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.
12,140 documents
This note presents a Chinese equity screen focused on companies classified in the metaverse sector. Its stated final criteria require a volume ratio between 1.5 and 6, return on equity above 15% for three consecutive years, and market value below 500…
Velocity_v2 is described as a momentum oscillator that applies triple averaging and includes a signal line. The averaging is used to filter the indicator’s direction, giving traders a smoothed view of momentum. The note identifies the indicator’s original…
This short note introduces the Moving Average Convergence and Divergence indicator, or MACD, and specifies its inputs: closing prices and fast, slow, and comparison periods. It describes three calculated series. DIF is the difference between the fast and…
This stock screen combines a turnover range of 3% to 12% with year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It also requires the KDJ K value to be rising, using a prior-period comparison. The article…
This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…
This Chinese stock selection proposal combines turnover between 3% and 12%, an opening price near the 10-day moving average, and a prior-day signal described as main-force control. The formula reference adds conditions requiring the close to exceed both the…
This stock-selection proposal targets main-board shares associated with robotics. It filters for turnover between three and twelve percent, circulating market value below 10 billion yuan, and a weekly five-period moving average crossing above the ten-period…
This Chinese-language post proposes a stock screen combining three signals: today’s increase in holdings above five percent, an institutional buying indication, and shortening green MACD bars on a 15-minute chart. It interprets the first two as evidence of…
This indicator adapts the Hull moving average by using a fast exponential moving average in its calculation. The standard Hull method combines weighted moving averages over different periods and applies a smoothing step based on the square root of the…
This note describes an A-share stock screen combining three conditions: membership in the metaverse industry, a positive return based on the latest close versus the prior close, and circulating market capitalization below 10 billion yuan. It also gives…
This report proposes identifying Chinese quantitative private funds through exchange-disclosed trading-seat data. It matches stocks held by four funds among the largest tradable shareholders at quarter-end with the broker seats that appeared on those stocks’…
This note proposes screening metaverse-related stocks for elevated recent turnover and a low KDJ reading, then adds valuation and leverage constraints. Its final selection logic combines sector membership, a turnover condition, KDJ below a threshold,…
This note outlines a stock screen for companies in the metaverse theme whose average price is above its five-day moving average and that show a rebound after a recent decline. It frames the setup as a way to find stocks recovering from weakness, but does not…
The document proposes screening stocks using amplitude above one, a shortening negative MACD histogram on a 15-minute chart, and MACD at or above zero. It explains the intended rationale as combining price movement with a momentum indicator to identify…
This report summary examines whether northbound capital flows into mainland Chinese equities can inform market timing and portfolio selection. It describes threshold signals for daily and weekly flows, then a dynamically adjusted timing indicator. It also…
This post proposes a Chinese equity screen combining three conditions: daily amplitude above a threshold, at least two limit-up events within a 500-trading-day window, and a reversal or engulfing-style candle condition. It gives formula references and an…
This article reviews global equity factor performance in the third quarter of 2021 and compares defensive factor positioning. It reports that momentum and low residual volatility led the pure factor results, while liquidity lagged. Regional index outcomes…
This article reviews global equity factor performance in the third quarter of 2021 and compares defensive factor positioning. It reports that momentum and low residual volatility led the pure factor results, while liquidity lagged. Regional index outcomes…
This document outlines a stock-selection screen that ranks securities by capital strength and requires weekly MACD to be above zero, alongside a year-based filter referring to 2021. It explains capital strength through trading volume and value, and describes…
This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…
The post proposes screening Chinese equities for elevated daily range, at least one daily gain of 10% or more during the past 25 trading days, and a pre-open price change below 6%. It then extends the screen with company and industry comparisons, including…
This proposed Chinese stock screen looks for shares associated with both the metaverse and robotics, with a newly formed bullish KDJ crossover and a circulating market capitalization below 10 billion yuan. It adds a time and trading-status restriction:…
This Chinese A-share screening idea combines three technical conditions: at least five moving averages are described as converging, the KDJ indicator has just formed a bullish crossover, and the 20-day moving average is above the 120-day average. The post…
This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…