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 stock-selection example screens within the metaverse industry for shares where the KDJ indicator has just crossed upward and the main-force net buying measure during the opening auction is positive. The proposed logic combines a technical reversal…
This post outlines a Chinese equity screening idea that combines a market-capitalization limit, a history of no reported losses, weekly MACD above zero, and capital strength ranked from high to low. The stated rationale is to find smaller companies with…
This script draws horizontal lines at the highest and lowest prices found over user-selected lookback windows. Users can choose whether to show upper lines for highs, lower lines for lows, or both, and can configure the number of bars considered for hourly,…
The article proposes a stock screen combining three signals: daily position increases above 5%, upwardly diverging moving averages, and a shortening green histogram on a 15-minute MACD. It interprets these as evidence of capital inflow, a rising price…
The document describes a market neutral stock factor strategy that estimates each stock’s beta against a broad US equity index using roughly one year of daily prices. At monthly formation, stocks are ranked by beta; the lowest beta group is held long and the…
This post presents an equity screening rule using three conditions: daily price range must exceed a threshold, a reversal or engulfing pattern must appear, and the indicated 9:25 price gain must remain below a ceiling. It offers formula and Python examples…
This note describes a stock screen requiring amplitude above a threshold, an opening price near the ten-day moving average, and a six-period RSI below a stated ceiling. The moving-average condition is implemented as a band around the average, while the…
This note presents an A-share stock screen combining daily price amplitude, a specified share price, and positive net buying by large participants during the auction. It interprets amplitude as a sign of price movement and auction buying as evidence of…
This note describes an A-share stock screen that selects securities with codes beginning with 60, daily amplitude above a threshold, and a rising-bottom pattern. It presents the code prefix as an initial universe filter and suggests adding technical,…
This stock screen combines a technical filter, a revenue comparison, and prior limit-up activity. It selects shares with a 14-period RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and at least three limit-up sessions within 500 days. The…
This Chinese-language post outlines an A-share stock screen combining price range, a robotics concept classification, circulating market capitalization, and trading-volume conditions. It seeks stocks with an intraday high-to-low range above one percent,…
The article describes a Chinese A-share screening rule that combines a technical filter with company earnings growth. It selects stocks with RSI below 65 and year-over-year growth in net profit attributable to the parent company above 20% and no more than…
This post proposes screening stocks for a daily high-low range above 1% during 2021 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%. It interprets the range threshold as a sign of price…
This post outlines a stock-selection rule using three conditions: a gain below 6% at 9:25, positive returns, and ranking by descending capital strength, which the article associates with trading volume. Its rationale is that heavier volume may indicate…
This post describes a Chinese A-share screening rule for main board stocks that are not specially treated. It selects stocks with turnover between 3% and 12%, a daily gain above 1%, and at least two limit-up events within a stated 500-day lookback. The…
This overview introduces three assumptions commonly associated with technical analysis: market activity is reflected in prices, prices tend to move in trends, and historical patterns may recur. It also frames volume, price, time, and range as core elements…
This stock-selection rule combines three filters: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a session low-to-previous-close decline between 4% and 5%. It is presented as a way to find Chinese…
The article evaluates whether a stock’s overnight return, measured from the prior close to the next open, can proxy for firm-level investor sentiment. The rationale is that retail investors may place orders outside regular market hours, concentrating demand…
The article proposes screening Chinese equities by ranking capital-flow strength, limiting the tradable share count to at most 5.5 billion shares, and requiring more than two daily limit-up moves within the prior ten days. It interprets strong flows and…
This reference describes several candidate fitness objectives for genetic programming that produces equity factors. It defines IC information ratio as the mean information coefficient divided by its standard deviation, with the information coefficient…
This Chinese-language post describes a stock-selection screen for companies classified in the metaverse theme. It filters for prior-day actual turnover between 3% and 28% and requires bearish real bodies across the preceding three sessions. The post…
This A-share selection method looks for stocks with RSI below 65, MACD above zero, and more than two limit-up sessions during the prior ten days. The note interprets RSI as a gauge of market condition, positive MACD as a sign of an upward or consolidating…
This stock-selection note combines three technical conditions: prior-session amplitude above 1%, an opening price within 5% of the 10-day moving average, and a reversal candle pattern described as an engulfing move. It frames the amplitude filter as a way to…
This note describes an A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and an opening auction price change from -2% to 5%. The stated rationale is to focus on profitable, moderately…