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 Chinese-language post outlines an equity screen that combines a turnover-rate range of 3% to 12%, first-level bid volume greater than ask volume, and positive afternoon large-order net inflow. It proposes taking the first 50 stocks that meet the…
This proposed stock screen combines three technical conditions: a daily amplitude measure above 1, a positive weekly MACD condition described as a red histogram, and seven consecutive declining closes. The article frames the combination as a possible search…
This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…
This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…
The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…
The proposed screen selects stocks after the open when their five-period amplitude measure exceeds a threshold, the measured institutional participation rate changes materially from the prior day, and the share price equals a specified level. The document…
This stock-screening concept combines three filters: at least five moving averages converge, the stock appeared on the previous day’s exchange trading leaderboard, and it belongs to a recent listing period. The example moving-average horizons range from…
This reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…
This report overview defines smart beta as a systematic, rules based way to obtain exposure to selected investment factors. It compares the United States and China through their ETF markets, describing differences in product scale, factor coverage, and index…
This Chinese stock-selection proposal combines a relative-strength index below 65, an external-to-internal trading-volume ratio above 1.3, and revenue growth from 2018 to 2021 above 10%. The author presents the mix as a way to bring technical conditions,…
The document outlines a Chinese equity screening idea combining three conditions: at least five moving averages converge, the opening price is near a ten-day average, and the quoted 9:25 change is below 6%. It argues that converging averages may indicate…
The document outlines the five factors used to explain differences in stock returns: market excess return, company size, book-to-market value, profitability, and investment. It describes each as a comparison between groups of stocks, such as small versus…
This stock selection approach combines moderate trading activity, recent price-limit events, and a cap on tradable shares. It screens for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a float threshold stated as 5.5…
This BigQuant example builds a daily Chinese-stock portfolio by ranking eligible shares on 30-day turnover variability relative to their industry group. It filters out risk-warning stocks and applies price and listing-age conditions, then selects five names…
This post proposes a Chinese equities screening rule combining a relative strength index below 65, seven consecutive declining sessions, and a 2019 dividend payout measure above 25%. Its final version adds a market-value range of 5–20 billion yuan. The post…
This article presents a Chinese equity selection rule focused on stocks associated with the metaverse concept. Candidates must have a 30-day moving average that is rising and must not be listed on the STAR Market. The article gives screening logic in terms…
This article describes a Chinese equity screen combining daily price movement, a rising trend filter, a market capitalization ceiling of 10 billion yuan, and positive net profit. It frames amplitude above 1% as a way to find more volatile shares and a 20-day…
This strategy uses the range-based RSRS indicator to time exposure and rotate between large-cap and small-cap Chinese equity ETFs. It fits a rolling ordinary least squares regression of daily highs on lows, standardizes the recent regression slope, and…
This market note reviews a modest rebound in Chinese equities and discusses the forces behind it. It attributes the recovery partly to expectations of improved second-quarter corporate earnings and reduced global risk aversion. It also cautions that…
This excerpt summarizes a Chinese equity market review for the week of April 13–17, 2020. It reports relative industry strength, index valuation direction, sectors with comparatively low and high price-to-earnings ratios, the share of stocks reaching 60-day…
The report proposes benchmark indexes built from funds that seek to outperform the CSI 300 or CSI 500. It combines contractually designated index-enhanced funds with other funds identified as similar through their benchmarks, tracking error, and historical…
The document describes a simple Chinese equity screening rule: select stocks with a daily high-to-low range above 1%, a reversal-style candle condition called “fanbao,” and a high equal to the maximum over the current and prior day. It presents the rule as a…
This Chinese equity screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and limits circulating share count to 5.5 billion. The article also discusses combining these filters with company and industry information, valuation…
This stock-selection outline screens Chinese equities for a daily price amplitude above 1, a listing history longer than one year, membership in a robotics concept group, and circulating market value below 10 billion yuan. It describes joining listed-company…