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 document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…
This Chinese-language post outlines an equity screen that combines daily price range, five years of return on equity above 15%, and prior-day actual turnover between 3% and 28%. It presents the mix as a way to select shares with price movement, sustained…
This monthly review evaluates equity factors using information coefficient (IC) relationships with subsequent prices and market- and industry-neutral long-short returns. It reports that growth and turnover factors were relatively consistent over the latest…
This stock screen combines a metaverse theme classification, positive net buying attributed to major participants during the auction, and a technical trend condition. The article’s explanation and final selection rule specify that the previous close should…
The document describes a Chinese stock selection screen that combines a turnover-rate range, a listing-year condition, and the presence or absence of an outstanding convertible bond name. Its stated final rule selects stocks with turnover between 3% and 12%,…
This post outlines an equity screen requiring a minimum daily high-low range, positive afternoon large-order net flow, and a positive daily MACD value. It treats the range as a sign of trading activity, the order-flow measure as an indication of capital…
The document describes a stock screening idea that combines a recent increase in buying activity, an outside-to-inside trading volume ratio above a threshold, and a shrinking green histogram on a 15-minute MACD display. The proposed interpretation is that…
The document presents volatility of volatility (VoV) as a proxy for uncertainty about an asset’s probability distribution, distinct from ordinary risk. It argues that investors tend to avoid stocks with greater ambiguity and may favor stocks whose prospects…
This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…
This proposed stock selection method combines a minimum daily price range with two short-term flow conditions: large-order net inflow in the afternoon and positive net buying by major participants during the opening auction. It then selects the candidate…
This Chinese A-share stock screen combines a metaverse industry filter with two activity signals: a stock must have appeared on the market’s “Dragon-Tiger” list the previous day, and its count of institutional research visits over the past week must rank…
This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…
This stock-selection recipe screens for shares with amplitude above 1 and a daily control measure above 21, then requires three technical indicators to show simultaneous golden crosses. The article describes amplitude and the control measure as proxies for…
This stock screen targets companies in a designated metaverse category whose latest close is above the prior close, with bullish conditions from MACD and moving averages. The final rules require DIF above DEA, a five-day average crossing above the ten-day…
The document outlines a Chinese equity screen for stocks in the metaverse sector, using circulating market capitalization and historical returns as filters. Its initial description says to require market capitalization above a stated threshold and positive…
The document describes a Chinese stock selection screen combining a daily price range above 1% of the opening price, a high trading-volume threshold, and a positive opening gap. It frames these filters as a way to find active, liquid stocks where market…
The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller…
The document defines a swing high or low by comparing a middle bar with the bars immediately before and after it. A swing high occurs when both the middle bar’s high and low exceed the corresponding values of both neighboring bars. A swing low occurs when…
The document describes an equity screen seeking stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, volume above 10,000 lots, and an opening price close to the high. It frames these conditions as filters for volatility,…
The document defines a volume weighted moving average (VWMA) as the sum of each period’s closing price multiplied by its volume, divided by total volume over the same lookback. It recommends comparing the VWMA with a simple moving average (SMA) calculated…
This report reviews China’s digital finance industry as user growth matures and competition shifts toward retaining and serving customers and merchants. It compares finance apps across user scale, growth, market concentration, and engagement, and describes…
This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and…
This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…
This note describes a Chinese stock screen combining a turnover-rate band of 3% to 12% with year-over-year growth in net profit attributable to parent-company shareholders between above 20% and 100%. It also calls for a “circular arc” indicator shape,…