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 stock screen combines a metaverse-concept filter with a simple price condition: the current close must be above the previous session’s low. It also excludes Beijing-listed A shares. The document gives corresponding indicator logic and a Python example,…
This Chinese-language post proposes screening stocks using turnover, displayed best-level bid and ask volume, and large-order net inflow. Its final selection rule requires turnover between 3% and 15%, bid volume greater than ask volume, and large-order net…
This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…
This stock-screening proposal selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and previous-session trading activity above the stated threshold. It then takes the first ten qualifying symbols. The…
The document describes a stock selection rule that filters for turnover between 3% and 12%, companies listed in 2021, and an observation at 9:25 with a price increase below 6%. It presents the screen as a way to refine entry timing and avoid buying after a…
This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…
The article explains Active Fundamental Performance (AFP), a measure intended to identify mutual fund managers who select stocks well on fundamental information. For each fund, it computes the covariance between benchmark-adjusted portfolio weights, or…
This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…
This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…
This proposed stock screen combines three signals: a historical dividend payout condition, high capital-flow intensity, and low concentration of those flows. The article interprets the flow measures as indicating substantial but broadly distributed inflows,…
This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…
This strategy uses a public disclosure page as a signal for trading stocks or exchange-listed units. A research agent retrieves the page and checks when it was published; the strategy proceeds only when the disclosure predates the trading session and reports…
This proposed Chinese equity screen selects stocks in the metaverse sector that had at least one limit-up day during the preceding 25 days and traded more than 60 million yuan in value on the previous day. The article says to run the selection before 10 a.m.…
The article summarizes research on whether information spreads through mutual fund families and how that relates to fund performance. It describes a diffusion measure based on the order in which affiliated funds buy a stock after it first appears in a family…
This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…
The article argues that quantitative funds may find China’s A-share market more attractive than US equities. It points to a large listed-company universe, active and volatile small-cap stocks, and lower trading costs as conditions that could support…
The article describes a Chinese stock selection screen combining turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger list, and a concentration measure. It frames turnover and the listing as signals of liquidity and market attention, while…
This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings…
This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…
This Chinese equity screening note combines three filters: daily amplitude above a stated threshold, a 2019 dividend ratio above 25%, and exclusion of STAR Market stocks. It argues that larger price ranges identify more volatile shares, while high dividends…
This Chinese A-share screening proposal selects stocks using three stated conditions: amplitude greater than one, a dividend payout ratio above 25% in 2019, and at least one limit-up move during the preceding month. The accompanying discussion interprets the…
This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…
This post describes a Chinese equity selection rule combining daily price amplitude, an upward-moving-average condition, and the prior day’s turnover relative to the current day’s volume. Its rationale is to identify stocks with favorable short-term price…
The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…