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.
12,140 documents
This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares,…
This article describes a short-term Chinese stock screen based on daily price range, a high ranking for net large-order volume, and MACD above its zero line. It presents the combination as a way to find active stocks with positive momentum, and includes an…
This article outlines a Chinese equities screen combining three signals: confluence among the 5-, 10-, 20-, 60-, and 120-day moving averages, appearance on the prior day’s market leaderboard, and a 20-day moving average above the 120-day average. The…
This stock-selection rule requires the 20-day moving average to be above the 120-day average, RSI to be below 65, and current volume to exceed the prior day's volume by more than five percent. The article interprets the moving-average relationship as an…
This document describes a Chinese equity screen combining three conditions: price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and large-order net volume above 0.05 for at least three consecutive days. It…
HaDelta is presented as a momentum indicator built from Heiken Ashi candlesticks. The document explains that Heiken Ashi began as a graphical aid alongside standard price charts and later developed into a candlestick method of its own. HaDelta uses the…
This document describes an equity screening rule that selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days within a 10-day window. It frames these conditions as indicators of…
This document proposes screening stocks for amplitude above 1, a contracting negative MACD histogram on a 15-minute chart, and a listing age beyond a chosen threshold. The intended interpretation is that a shrinking negative histogram may signal a possible…
This document describes a Chinese main-board stock screen that combines RSI below 65 with a daily gain above 1% and a rising-trend condition. The examples express the trend condition through moving-average alignment: the 5-day average exceeds the 20-day, the…
The Relative Strength Oscillator (RSO) is presented as a centered form of the Relative Strength Index. The transformation subtracts 50 from RSI, moving its midpoint to zero while preserving the original indicator’s behavior. This puts the familiar RSI…
This research proposes a stock selection factor that estimates similarity between companies using ten financial measures spanning profitability, solvency, operating efficiency, and growth. After cross-sectional normalization, it uses cosine similarity to…
This brief document shows part of an adviser’s position-opening logic for GBP/CHF. It compares two MACD-related series on consecutive bars and checks that both are on the same side of zero. When both are positive and the first series crosses above the…
This article describes a Chinese equity screen combining daily price range, large-order net volume, and recent price performance. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and at least…
The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate…
This Chinese equity screen selects main board stocks whose MACD is above zero, whose price has risen by more than 1% for the day, and whose stated 2019 dividend ratio exceeds 25%. The post gives indicator and Python examples and describes the conditions as a…
This note describes an A-share stock screen that combines a daily range filter, a newly formed KDJ crossover, and exclusion of stocks classified as belonging to the STAR Market. The range condition requires the high-low span to exceed 1% of the low. For the…
This note outlines a Chinese stock-selection filter combining turnover, daily price change, listing-board status, and company classification. It selects non-ST main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and a company type…
This note describes a Chinese equity screen for stocks in the metaverse industry. It looks for an opening price near the 10-day moving average and a weekly MACD above zero, using these conditions as signs of a relatively steady price position and an…
This post presents a China-focused stock selection rule combining turnover, parent-company net profit growth, and recent price-limit behavior. The stated screen seeks stocks with turnover between 3% and 12%, year-over-year profit growth above 20% and no more…
This A-share stock screen combines a turnover range of 3% to 12% with a rising DEA reading and an upward-sloping 30-day moving average. The article presents these conditions as a way to select stocks with sufficient trading activity and signs of short-term…
The article outlines a Chinese stock screen restricted to the metaverse sector. It selects shares with positive net buying attributed to major participants during the auction and a ten-day price gain above zero but below 35 percent. The text provides an…
This Chinese equity screen combines three conditions: daily amplitude above one percent, a reversal or engulfing-style pattern, and simultaneous bullish crosses among three indicator pairs. The specified pairs are a 10-period and 50-period DMA, a 20-period…
This Chinese-language post proposes screening stocks for amplitude above 1, positive large-order net volume above 0.05 for at least three consecutive days, exclusion of ST-designated shares, and a “fifth limit-up” pattern. The described pattern waits for a…
This document summarizes a 2021 presentation on tools for classifying industry-themed funds and building quantitative industry allocation strategies. Its proposed framework brings together macroeconomic drivers that may affect sector conditions, comparisons…