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.
1,698 documents
This stock-selection screen combines a positive MACD reading, positive trailing earnings, and appearance on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity in Chinese equities. The stated routine runs before each trading…
This note describes a Chinese equity screen combining three conditions: membership in the metaverse theme, a positive institutional-flow signal, and prior-day turnover above 8%. The accompanying rationale treats theme exposure as a growth opportunity,…
This Chinese-language research summary examines how differences between reported macroeconomic data and consensus forecasts may relate to returns in Chinese equities, bonds, and commodities. It compares forecast data sources, noting that Bloomberg records…
This Chinese-language post describes a stock screen for the Metaverse sector. It selects shares with a volume ratio above 1.5 and below 6, then ranks candidates by stock popularity. Its proposed final version adds a price-to-earnings ratio below 30. The…
This post describes a Chinese equity strategy centered on buying leading stocks as they rise, alongside a separate strategy based on money flow. It says the approaches were used in simulated trading and reports that the money flow strategy had been traded…
This document proposes a Chinese stock screen combining daily price amplitude, a positive weekly MACD reading, and beverage or alcohol import and export data. Its stated logic looks for amplitude above 1, a bullish weekly histogram, and import values…
The document outlines a forecast of constituent changes for four major mainland Chinese equity indices: the CSI 300, CSI 100, SSE 180, and SSE 50. Its central idea is that periodic index reconstitutions create potential trading opportunities because…
The proposed stock screen focuses on Chinese listed companies in the metaverse industry. It ranks candidates by the current day’s auction amount, keeps the top five, and requires a signal interpreted as institutional buying. The article gives corresponding…
This discussion asks whether a financial-report event strategy can exceed its intended exposure when positions have different exit dates. The example closes existing holdings only after each reaches a specified holding period, then sets target weights for…
This report outlines a method for rotating among equity style factors as the macroeconomic environment changes. It proposes two signals: identify macro events historically associated with stronger performance in particular styles, and compare current macro…
This Chinese equity screen combines three criteria: a dividend payout ratio above 25% in 2019, at least one limit-up session in the prior 25 days, and ranking by capital strength from high to low. The post interprets capital strength as a measure of inflows…
This document outlines a forecast of constituent changes for four major mainland Chinese equity indices: the CSI 300, CSI 100, SSE 180, and SSE 50. It explains the potential trading relevance of index rebalancing: when funds tracking an index must adjust…
This Chinese stock-selection post describes screening stocks in the metaverse theme using a short-term price condition and an opening-auction signal. Its prose says to select stocks whose average price is above the five-day moving average and whose prior-day…
This summary of a Chinese securities research presentation describes several equity research approaches. It outlines an event-driven system intended to assess whether market events have an effective price impact, alongside a multi-factor risk framework and…
This document proposes screening stocks in the metaverse theme for a circulating share count no greater than 5.5 billion and at least one announcement during 2021. Its example describes obtaining current A-share listings and announcement dates, then…
This stock screen combines three conditions: turnover within a stated range, appearance on the prior day’s market leaderboard, and positive net buying by major participants during the opening auction. The article interprets these filters as a way to find…
The document proposes a Chinese equity screen for the metaverse industry. It combines stocks ranked among the top five by current-day auction turnover with a prior-session condition described as the 9:15 matched price being at the daily limit down. It gives…
The script opens a buy and a sell market order shortly before a news release, aiming to capture a sharp move in whichever direction price breaks. The proposed setup uses stop losses so that an adverse move can close the losing side while the surviving…
This tutorial outlines a workflow for collecting daily Chinese stock limit-up and limit-down pools, counting the stocks in each pool, and storing the resulting records on the BigQuant platform. It reads the latest Chinese trading date from a trading-days…
This article argues that short-term Chinese stock traders should assess both broad social and economic catalysts and a stock’s leadership within its sector, rather than choosing limit-up stocks solely by board count, speed of limit-up, or queue size. It…
This analysis examines how Hong Kong stocks behaved around additions to and removals from the Stock Connect eligible list, as southbound trading grew in importance. It reports that additions were associated with gains and higher trading volume, while removed…
The article presents a basic monitoring tool for detecting new cryptocurrency listing announcements. It explains a simple workflow: repeatedly fetch an exchange announcement page, parse its HTML, inspect a selected link, and alert when that link changes. The…
This report examines whether updating fundamental signals more frequently can improve stock selection during China’s annual report season. It argues that factor signals decay over time, but more frequent rebalancing offers limited benefit for fundamental…
The proposed screen targets Chinese stocks with prior-session amplitude above a threshold, a listing on the previous day’s Dragon-Tiger ranking, and no ST designation. It then selects up to five stocks that reach the daily limit-up before 10 a.m., sorting…