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 research report examines market timing with breadth measures built from the constituents of the CSI 300. A diffusion indicator estimates the share of index stocks showing positive trends, offering a view of how broadly market direction is shared. The…
This Chinese equity screen selects companies in the beverage and alcohol import-export industry when turnover falls within a specified band and the opening price is near the ten-day moving average of closing prices. The post describes the approach as…
This note describes a stock screen that combines technical conditions with a basic growth measure. It proposes selecting stocks with at least five aligned moving averages, ranking them by net large-order volume, and retaining those whose revenue in 2021 was…
This assignment turns a discretionary idea—finding concentrated holdings in recent hot industries—into a proposed equity research process. It suggests first identifying strong sectors with a sector momentum factor, then ranking stocks within those sectors…
This note presents a simple Chinese equity screen for companies classified in the metaverse industry. It selects stocks above a stated scale threshold that appeared on the previous day's exchange trading list, using industry membership, a financial size…
The document describes a framework for evaluating equity factors and combining selected factors into a portfolio. It estimates factor returns with periodic cross-sectional robust regressions, measures the relationship between factor exposures and subsequent…
This Chinese equity screen selects stocks with daily amplitude above 1, a reversal or engulfing-style price pattern, and circulating market capitalization above 10 billion yuan. The article describes these filters as a mix of technical conditions and a size…
This Chinese equity screening proposal combines a daily amplitude threshold above 1, a top-five rank by the day’s auction amount, and a closing price above its five-day moving average. It interprets large amplitude and strong auction activity as signs of…
This article explains industry rotation in China’s A-share market, describing how economic cycles, policy, fundamentals, and herding can cause leadership to shift across sectors. It outlines a momentum approach that ranks industry indexes by weighted returns…
A VeighNa forum user asks how to keep a displayed value C synchronized with inputs A and B. C is initially calculated as the difference between A and B, but editing either input leaves C at its previous value. The user also wants C to remain editable like…
This Chinese equities strategy looks for stocks with a bullish moving-average stack: the five-day average exceeds the ten-day, then the twenty-day, forty-day, and one-hundred-twenty-day averages. It adds a pullback condition: the day’s low must fall below…
This stock-selection method screens for companies listed in 2021, with turnover between 3% and 12%, and a price shape described as rounded over the previous 20 days. The article frames turnover and listing year as basic filters, then adds a recent…
This stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and a dividend ratio above 25% based on 2019 data. The article presents these filters as a way to combine a technical indicator, order-book…
This post describes a Chinese-equity screening rule that combines membership in the metaverse theme with positive net buying attributed to major participants during the opening auction. It further limits candidates to Shenzhen main-board stocks using…
This article outlines a Chinese stock selection screen using daily price range, market capitalization, profitability, and MACD. The initial rules look for stocks whose high-to-low range exceeds 1%, whose market value is below 10 billion yuan, whose net…
This Chinese-language article describes a mainland China stock screen combining technical and fundamental filters. It selects main-board shares with RSI below 65, a daily gain above 1%, market capitalization below 10 billion yuan, and positive net profit.…
This Chinese equity screening proposal combines trading activity with a past-event filter. It ranks stocks by volume ratio and selects the top 100, treating a higher ratio as a sign of stronger investor attention or fund activity. It also requires stocks to…
This stock selection rule combines four daily conditions: price range relative to the close, at least two limit-up moves within a rolling 500-day window, current volume above 10,000 lots, and an opening price above the prior close. The document describes…
This post describes a stock screen combining daily price amplitude above 1, positive institutional money flow, and a 10-day return greater than zero but below 35%. Its example indicator logic aggregates positive net institutional flow across five periods,…
This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger…
This stock selection idea combines membership in the metaverse concept group with two technical conditions: the close is above the prior day’s low, and the KDJ indicator has just produced a bullish K-over-D cross while its J value is rising. The document…
This A-share stock screen combines a technical condition, a fundamental filter, and a short-term activity measure. It selects stocks with RSI below 65, parent-company net profit growth above 20% and at most 100%, and a turnover-based measure between 0.5 and…
This indicator converts closing prices into rolling standardized deviations from their recent averages, then smooths the results across three lookback horizons. The supplied periods are 180, 60, and 20 observations. Each series subtracts its lookback average…
This stock-selection rule screens for Chinese equities with a 14-period RSI below 65, a circulating market value between 50 and 100 billion, and a current low below the previous day's low. The accompanying explanation presents RSI as a gauge of overbought or…