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
The post describes a China-focused stock screen combining three conditions: RSI below 65, membership in the beverage and alcohol import-export industry, and a short moving average above a longer one. Its example specifies a 14-period RSI and compares…
This Chinese stock-selection example combines four conditions: price amplitude above 1, exclusion of ST-designated stocks, a five-session upward condition, and a buying-control measure above 21. The accompanying Python illustration estimates amplitude from…
This forum question concerns modifying a portfolio sell routine so that, when the stock allocation exceeds 60% of total portfolio value, the excess exposure is reduced by selling holdings from the bottom of a ranking. The supplied code builds a set of…
This stock-selection example screens Chinese A-share stocks in the metaverse category, requiring prior-day turnover above 8% and a three-part price condition labeled as the start of a main advance. The accompanying formula expresses the price checks as the…
This Chinese equity screening proposal combines turnover between 3% and 12%, a positive but limited ten-day gain, and an upward-diverging moving-average pattern. Its accompanying example adds exclusions for certain exchange segments, special-treatment…
The document proposes a Chinese equity screen combining three filters: metaverse-related stocks, positive institutional flow, and tickers beginning with the Shanghai “60” prefix. It also presents a Python example that layers in additional selection steps,…
This study examines whether investors chasing Morningstar mutual fund ratings can move stock prices through fund flows. Before Morningstar’s June 2002 methodology change, ratings were closely tied to broad fund performance and therefore favored some…
This stock-selection rule screens for securities with a 14-period RSI below 65, greater volume at the best bid than at the best ask, and a positive daily price change. The document interprets the RSI condition as a way to identify relatively weak or…
The article proposes reducing noise in stock prices with wavelet decomposition, fitting ARMA models to the resulting coefficient series, forecasting those coefficients, and reconstructing a one-step-ahead price estimate. Its denoising explanation relies on…
This indicator calculates conventional pivot levels from the prior period’s high, low, and close, with selectable daily, weekly, monthly, or four-hour periods. It uses the resulting range to plot a central pivot, three resistance levels, three support…
The document proposes a stock-selection screen for Chinese A-shares. It combines daily price amplitude above one percent, a historical filter for 2021, and an auction-price return between negative two and positive five percent. The selected names form a…
This stock-selection example combines three technical filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and a weekly close crossing above its 30-week moving average. The proposed rationale is to find shares with a large trading…
The document explains the Gann HiLo Activator as a trend-following indicator attributed to Robert Krausz. It compares the close with moving averages of prior highs and lows, using a three-period lookback in the supplied version. When price is above the…
This Chinese-language post proposes an A-share stock screen that combines a technical condition with earnings growth and dividends. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…
This research surveys how several forms of Chinese Level 2 market data can support equity signals: minute bars, order-book snapshots and queues, and transaction-level records. It describes factors based on intraday return shape, downside variation,…
The FinRL data layer is presented as a unified processor for accessing market data from multiple APIs, cleaning it, and extracting features. Users specify a date range, stock list, interval, and other parameters. The document distinguishes missing…
The proposed stock screen combines three conditions: intraday amplitude above one percent, positive price-to-earnings ratio, and a shrinking negative MACD histogram on a 15-minute chart. The article interprets the amplitude filter as a way to find more…
This document describes a chart indicator that displays weekly and monthly price levels. Users can set the calculation lookback in days and customize the color, line width, and line style separately for weekly and monthly levels. A further setting chooses…
This 2018 weekly report reviews a sharp post-holiday decline in Chinese equities, noting that large-cap leaders held up better than smaller companies. It interprets price structure, valuation, and long-term support as signs that the market was in a potential…
This document describes a Chinese stock screen that combines three conditions: daily price amplitude above 1%, a reversal or engulfing-style candle, and shortening green MACD histogram bars on a 15-minute chart. It presents the combination as a way to narrow…
This stock screen combines a daily price-range condition, a moving-average trend signal, and a minimum market-value filter. It seeks shares whose daily high-low range exceeds 1% of the previous close, whose five-period average crosses above the ten-period…
This technical stock screen targets shares in the metaverse sector when several bullish signals coincide. Its stated conditions include a MACD crossover, a five-day moving average crossing above both the ten-day and twenty-day averages, and the five-day…
This stock screen combines a turnover filter, a streak of declining closes, and evidence of a sharp rise within a recent lookback period. It selects shares with turnover between 3% and 12%, closes no higher than the prior close for seven consecutive…
This premarket stock screen combines three conditions: MACD above zero, price-to-earnings ratio above zero, and more than two limit-up days during the prior ten days. The article interprets positive MACD as an uptrend, positive P/E as a normal valuation…