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 Chinese stock-screening proposal selects shares with a daily high-low range greater than 1, a three-session limit-up streak ending the previous day, and turnover between 3% and 12%. The article interprets range as a measure of volatility, the repeated…
This Chinese equity screening idea combines RSI below 65, greater displayed buying volume than selling volume, and a rising MACD signal line, called DEA in the post. It interprets these conditions as signs of moderate RSI, stronger buying interest, and a…
This Chinese equity screening idea combines a daily turnover range of 3% to 12%, three consecutive declining sessions, and an RSI reading below 65. The stated aim is to find stocks that have recently weakened and may have further short-term downside. The…
This A-share stock screen selects securities whose 20-day average trading volume exceeds the 120-day average, then excludes Beijing-listed A shares. The author interprets higher recent average volume as a sign of stronger capital activity and ranks…
This stock screen combines turnover between 3% and 12%, seven consecutive sessions in which the close is below the open, and a 15-minute MACD histogram that is shortening. The setup seeks stocks that have fallen persistently but may be showing early signs of…
The document outlines a Chinese equity screening idea that selects stocks associated with the metaverse, with price amplitude above a threshold and free-float shares at or below a stated limit. It presents high amplitude as a way to find more volatile stocks…
This research summary presents TS-Boost, an equity factor-selection framework designed for financial data with shifting cross-sectional patterns and low signal-to-noise ratios. Instead of pooling observations from different dates into one training set, it…
The post describes a stock screen using a turnover range of 3% to 12%, a ratio of aggressive buying volume to selling volume above 1.3, and a date restriction to 2021. It presents the turnover band as a way to filter trading activity and the buy-sell volume…
This stock selection rule screens the metaverse industry for a newly formed KDJ bullish crossover and a close above the previous session’s low. The post frames the crossover as a possible trend reversal and the price condition as a sign of relatively…
This Chinese stock-selection proposal combines three signals: a daily increase in position share above 5%, weekly MACD above the zero line, and a rising 30-day moving average. The article interprets these as evidence of recent capital inflows and upward…
This stock-selection rule screens Chinese beverage and alcohol-related companies using three conditions: turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a reported daily control ratio above 21%. The article…
This stock-selection rule screens for names with an amplitude measure above 1, large-order net volume above 0.05 for at least three consecutive days, and a volume ratio between 1.5 and 6. It frames amplitude as a measure of price movement, net volume as a…
This discussion describes a model-stacking problem in a Chinese quantitative research platform. A user has trained and persisted twenty StockRanker models using the same factor set but differing in date ranges, data filters, or prediction horizons. The goal…
This note describes a China-market stock screen for companies classified in the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose previous-day traded value exceeds 60 million. The author presents the…
A beginner asks whether an automated strategy can trade only stocks listed on China’s ChiNext board. The replies explain that the strategy’s candidate universe can be filtered by stock code, retaining securities whose codes begin with the board’s identifying…
This Chinese stock-screening post combines three technical conditions: a daily price range above a stated threshold, an opening price near the 10-day moving average, and weekly MACD above zero. The post interprets these as signs of higher volatility, a…
This post describes a stock-selection idea that combines MACD above zero, a favorable company characteristic, and a minimum listing history. Its rationale treats positive MACD as a sign of price strength and listing age as a way to avoid very recently listed…
This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the…
This proposed screen targets metaverse-related stocks with three technical crossover conditions and at least two limit-up events during the prior 500 days. The article names MACD-related signals and a 5-day versus 10-day moving-average crossover, and…
This proposed Chinese equity screen looks for stocks associated with the metaverse concept, a rising 30-day moving average, and total assets above 200 million yuan. The article includes a platform formula reference and a Python example that filters a data…
This stock-selection screen combines three filters: RSI below 65, a 20-day moving average above the 120-day moving average, and exclusion of stocks identified as belonging to the excluded technology board. The accompanying Python example retrieves stock…
This note describes a stock screen requiring amplitude above 1, positive institutional money-flow direction, and a positive daily MACD. The conditions combine a measure of price movement, a proxy for institutional flows, and a momentum indicator intended to…
This note presents a Chinese stock-selection screen using three conditions: today’s increase in holdings above 5%, the ratio of external to internal trading volume above 1.3, and the 20-day moving average above the 120-day moving average. The first two…
This note describes a Chinese equity screen combining price movement, trading activity, opening behavior, and a long-term trend filter. It selects stocks with amplitude above 1, current volume above 10,000 lots, an open above the previous close, and a close…