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 overview explains Williams’ Percent Range, a momentum indicator used to identify potentially overbought or oversold conditions. It describes the indicator’s inverted scale relative to the Stochastic Oscillator: readings near the lower end of the scale…
This stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and previous-day opening-auction turnover above 0.26. The rationale is to find shares with meaningful price movement, improving…
This Chinese-language post proposes a stock screen combining daily price range, an estimate of prior-day major-investor control based on money flow, and association with the metaverse theme. It describes the approach as using both technical and fundamental…
This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…
This Chinese stock screening note proposes selecting shares with MACD above zero, a specified company concept, and a reported ownership concentration ratio above 21%. Its stated rationale is that positive MACD may indicate upward momentum, while the company…
The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…
This short-term A-share screen combines three conditions: RSI below 65, parent-attributable net profit growth above 20% and no more than 100%, and a positive daily MACD reading. The document presents RSI as a way to find stocks that may have rebound…
This A-share screening rule combines a turnover range of 3% to 12%, a rising DEA signal, and a close above the previous session’s low. The document explains the turnover filter as a way to focus on actively traded stocks and treats rising DEA and the price…
This overview describes several ways quantitative trading attempts to identify and capture market opportunities. It presents historical data analysis and backtesting as tools for assessing a strategy, then discusses automated execution, momentum examples,…
This document describes a Chinese equity screen for stocks classified in the metaverse theme. It selects shares trading above their five-day moving average and where the KDJ indicator has just formed a bullish cross. The proposed logic combines a thematic…
This Chinese-language post describes a technical stock screen for mainland China equities. It looks for stocks with daily price amplitude above 1, trading volume above 10,000 lots, an open above the prior close, and a Force Index condition intended to…
This stock screen selects for daily price amplitude of at least one percent, a volume ratio between 1.5 and 6 relative to a five-day average, and positive weekly price bars. The article frames the amplitude condition as a way to focus on more active stocks,…
The document outlines a Breakout RSI (BRSI), an oscillator inspired by a published technical-analysis article. It names three inputs: the calculation period and overbought and oversold levels. Its calculation resembles the relative-strength index, using…
This stock-screening approach combines three technical conditions: amplitude above a threshold, a rising sequence of price lows, and a MACD signal above its zero line. The document describes the idea as a way to find volatile stocks whose price structure is…
The document summarizes two ways to classify crowded equity holdings. For passive crowding, it first divides stocks into size groups using market-capitalization thresholds, then ranks them within each group by the rolling change in passive-fund ownership as…
The document outlines a discretionary short-term momentum setup for currency charts and asks for help turning its rules into an indicator alert. Buy conditions combine a fast and slow linear weighted moving average crossover, price opening above a Laguerre…
This Chinese-language post outlines a short-term stock selection screen. It looks for stocks with at least five overlapping moving averages, a positive but below 35% return over ten days, and a shortening MACD histogram below zero on a 15-minute chart. The…
The document presents a basic stock selection screen combining positive MACD, upward movement in short moving averages, and a share price below 12 yuan. It interprets positive MACD as a sign of an upward state and rising averages as evidence of trend…
This stock selection rule combines three daily conditions: price range exceeds 1%, the KDJ indicator has just formed a bullish crossover, and the day’s high matches the highest high over the current and previous day. The article presents the combination as a…
This Chinese stock-selection post proposes combining daily price amplitude, a ranking based on net large-order volume, and a candlestick pattern described as a morning star. It presents these conditions as a way to find active stocks with short-term momentum…
This research summary compares common stock-selection factors in the U.S. and Chinese markets, with a test of seven factor groups and 24 signals in the Russell 3000 universe. It reports that profitability, valuation, and growth measures were among the…
The Disparity Index expresses the closing price's percentage deviation from an exponential moving average over a selected period. Its formula subtracts the average from the close, divides by the average, and multiplies by one hundred. The document includes…
The document outlines a Chinese equity screen intended to run before 10 a.m. It selects stocks with intraday amplitude of at least one percent, market capitalization no greater than 10 billion yuan, positive net profit, and no special-treatment designation.…
Williams Accumulation/Distribution (W_A/D) is described as a running total of price movement intended to reflect whether buyers or sellers are in control. Its value changes according to the relationship between the current and previous closing prices, using…