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 post describes a Chinese equity screen combining a turnover-rate band, beverage and alcohol industry classification, and a reversal or engulfing-style price condition. It also presents illustrative formula and Python references. The accompanying code…
This research note describes an earnings-expectations approach to positioning in Sanhuan Group, a Chinese electronics company. It constructs an “earnings overpricing” index within a fixed price-to-earnings valuation framework and uses the measure to allocate…
This research summary examines whether mutual fund managers’ tendency to follow prior institutional trading can reveal investment skill. It describes a fund-level dynamic herding measure, FH, and tests whether funds with stronger herding subsequently…
This document describes a short-term Chinese A-share screen for stocks classified in the metaverse theme. It selects candidates using a price-change condition tied to the 9:25 opening period and a prior-session turnover range. The article also gives example…
This Chinese stock screen combines a daily price range threshold, a fixed closing price, and a measure described as the proportion of trading attributed to dominant participants. The article explains that the range condition is intended to select more…
This Chinese equity screen selects stocks associated with the robotics theme, with circulating market value below 10 billion yuan, turnover between 3% and 12%, and an appearance on the previous day's stock leaderboard. The article also gives formula-style…
This Chinese stock screen combines a metaverse industry classification with a relative-volume band and a sequence of declining closes. The stated selection conditions require volume ratio above 1.5 and below 6, alongside seven consecutive down days. The…
This Chinese-language post describes a mainland Chinese stock screen combining turnover rate, the ratio of outside to inside trading volume, and the current day’s price gain, then restricting candidates to main board stocks. It frames turnover as a liquidity…
The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a…
This report studies whether changes in leading companies’ expected earnings can help select industries for rotation. Its premise is that revisions to a sector leader’s expected fundamentals may influence subsequent returns across related stocks. The analysis…
This post describes a simple equity screen combining three conditions: a large daily trading range, moderate realized turnover on the prior day, and a current low below the previous session’s low. The proposed interpretation is that it identifies actively…
This report examines whether selecting stocks within industries can improve factor comparisons by reducing structural differences between sectors. It groups stocks using a detailed industry classification, removes recent listings and very small firms whose…
This note proposes screening Chinese stocks associated with the metaverse theme, with circulating market capitalization above 10 billion yuan, and aggregate large- and extra-large-order buying during the opening auction above 7 million yuan. Its rationale is…
This note describes a Chinese equity screen requiring turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and exclusion of STAR Market stocks. The accompanying example…
This note outlines an A-share screening approach that ranks stocks by volume ratio, then selects those with net-volume readings above 0.05 for at least three consecutive days and a 9:25 a.m. price change below 6%. It presents the conditions as a way to…
This document describes an equity screening rule that combines price range, large-order net volume, and the opening price change. It selects stocks whose amplitude exceeds 1, whose large-order net volume measure stays above 0.05 for at least three…
This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…
This report examines stocks that mutual funds hold at a larger portfolio weight than their benchmark index. It describes these holdings as tending toward larger, higher-valued companies and certain sectors, and reports that many outperformed during fund…
This article describes a Chinese A-share screen combining turnover between 3% and 12%, at least one limit-up event in the prior 25 days, current volume above 10,000 lots, and a high-open condition. It argues that moderate turnover and recent limit-ups may…
This article proposes screening Chinese beverage and alcohol import-export stocks for turnover between 3% and 12%, while excluding stocks that reached the previous day's upper price limit. The stated rationale combines trading activity with an industry…
The article describes a Chinese stock screen that looks for daily amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit, and tradable market capitalization from 5 to 10 billion yuan. It presents volatility as a…
This article presents a Chinese equity screen combining three conditions: at least five overlapping moving averages, more than two limit-up sessions within ten days, and a rising 30-day average. It interprets clustered averages as short- and medium-term…
The document outlines a Chinese A-share screen that starts with stocks showing an amplitude above 1, excludes Beijing-listed shares, and ranks the remaining names by individual stock heat. It then proposes a more involved version using amplitude above 2%,…
This document proposes a Chinese main-board stock screen combining price amplitude, institutional participation, and the balance of aggressive buying and selling. The final rule specifies an amplitude threshold over a 15-day window, institutional…