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 document describes a U.S. equity strategy based on balance-sheet accruals, the noncash component of reported earnings. It estimates accruals from annual changes in current assets, cash, current liabilities, short-term debt, income taxes payable, and…
This article presents a technical screen for stocks associated with the metaverse theme. It looks for an opening price around the 10-day moving average and requires the current close to exceed the previous session’s low. The proposed logic combines sector…
This BigQuant user question concerns a feature expression that calculates how many days have elapsed since a limit-up event within a recent window. The example marks sessions where return exceeds a threshold and the close equals the high, then uses a rolling…
This article describes a Chinese A-share screen for stocks in the metaverse concept group. It selects names whose reported 9:25 price change is below 6% and whose previous session did not close at the daily upper price limit. The rationale is to focus on the…
This Chinese stock-selection post describes a short-term momentum screen for A-shares. It combines turnover between 3% and 12%, an opening price within about 5% of the ten-day moving average, and a recent three-session limit-up streak. The stated rationale…
This proposed stock screen combines an amplitude threshold, a shortening negative MACD histogram on a 15-minute chart, and a stock-code prefix. The stated rationale is to find volatile shares whose downside momentum may be easing, then focus the search on a…
This post outlines a Chinese equity screen that ranks stocks by capital strength and requires more than two limit-up sessions in the recent ten-day window, alongside at least two limit-up sessions over a 500-day lookback. Its proposed final version adds a…
This post describes a Chinese stock selection screen based on turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and a current control indicator above 21. It also gives a formula-style expression and a Python example that…
This Chinese equity-screening note combines four conditions: price amplitude above 1%, current trading volume above 10,000 lots, a higher opening price, and circulating market capitalization above 10 billion yuan. It frames the screen as a way to find…
This Chinese stock-screening note proposes ranking shares by capital-flow strength, considering company type, and requiring more than two limit-up sessions within the previous ten days. The discussion interprets repeated limit ups as evidence of strong…
This Chinese stock-selection note describes a screen combining three conditions: a price range above 1%, net buying by large orders in the afternoon, and a 2019 dividend payout ratio above 25%. It presents the conditions as a mix of trading activity and a…
The screening rule selects stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose best-level bid volume exceeds best-level ask volume. The document presents the bid-versus-ask comparison as a way to incorporate liquidity…
TrendChannel is a technical indicator that draws two trend lines based on the closest price extremes. The description identifies the indicator’s author and notes that an earlier version was implemented in MQL4 and published in a code library. Its stated…
This report introduces a quantitative research approach that combines behavioral finance with trading indicators. It centers on George Soros’s theory of reflexivity and the author’s use of volume measures, with the stated aim of developing an indicator…
This Chinese-language post describes a stock screen combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a concentration measure below 20%. The stated rationale is to find stocks…
This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…
This stock-selection screen targets companies in China’s metaverse sector that recorded at least one limit-up session within the prior 25 trading days and whose opening price is less than 6% above the previous close. The post frames the recent limit-up as…
This post outlines a Chinese equity screen for stocks in the metaverse sector. Its stated filters include a recent limit-up event, an opening gain below six percent relative to the prior close, and a MACD condition described as below zero two days earlier.…
The article tests whether a convolutional neural network can classify stock direction from chart-like images generated from OHLC data. Each sample uses 32 time steps, normalized to a 128-by-128 binary image: groups of columns mark open, high-low range, and…
This note proposes selecting stocks with MACD above zero, a favorable but undefined company-quality characteristic, and a positive price-to-earnings ratio. The rationale combines a technical trend signal with a basic profitability screen: positive MACD is…
This stock-selection note describes a screen combining a 3%–12% turnover range, a rising DEA condition, and three consecutive limit-up sessions. The accompanying indicator formula expresses the trend filter through moving-average relationships, while the…
This stock screen combines a daily price-range condition, a dividend-yield threshold tied to 2019, and a weekly MACD condition above zero. The stated logic seeks shares with some recent price movement, a high historical dividend yield, and positive…
This post presents a simple Chinese equity screen that selects stocks associated with the metaverse theme, with a positive return condition and a share price below a stated threshold. It describes the intended criteria in plain language and gives example…
The document outlines a Chinese stock screen using three filters: a daily price-change measure greater than one percent, a listing age exceeding one year, and a closing price below 12 yuan. It presents the filters as a way to find active, established,…