
A brief VeighNa forum exchange addresses how to calculate daily moving averages, such as a five-day average crossing above a twenty-day average, when a strategy works with intraday data. The suggested approach is to aggregate that data into daily bars and…
This A-share stock screen combines a turnover band with two signals of institutional activity: appearance on the prior day’s top-ten trading list and reported institutional holdings or buying. The stated selection rule uses turnover from 3% to 12%, a…
This A-share screening idea combines price movement, a short-term reversal pattern, and institutional ownership. It describes filtering for an amplitude threshold above 1, a Morning Star-like signal, and evidence of institutional buying. The indicator…
This A-share stock screen combines daily turnover, a rising DEA signal, and circulating market capitalization. It seeks stocks with turnover between 3% and 12%, capitalization between 5 billion and 10 billion yuan, and an upward-moving DEA measure. The…
This indicator draws median Renko box boundaries on a price chart. Like conventional Renko construction, it is independent of elapsed time: the displayed upper and lower prices remain in place until price moves far enough to trigger a new box. The box size…
This post proposes a Chinese stock screen combining membership in the metaverse theme, an upward-moving 30-day moving average, and a rounded price pattern. It presents the pattern as a way to describe recent price structure and includes sample indicator…
This post describes a Chinese A-share stock screen using a turnover-rate range of 3% to 12%, excluding Beijing-listed shares, and requiring at least two limit-up days within the previous 500 trading days. It frames limit-up events as a possible signal of…
This Chinese-market stock screen combines price movement, company profitability, market capitalization, and opening-auction buying activity. It selects shares with amplitude above 1, market capitalization within the stated 10-billion limit, positive net…
This stock-selection rule combines three filters: amplitude above 1, a daily maximum decline between 4% and 5%, and a daily MACD value above zero. The stated rationale is to look for shares with notable price movement that have also retained a positive…
This document describes a chart-based tool for viewing current, minimum, and maximum spreads across instruments available in a broker’s market watch. It is intended to help traders check account-specific spread conditions and identify periods of unusually…
This Chinese stock-screening proposal combines a minimum daily amplitude, three consecutive limit-up closes on the previous day, and evidence of a limit-up within the prior 25 trading days. The refined criteria raise the amplitude threshold to 1.5% and…
Gaus_MA is a moving-average indicator that modifies a linearly weighted moving-average approach. Instead of using ordinary linear smoothing coefficients, it calculates the weights with a radial basis function, specifically a Gaussian function. The document…
This tool description covers a chart indicator that identifies upward, or bullish, and downward, or bearish, pinbars. Users can adjust parameters that define pinbar structure and detection logic, then display detected patterns as colored arrows. It also…
This Chinese A-share screening idea combines membership in a metaverse-related category, a positive return, and a money-flow strength ranking. The article’s final version adds a positive market-capitalization condition. Its example formula compares a 21-day…