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 A-share screening rule combining three conditions: amplitude above 1, MACD below zero two days earlier, and a gain below 6% around 9:25. It presents the screen as a way to combine a volatility measure, a trend signal, and a…
The screen selects stocks assigned to the metaverse concept group using two same-day price conditions: the reported move at 9:25 is below 6%, and the day's maximum decline is between 4% and 5%. The accompanying explanation frames these conditions as a way to…
This research summary describes equity signals built from timestamped order submissions and cancellations, which can reveal more of the trading process than completed trades alone. It focuses mainly on Shenzhen exchange data because that venue had a longer…
This stock screen first limits candidates to companies classified in the metaverse industry. It then looks for an opening price described as near the 10-day moving average and positive net buying by major participants during the opening auction. The article…
This Chinese equity screening method selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a daily increase-in-holdings ratio above 5%. The…
This strategy looks for an intraday recovery after SPY falls at least 0.15% below VWAP and then closes back above it. A research agent checks the setup hourly, beginning only after 10:00, while a separate trading agent decides whether to enter. It buys only…
This Chinese equity screening example combines a metaverse industry classification with a volume-ratio band and a condition described as rising bottoms. It then adds a market-value ceiling to the proposed final screen. The article also sketches how to…
This beginner tutorial explains a complete daily equity strategy using one named Chinese stock as its example. It selects the instrument, retrieves 20 days of closing prices, calculates 5-day and 20-day simple moving averages, and buys when the shorter…
This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these…
The post proposes screening A-share stocks using three signals: today’s increase in holdings above five percent, large-order net volume above 0.05 for at least three consecutive days, and shortening green bars on a 15-minute MACD chart. It interprets these…
This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…
The document presents a pairs-trading question about two stocks believed to have a long-run cointegrating relationship. It describes fitting a linear relationship between their prices, then standardizing a series associated with that relationship using a…
The post describes a Chinese equity screen combining daily price range, relative trading volume, and weekly MACD. It selects stocks with an amplitude of at least 1%, a volume ratio between 1.5 and 6, and a weekly MACD above zero with its MACD line above the…
This A-share screening idea combines three short-term price conditions: at least five moving averages converging, more than two limit-up days within ten days, and a positive ten-day gain below thirty-five percent. The article interprets average convergence…
This Chinese-language post presents a short-term A-share stock screen focused on the metaverse industry. It combines appearance on the prior day’s 龙虎榜, a list highlighting unusual trading activity, with auction-period indicators for large and very large buy…
This Chinese-language post describes a short-term stock screen combining a turnover ratio between 3% and 12%, appearance on the previous day’s trading leaderboard, and a nonempty name for outstanding convertible bonds. It interprets these filters as proxies…
This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…
This code implements a collection of cross-sectional and time-series equity alpha factors, mainly using close, open, high, low, volume, returns, and VWAP data. The factors combine operations such as rolling ranks, correlations, moving averages, extrema, and…
This stock selection method combines three filters: daily price amplitude above 1%, RSI below 65, and a positive institutional-flow measure. The document describes the first as a volatility screen, RSI as a check on overbought conditions, and institutional…
This indicator modification adds signal lines to a smoothed McClellan Oscillator. The stated motivation is that the original smoother can be difficult to use because it lacks obvious signals. The added lines are intended to make potential signals easier to…
A brief forum exchange addresses a user whose stock strategy appears not to run. The response suggests two checks: use English names for features, and print the daily buy and sell candidate lists to see whether any stocks meet the strategy’s conditions. The…
This research summary proposes combining price-to-book ratio (PB) with return on equity (ROE) to find companies with stronger fundamentals and lower valuations in China’s A-share market. It treats ROE and other operating measures as indicators of value…
This note proposes screening equities for at least five converging moving averages, a company ownership category, and a dividend payout ratio above 25% in 2019. The rationale is that several averages near one another may suggest price stability, while…
This market-monitoring report summarizes Chinese trading conditions for July 13, 2022. It reviews broad index and sector performance, then gauges equity sentiment using limit-up and limit-down counts, next-day returns for stocks that had hit either limit,…