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 note outlines a stock-selection screen using turnover between 3% and 12%, excluding Beijing-listed A shares, and requiring at least one daily gain of 10% or more within the preceding 25 trading days. The author frames the recent large gain as a way to…
This A-share stock selection approach looks for MACD above zero, a rising DEA line, and at least two limit-up events during the previous 500 days. It treats positive MACD and an improving signal line as evidence of strength, while repeated limit-ups identify…
This Chinese A-share screening idea combines three conditions: MACD is above zero, parent-company net profit growth is above 20% and no more than 100%, and the stock has reached the daily limit-up at least twice in the prior 500 days. The intended rationale…
The post describes a Chinese equity screen requiring daily amplitude above 1%, a positive 10-day return below 35%, and at least one daily gain of 10% or more during the preceding 25 trading days. It frames these conditions as a way to find volatile stocks…
This example describes a five-minute long-only strategy built from moving averages, Heikin-Ashi candles, and RSI. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the faster average, and the candle is positive.…
The document outlines a Chinese stock-selection idea that combines membership in the metaverse industry with a rounded price pattern and a measure built from price change and net volume attributed to very large orders. Its example implementation further…
This Chinese equity screen selects shares priced below 12 yuan whose MACD is above zero, while excluding shares that hit a limit-up on the previous day. The note frames positive MACD as a technical entry condition and the prior-day exclusion as a way to…
The article proposes a Chinese equity screening rule that ranks stocks by trading heat, then filters for an RSI below 65 and at least one limit-up session during 2021. Its code example retrieves daily data, computes a 14-period RSI, checks for a qualifying…
This note presents a China A-share selection screen focused on metaverse-related stocks. Its final criteria combine a volume ratio between 1.5 and 6, turnover above 3%, a prior close above the 10-day moving average, an opening price below the prior close, a…
This stock-screening method combines a 14-period RSI below 65, three consecutive bearish daily candles, and a positive daily MACD condition. The document presents the combination as a way to find shares with recent short-term weakness while retaining a…
The document proposes screening Chinese equities for three conditions: price amplitude above a threshold, the close above its five-day moving average, and a positive Morning Star candlestick signal. It presents the combination as a way to find stocks with…
The document introduces a version of the Fisher Transform indicator that lets the user select the timeframe from its input settings. The example setting defaults to a four-hour period, showing that the indicator can draw on a chart period chosen separately…
This tutorial explains how to use Alphalens to examine whether factor scores are associated with future asset returns. It distinguishes factor research from portfolio backtesting: factor analysis helps characterize predictive power, consistency across…
This stock screen combines three technical conditions: daily amplitude above a stated threshold, a positive weekly MACD histogram, and at least five moving averages meeting a convergence condition. The post describes these as a way to find volatile stocks…
The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to…
This Chinese equity screen combines an RSI threshold below 65, a product of price change and a large-order flow measure, and membership in the metaverse theme. The article presents the components as technical, capital-flow, and market-theme filters. It…
This Chinese equity screen combines amplitude above 1, exclusion of stocks marked ST, selection before 10 a.m., a five-session closing-price high, and positive return. Its sample implementation estimates amplitude from the day’s high and low relative to the…
This Chinese equity screen combines three short-term signals: daily amplitude above 1%, net inflow from large orders in the afternoon, and a three-session limit-up streak ending the previous day. It interprets amplitude as evidence of price movement,…
This indicator description explains a method for estimating the relative strength of a chosen currency from closing prices across seven currency pairs containing that currency. A zero reference line represents the average over a configurable period, and a…
This document describes a Chinese A-share screening rule that combines turnover, a newly formed KDJ bullish crossover, and a rising-trend condition. Its stated turnover band is 3% to 12%. The referenced formula also checks volume trend and a positive…
This proposed Chinese stock screen combines a price-amplitude threshold, a top-five ranking by the day’s auction amount, and a focus on companies associated with the metaverse theme. The article frames the first two conditions as ways to find active stocks…
This proposed A-share stock screen combines a price-range condition, three consecutive daily limit-up moves ending the previous day, and a company-type filter. Its rationale is that larger price movement may indicate active trading and repeated limit-ups may…
The article introduces trend following as buying when prices rise and selling when they weaken, then reviews five indicators that may inform such decisions: moving averages, Bollinger Bands, MACD, RSI, and On-Balance Volume. It describes using price relative…
The document describes a Chinese equity screening rule that combines three signals: more than two limit-up sessions in the past ten trading days, positive institutional activity, and a latest-day position increase share above 5%. It interprets these…