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.
12,140 documents
This Chinese equity screening proposal selects stocks with a 13-period RSI below 65, first-level bid volume greater than ask volume, and increasing money-flow strength. Its examples calculate a volume-weighted flow measure from the close’s position within…
This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market…
This research summary reports tests of 23 alpha factors across seven categories in the Hang Seng Composite and Stock Connect universes. It says valuation, profitability, and growth factors were significant, with information coefficients around 3%. A…
This Chinese equity screen combines price amplitude above 1, a positive weekly MACD bar, and a 2019 dividend ratio above 25%. The article describes the first condition as selecting volatile stocks, the weekly signal as evidence of upward momentum, and the…
The proposed Chinese equity screen ranks stocks by capital strength, then requires a dividend ratio above 25% for 2019 and more than two limit-up sessions within ten days. The article interprets capital strength and repeated limit-ups as signs of investor…
This document describes a Chinese stock screen using three main conditions: a 14-period RSI below 65, positive afternoon large-order net inflow, and an opening move under 6% relative to the prior close. Its final stated selection logic also ranks stocks by…
This article describes a timing rule that uses changes in the gap between short- and long-term moving averages, instead of relying only on their crossover. It defines the gap as the short average minus the long average, then interprets the gap’s expansion or…
This document presents a Chinese equity screen combining daily amplitude above 1, a rising price bottom, and large-order net inflows above 0.05 for at least three consecutive days. It adds a trend filter requiring the 20-day average above the 250-day…
This post outlines a stock-selection screen that ranks shares by trading volume and filters for recent positive returns and a stated concentration condition. It presents volume as a proxy for market money flows and recent gains as a way to find stocks with…
The report describes a framework that combines strategic asset allocation with tactical timing. Strategic weights favor assets that are relatively strong under different economic conditions, while tactical adjustments change overweights and underweights. Its…
This post outlines a China-focused equity screen for companies classified in the metaverse sector. It requires a positive close-to-close return and an opening price near the 10-day moving average. The moving-average condition is presented as a way to…
This A-share screening proposal looks for stocks with a daily high-low range above 1%, trading volume between 1.5 and 6 times its five-day average, and an appearance on the previous day’s 龙虎榜, a list associated with notable trading activity. The article…
The Even Better Sinewave is described as a bounded oscillator for identifying bullish or bearish cycle momentum while filtering price noise. Its construction applies a high-pass stage to price changes, then smooths the result with a low-pass filter. A…
This stock selection idea combines three filters: price amplitude above one, a listing age greater than one year, and a bullish weekly candle whose upward move exceeds the prior candle’s downward move. The weekly candle condition is intended to identify…
The document outlines a premarket stock screen for Chinese equities. It selects stocks with MACD above the zero line, excludes those that closed at the daily limit on the previous trading day, and ranks the remaining names by a measure of investor attention.…
This stock screen selects candidates before each trading day’s open when MACD is above zero, price-to-earnings is positive, and the KDJ indicator has just formed an upward crossover. The article presents MACD as a trend filter, positive P/E as a basic…
This A-share screen selects stocks with a daily range above one percent, a day's low between four and five percent below the previous close, and a rising DEA line. The article presents range and decline as short-term price conditions and DEA movement as a…
This A-share selection rule combines a daily high-low range above one percent, a nonempty unsettled convertible-bond name, and a newly formed upward KDJ crossover. The provided formula further requires the K value to meet or exceed D after being at or below…
This note presents an A-share stock screen that ranks names by capital strength, keeps the five with the largest auction value for the day, and requires the 30-day moving average to be rising. It interprets fund flow and auction activity as signs of…
This stock screen combines a price-range filter, a five-day moving-average condition, and a metaverse-related classification. It selects shares whose high-to-low range, measured against the previous close, exceeds a threshold; whose closing price is above…
This stock selection method combines three conditions: turnover between 3% and 12%, an opening price near the ten-day moving average, and positive institutional activity. Its example implementation also requires the close to exceed the previous close, making…
This intraday A-share strategy combines strong thematic sectors with stocks that have recently reached their daily price limits. It ranks concept indexes by short- and medium-term returns, retaining the top two percent on both measures, then screens stocks…
This Chinese-language post proposes a stock screen combining three conditions: daily price range above 1%, a positive ten-day return below 35%, and a measure labeled today’s position increase above 5%. It interprets the range as a sign of active price…
This stock selection idea combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s broker trading list, and a price pattern intended to indicate an upward-turning arc. The article gives sample indicator and Python…