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 configuration defines a Qlib workflow for training a TabNet model on Alpha158 features for CSI 300 stocks, using Chinese market data and the CSI 300 index as benchmark. It sets a historical data window, separates fitting, validation, and test periods,…
This note outlines a Chinese equity screen that combines a minimum listing age, an amplitude condition, and return on equity above a threshold across five consecutive years. It explains ROE as a measure of profitability and capital use, and includes an…
This note describes a Chinese equity screen for companies in the metaverse theme, with a minimum floating market capitalization and price and valuation limits. Its final version adds a price-to-earnings threshold to the theme, capitalization, and low…
The document proposes screening Chinese stocks for a turnover rate between 3% and 12%, a ten-day gain above zero and below 35%, and a listing age greater than one year. It says to run the screen before 10 a.m. The stated rationale is to combine trading…
The document describes a short-term Chinese stock screen combining price range, recent trading activity, current volume, and a positive opening gap. Its stated criteria are amplitude above one, previous-day actual turnover between 3% and 28%, current volume…
The post proposes a stock screen combining a daily high-low range threshold, rising price lows, and return on equity above 15% for five consecutive years. Its rationale is to pair a technical sign of improving price support with a record of strong…
This equity screen combines a daily turnover range of 3% to 12%, year-over-year net profit growth greater than 20% and no more than 100%, and a candlestick pattern described as a morning star. The post presents formula and Python examples for applying these…
This stock screen combines membership in the metaverse industry with a positive return condition and profit growth during 2021. Its formula examples express the return filter as the latest close exceeding the prior close, and compare net profit with its…
This post outlines an A-share screen using three technical conditions: daily price amplitude above a threshold, a positive but capped return over ten sessions, and a weekly crossover in which the five-week moving average rises above the ten-week average. The…
This post describes an A-share stock screen combining three conditions: a measure of the day’s position increase above a threshold, three consecutive sessions with falling closing prices, and a dividend ratio above a threshold for a specified past year. It…
This Chinese equity screening example selects stocks whose daily high-low range exceeds 1% of the previous close, requires at least two prior limit-up events over a 500-day lookback, and ranks qualifying names by the current day’s opening-auction amount,…
This Chinese stock-screening example ranks companies by capital-flow strength and combines that ranking with a historical dividend payout filter and revenue growth between 2018 and 2021. The initial criteria use a payout ratio above 25% and revenue in 2021…
This proposed Chinese equity screen combines daily amplitude above 1 with a scaled activity measure: prior-day turnover multiplied by the ratio of current opening-auction volume to prior-day volume, constrained to a stated range of 0.5 to 2. The original…
This screening idea combines daily amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and prior-day turnover above 8%. The author interprets the range condition as a way to find volatile stocks, the shrinking negative histogram as…
This note describes a Chinese equity screen combining daily amplitude above 1, volume above 10,000 lots, a higher open than the prior close, and the sign of the product of daily return and net large-order volume. A positive product is presented as a…
This stock screen combines a turnover-rate range of 3% to 12% with a reversal condition and a pattern labeled a Morning Star. The accompanying indicator logic adds a large intraday range relative to the previous close, declining short-, medium-, and…
This stock-selection approach combines three conditions: daily price amplitude above 1, prior-day trading value above 60 million, and a high that is the highest across two days. The accompanying explanation treats range as a sign of activity, turnover value…
The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong…
This A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…
This Chinese A-share screening idea combines a large daily trading range, at least one sharp daily gain within the recent 25-session window, a robotics-related classification, and a circulating market value below 10 billion yuan. The post presents these…
This Chinese stock-screening post combines three filters: rank stocks by a measure of capital inflow, require weekly MACD to be above its zero line, and keep stocks whose ten-day gain is positive but below 35%. The author frames the filters as a way to find…
This Chinese equity screen selects stocks with daily amplitude above 1, turnover between 2% and 9%, and displayed first-level bid volume greater than first-level ask volume. The article frames amplitude and turnover as activity and liquidity measures, with…
This indicator plots a conventional RSI of closing prices alongside an RSI calculated from a multi-vote On-Balance Volume series. The OBV component assigns directional votes based on changes in the high, close, and low, averages those votes, weights them by…
This Chinese equity screening method combines daily amplitude above 1, a weekly crossover of the five-period moving average above the ten-period average, and a positive change in the KDJ K value. The article presents the conditions as a way to identify…