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 A-share screening proposal looks for stocks in the metaverse concept group whose MACD line crosses its signal line while the five-period moving average crosses above both the ten- and twenty-period averages. It then ranks qualifying stocks by reported…
This screening idea selects stocks assigned to the metaverse industry when trading volume is between 1.5 and 6 times its five-period average and MACD is above zero. The article treats elevated but bounded relative volume as a liquidity or activity filter and…
This stock screen combines an industry filter for beverage and alcohol import or export businesses with a turnover-rate range and a 15-minute MACD condition. It seeks stocks whose MACD histogram remains below zero while its negative bars are becoming…
The document describes a high-risk, high-turnover strategy for Chinese stocks under the T+1 trading convention. It looks for strong stocks that pull back and rebound, possible second moves in leading stocks, and sentiment-driven stocks that may reverse after…
This post describes using Wencai, a stock-screening feature in the Tonghuashun platform, to build stock lists from natural-language-like query statements. It says a strategy can run a query and save the resulting list as a CSV file, offering a way to…
This brief note describes a higher-timeframe variant of the ColorMFI_X20 indicator. Its main feature is an input that lets the user choose the timeframe used for the indicator’s calculations, with a four-hour period shown as the default. This allows the…
This Chinese stock screening note describes a selection rule based on price amplitude, opening auction value, and the previous session’s actual turnover. The initial screen looks for amplitude above 1, ranks stocks by current auction value, keeps the top…
This stock screen selects companies listed in 2021 whose ten-day price change is positive but below 35%, while turnover falls between 3% and 12%. The article frames the filters as a way to find stocks with recent gains and constrain the screen to a specified…
This article explains how to model multi-stock trading as a Markov decision process and train a deep deterministic policy gradient (DDPG) agent with FinRL. The state includes prices, holdings, and cash; actions change holdings through buying, selling, or…
This weekly review summarizes Chinese equity market conditions for the week ending April 3, 2020, then presents Haitong Securities’ market timing, factor, industry rotation, and strategy-performance views. Its evidence includes index returns, valuation and…
This brief BigQuant forum exchange concerns errors in a factor-analysis template when a factor’s coverage falls below the platform’s threshold. One concrete cause is division by zero: the expression using the difference between the high and close prices can…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and a reversal signal. It selects stocks with an intraday high-low range of at least one percent, positive net profit, and market…
The document describes a Chinese equity screen that keeps stocks with turnover between 3% and 12% and at least one limit-up event during the previous 25 days, then ranks candidates by individual-stock popularity. It presents the rule as a way to combine…
The document describes a Chinese stock selection rule combining three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%, and a prior-day price condition described…
This essay groups purportedly successful stock market participants into six styles: patient traders who wait for rare setups, long-term value investors, specialists focused on one stock, short-term leaders-of-the-hot-sector traders, traders who repeat a…
This post describes a Chinese equity screening rule that combines prior-day price amplitude above 1%, an appearance on the prior day’s Dragon-Tiger list, and turnover between 2% and 9%. It frames the combination as a way to find volatile, actively traded…
This A-share screening proposal combines three conditions: intraday amplitude above 1%, at least five overlapping moving averages, and a gain below 6% at 9:25. Its explanation treats the overlap and amplitude filters as signals of relatively stable price…
This A-share screening idea selects stocks in the metaverse industry with circulating share capital no greater than 5.5 billion shares and a maximum decline for the day between 4% and 5%. The stated rationale is to find candidates for a possible short-term…
This A-share screening proposal combines membership in the metaverse industry with a curved price formation and a control-ratio threshold. It then adds a monthly MACD condition and a long-horizon moving-average crossover. The article describes the screen as…
The document outlines a China A-share screening rule focused on metaverse stocks. It selects shares whose observed opening gain is below 6%, whose open is within 5% of the 10-day moving average of closes, and whose 14-period RSI is below 60. It gives…
The document outlines a China A-share stock screen based on daily price range, geography, and circulating market value. Its stated filters require amplitude above 1%, exclude Beijing-listed shares, and select companies with circulating market value above 10…
This Chinese-language post outlines a stock screen for companies classified in the metaverse sector. Its stated final criteria require a volume ratio above 1.5 and below 6, the current day's low below the prior day's low, and market capitalization under 50…
This proposed daily stock strategy uses a three-line break reversal signal with a moving-average trend filter. It enters long after an upward reversal, when the moving average is rising or price is above it. The suggested stop is set using the prior…
This Chinese-language post describes a mainland China stock screen combining turnover of 3%–12%, membership in a robotics concept group, circulating market value below 10 billion yuan, and exclusion of stocks that hit the upper price limit on the prior day.…