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
The document outlines a daily Chinese stock screen taken at 14:00. It retains stocks with MACD above its zero line, positive afternoon large-order net inflow and positive popularity, then sorts candidates by popularity from highest to lowest. It gives the…
The document addresses how to combine multiple stock-selection factors when they have different preferred directions. Its example asks how to score one factor from low to high and another from high to low, then rank securities by the average of their scores.…
The document proposes a Chinese stock selection rule combining current turnover rate, the ratio of external to internal trading volume, and a prior-day opening-auction price condition. It then ranks qualifying stocks by current auction turnover and selects…
This post proposes screening Chinese stocks by metaverse industry membership, a custom “arc” pattern, and dates within 2021. It describes using industry data and a date filter, then adding technical and fundamental measures for a broader assessment. The…
This stock-screening concept combines price amplitude above one percent, RSI below 65, and a shortening negative MACD histogram on a 15-minute chart. The text interprets shrinking negative bars as potentially weakening selling pressure and a possible rebound…
This brief explanation describes “doing T” in Chinese equities: using intraday buys and sells to adjust the cost basis of an existing position, despite the market’s T+1 settlement rule. It says the trader needs to keep cash available rather than invest the…
This Chinese-language research summary describes a stock-selection factor built from quarterly profitability data. It defines a trend measure as the sensitivity of profitability to time in a linear regression, with separate versions based on…
The document presents a Chinese equity screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s 龙虎榜 (a public ranking of notable trading activity), and a dividend ratio above 25% for 2019. It interprets turnover as a liquidity measure,…
This stock selection rule targets companies in the metaverse sector that recorded a limit-up event within the prior 25 days and show positive large-order net inflow in the afternoon. The document frames the combination as a way to find stocks with recent…
This Chinese stock-screening proposal selects equities with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more during the preceding 25 sessions. It gives equivalent descriptions in…
This note describes an A-share stock-selection rule combining turnover between 3% and 12%, three consecutive declining sessions, and a close above the prior day's low. The intended pattern is a short-term pullback followed by a close recovering above a…
This note outlines an A-share stock screen based on a daily price range above 1%, excluding Beijing-listed shares, requiring a specified reversal or engulfing pattern, and capping circulating market value at 10 billion yuan. It provides formula and Python…
Smooth Candle S is a chart indicator that plots four moving averages derived from the open, low, high, and close prices of each candlestick. It provides a way to smooth each component of the candle separately, allowing traders to view a filtered…
This note describes a short-term A-share stock screen combining turnover, the opening price relative to the 10-day moving average, and the day's low relative to the previous day's low. It selects stocks with turnover between 3% and 12%, an open within 5% of…
This Chinese stock-screening proposal combines three technical conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and weekly MACD above its zero axis. The explanation treats a larger daily range as evidence of volatility, the…
This Chinese equity screen selects stocks with turnover between 3% and 12%, membership in the robotics concept, and float market capitalization below 10 billion yuan, while excluding the STAR Market. The post frames the constraints as a way to narrow the…
This proposal screens Chinese stocks using three conditions: daily high-low amplitude above 1%, a reversal or “wrap-up” pattern, and a 2019 dividend ratio above 25%. Its indicator reference defines the amplitude threshold as a one-percent range and describes…
This Chinese A-share screening proposal combines a recent price-limit event with industry filters. Its stated rule looks for stocks in the metaverse sector that had a limit-up within the prior 25 days and are classified under a beverage and alcohol…
The post outlines a Chinese stock screening idea combining a large price amplitude, a three-session limit-up sequence on the prior day, a market capitalization ceiling, and positive earnings. It proposes tightening the amplitude threshold and checking…
This document describes a Chinese stock screen combining turnover, a robot-industry theme, tradable market value, price change, and large-order flow. Its stated target is robot-related stocks with turnover between 3% and 12%, tradable capitalization below 10…
This document describes a Chinese stock screen combining daily price range, market capitalization, profitability, and a rising-price condition. It selects stocks with an intraday high-low range of at least 1%, market capitalization under 10 billion yuan,…
This A-share screening proposal combines daily price amplitude above 1%, an outstanding convertible-bond name, and a large reversal-style candle. The example formula treats a session as qualifying when the close is at least 5% above the open or the open is…
The article proposes screening A-shares for daily amplitude of at least 1%, market capitalization under 10 billion yuan, positive net profit, and a weekly five-period moving average crossing above the ten-period average. It presents formula and Python…
The document presents an A-share screening idea combining metaverse industry classification with relative trading volume between 1.5 and 6 times a reference average. It also uses a closing-price ceiling of 18.5 and, in its final version, a…