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 proposed stock screen combines three ideas: institutional buying activity above a stated share of trading volume, reported institutional accumulation near a price low, and a positive but capped ten-day gain. The article presents the combination as a way…
This A-share stock screen combines a positive MACD reading with an upward-moving average condition, then ranks candidates by the day’s auction amount and selects the top five. The article frames auction value as a possible sign of buying interest: stocks…
This proposed stock screen combines three conditions: amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a morning-star candlestick pattern. The document treats the amplitude filter as a way to find volatile stocks,…
The document proposes screening equities in the beverage and alcohol import-export industry using a relative strength index (RSI) threshold and a weekly moving-average crossover. Its initial description uses a cross above the 30-week average, while its final…
This weekly market commentary reviews Chinese equity index moves and sector themes for August 8–14, 2022. It highlights Chiplet-related stocks and financial firms, linking the former to semiconductor packaging developments and the latter to expectations…
This document describes a Chinese equity screen that combines an amplitude threshold, high current trading volume, an opening price above the prior close, and seven consecutive declining sessions. It frames the setup as a way to find heavily traded, volatile…
The post describes a Chinese equity screen requiring a turnover rate between 3% and 12%, a stock code beginning with 60, and a positive daily MACD reading. It frames positive MACD as a sign of an upward trend and moderate turnover as a selection constraint.…
The article challenges three barriers often thought to exclude individual investors from quantitative trading: advanced mathematics, coding skills, and large capital. It presents quant methods primarily as statistical tools for understanding markets, and…
This post outlines a Chinese equity screen for companies associated with the metaverse theme. It combines an RSI reading below 65 with market capitalization below 10 billion yuan and a history described as having no losses. It also mentions filtering for…
This post describes a screen for Chinese stocks associated with the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose 20-day moving average is above the 120-day moving average. The short average condition…
This post proposes an A-share selection rule using three conditions: at least five moving averages are said to converge, a morning-star candlestick pattern appears, and the gain observed at 9:25 is below 6%. It frames the moving-average condition as a sign…
The proposed stock screen combines three conditions: daily price range above a threshold, MACD above its zero line, and positive afternoon net large-order inflow. The accompanying rationale treats a wide range as evidence of volatility, positive MACD as a…
This brief indicator description explains a signal built from two Commodity Channel Index calculations applied to open and close price series. It generates a semaphore-style marker when the difference between the two CCI values changes sign, matching a…
The article summarizes research using Forcerank, a platform where participants rank stocks by expected performance over roughly a week. Regressions of consensus ranks on past returns show that participants extrapolate recent performance, with more weight on…
This article proposes a Chinese stock screen requiring at least five moving averages to converge, appearance on the previous day's market activity list, and a shortening MACD histogram on a 15-minute chart. It interprets clustered averages as a stable…
This article describes a Chinese stock screen combining RSI below 65, membership in the beverage and alcohol import-export industry, and positive net buying pressure from the opening auction. It presents the auction-flow condition as a short-term measure of…
This sector-rotation study uses the absorption ratio to measure how concentrated the risks embedded in a group of asset returns are. The ratio reflects the share of total return variation explained by a small set of orthogonal components: higher readings are…
This post outlines a Chinese equity screen that combines price behavior with a share-float constraint. It selects stocks with amplitude above 1, a rising bottom pattern, and a circulating share count no greater than 5.5 billion shares. It gives example…
This Chinese equity screen selects stocks with a daily high-to-low range greater than 1% of the opening price, whose codes begin with 60, while excluding Beijing-listed shares. The article provides example formula and Python references and describes the…
This Chinese equity screening proposal selects stocks whose daily amplitude exceeds 1, whose prior-day turnover rate multiplied by the ratio of current-day auction volume to prior-day volume falls between 0.5 and 2, and whose closing price is above the…
This Chinese equity screening idea combines a technical condition with company size and earnings growth. It selects stocks with RSI below 65, a stated free-float market capitalization between 5 billion and 10 billion yuan, and year-over-year growth in net…
This Chinese-language post proposes a stock screen combining technical and company filters. It selects stocks with MACD above zero, a positive recent rise in the KDJ K value, and a favorable company classification. The accompanying formula also restricts…
This Chinese-language post describes a momentum-oriented stock screen using three conditions: position growth above 5% for the day, moving averages spreading upward, and at least two limit-up sessions within the prior 500 days. The rationale is that rising…
This proposed daily premarket stock screen combines positive MACD, a non-ST restriction, market-heat ranking, and a five-session limit-up pattern. The pattern is described as five consecutive sessions in which each day reached a stated return threshold over…