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 study examines whether Chinese fund management companies’ visits to listed firms are associated with the performance of the funds they manage. It proposes that visits can improve investment decisions by giving institutions access to operational details…
This Chinese-language post describes a stock screen combining three conditions: at least five moving averages converge, price-to-earnings ratio is positive, and the gain observed at 9:25 is below 6%. The post frames moving-average convergence as a sign of a…
The document proposes a stock screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and whose latest close is above the previous close. It gives two implementations: a formula using industry…
This stock-selection proposal screens listed Shenzhen stocks using a turnover range of 3% to 12%, positive price-to-earnings ratios below 29.01, price-to-book ratios below 3.11, and a reversal-style price shape. Its reference implementation represents that…
This guide explains how to run a Python trading strategy backtest with LumiBot, choose a historical data provider, configure dates and sources, and review generated output. It describes ThetaData, Yahoo Finance, Polygon, custom Pandas data, and Polymarket…
This proposed daily screen targets stocks in the metaverse industry whose KDJ lines have just crossed upward and whose company has an outstanding convertible bond. It specifies screening before 10 a.m. and selecting stocks for that day’s trading. The…
The proposed daily pre-market stock screen combines a positive MACD reading with positive trailing price-to-earnings, current volume above a stated threshold, and an opening price above the prior close. The article interprets these filters as signs of upward…
This stock screen targets Chinese shares associated with the metaverse theme and above a stated circulating-market-value threshold. It looks for recent limit-up activity, with the final selection rule requiring at least two limit-up sessions in the last five…
This post proposes a technical screen combining five moving averages, an opening-period price-change filter, and a medium- versus long-term trend condition. It suggests using the 5-, 10-, 20-, 60-, and 120-day averages, requiring at least five averages to…
This Chinese stock-selection post describes a screen for metaverse-related equities that combines positive institutional-flow readings with buying activity from large and extra-large orders during the opening auction. It also filters for a price-move…
This forum post describes an attempt to compare a platform’s single-factor analysis module with the open-source Alphalens package. The author uses the CSI 300 universe and the PE_TTM_0 factor, with a 22-day rebalancing interval. They aim to prepare…
The post proposes a short-term A-share screening rule. It selects stocks classified in the metaverse sector that appeared on the previous day’s trading activity list, then requires the latest close to lie between the middle line and upper band of a 21-period…
This configuration defines a Qlib workflow that trains a PyTorch feedforward neural network on Alpha360 features for CSI 500 stocks. It uses a forward close-price return label, robust feature normalization, missing-value filling, and cross-sectional rank…
The article examines why sector-themed equity funds attract investors and which industries may suit them, then develops two portfolio design approaches. It links investor demand to the visibility of past winners on financial technology fund platforms and…
This document describes a China A-share screening rule for companies classified in the metaverse industry. It combines a circulating share or float-size ceiling of 5.5 billion shares with a volume ratio above 1.5 and below 6. The volume ratio is described as…
This proposed short-term stock screen combines three conditions: price amplitude above a threshold, a rounded price pattern relative to recent prices, and a measure formed by multiplying price change by net volume from very large orders. The accompanying…
This proposed equity screen selects stocks based on an amplitude threshold, current trading volume above a stated level, a higher opening price, and a company-type condition. The accompanying analysis describes the screen as using price movement and volume…
This stock-selection rule combines valuation filters with short-term technical signals. It screens Shenzhen main-board shares for positive price-to-earnings and price-to-book ratios below stated upper bounds, RSI below 65, and a shrinking negative MACD…
This stock-selection idea combines three filters: daily range relative to an average true range measure, a large single-day gain within the recent 25 trading days, and a weekly moving-average crossover intended to identify a longer-term uptrend. The…
This post describes an equity screen requiring MACD to be above its zero line, a two-day high condition, market capitalization below a stated ceiling, and positive net profits over five years. It discusses the rationale for combining a momentum-style…
The post outlines a Chinese equity screening rule that combines metaverse-sector membership, positive institutional flow, and a condition based on rolling 20-period lows and closes. It describes the price condition as a way to find comparatively low prices,…
This Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…
This Chinese equity screening idea combines reported net profit growth, an estimate of current buying interest, and a history of limit-up moves. Its stated criteria require buying activity above 5%, year-over-year net profit growth above 20% and no more than…
This note describes a Chinese stock selection screen combining daily price range, a history of limit-up moves, and a rising 30-day moving average. It selects shares whose high-to-low range exceeds 1% of the previous close, that recorded at least two…