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 literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…
This literature review explains time-series and cross-sectional momentum strategies applied to equity anomaly factors. The time-series approach buys factors with positive trailing returns and shorts those with negative returns; the cross-sectional approach…
The document presents a short-term stock screen based on price movement, trading activity, and the open relative to the prior close. Its stated criteria are amplitude above 1, a price or K-line measure below 20, current volume above 10,000 lots, and an…
This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…
This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…
The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…
This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…
This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…
The document presents a ProRealTime indicator that estimates price rate of change using weighted moving averages across the current timeframe and two higher timeframe proxies. Each rate line adds a scaled difference between a current weighted average and its…
The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…
This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…
This study examines macro momentum across stock markets and its use for timing Chinese equities. It differs from price-based trend following by using macroeconomic indicators to generate signals. For a universe of 24 country equity indexes, it considers…
This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…
This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…
This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…
This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…
This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…
This article outlines a Chinese equity screening rule combining daily amplitude above one, a positive weekly MACD reading, and a high ranking for net large-order volume. It describes these conditions as a way to find volatile stocks with upward price…
This article sketches a Chinese stock-selection rule using MACD and price conditions. It describes screening for MACD above the zero line, a price below 12 yuan, and also states a share-price condition of 18.5 yuan. It says the scan is intended to run before…
The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…
This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…
DayBulls is a version of the Bulls Power indicator whose calculation period is set automatically based on the number of bars in the current day. The description presents it for chart timeframes from one minute through one day and recommends it as an aid to…
The Dynamic Momentum Index is a variable-period form of the relative strength index. With the document’s default settings, its lookback ranges from 3 to 30 bars. The period shortens as price volatility rises, making the measure more responsive to short-term…
This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…