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 post proposes a Chinese equity screen using turnover between 3% and 12%, a positive return over ten days below 35%, and a dividend payout ratio above 25% for 2019. It says to select stocks before 10 a.m. and presents the dividend filter as a way to…
This Chinese-language post outlines a proposed screen for mainland Chinese exchange-listed stocks in the metaverse industry. It selects names among the five highest by the day’s auction trading value, then requires the weekly five-period moving average to…
This report presents a short backtest of a large-cap stock strategy attributed to a multi-agent AI trading bot and compares it with SPY. The stated test ran from January 4 to January 15, 2026, using Yahoo data and a universe of large technology and other…
The document describes a daily stock screen based on three conditions: a high-to-low range greater than one percent, a reversal or engulfing-style pattern, and a close above the previous day’s low. It presents these conditions as a way to find stocks whose…
The post describes a stock-selection screen based on turnover between three and twelve percent, appearance on a market trading list the previous day, and a negative MACD reading from two days earlier. The accompanying formula adds further filters involving…
The document proposes a stock screen combining daily range, a calendar-year filter, and bullish price and volume conditions. Its written description calls for stocks with an amplitude above one percent during 2021 and a positive weekly candle. The…
This Chinese equity screening note combines three conditions: turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and an auction-period price change greater than -2% and less than 5%. It frames the filters as a way to…
This report excerpt reviews several Chinese equity strategies for the week ending around July 19, 2020. It says valuation and quality factors performed relatively well while momentum weakened. The CSI 300 and CSI 500 enhanced portfolios both declined for the…
This note describes a Chinese equity screen requiring turnover between 3% and 12%, a stock code beginning with 60, and a nonempty name for an unredeemed convertible bond. The stated rationale is to focus on stocks with a specified level of trading activity…
This post outlines a Chinese A-share screen combining membership in a metaverse-related category with a turnover-based condition, a technical signal, market-cap ranking, and a valuation filter using PEG. It also sketches a Python workflow that retrieves…
This stock-selection idea screens Chinese equities for four conditions: membership in the metaverse theme, positive net buying by large participants during the opening auction, a robotics concept association, and circulating market capitalization below 10…
This post outlines a Chinese equity screening approach combining three signals: high relative trading volume, rising short- and medium-term moving averages, and at least two limit-up sessions during the prior 500 days. It describes ranking by volume ratio,…
This Chinese-language post describes an equity screen requiring a daily price range above 1%, a positive 10-day return below 35%, and positive reported returns. It frames the range threshold as a way to select for active price movement, while the bounded…
This post describes a China equity screening idea based on price compression and a Bollinger Band location. It selects stocks whose 5, 10, 20, 60, and 120 day moving averages are described as overlapping, whose close lies between the Bollinger middle and…
The document describes a framework for deciding whether a candidate multifactor strategy adds value alongside a portfolio of smart beta exposures. It models each advanced beta as a combination of exposures to a small set of investable “elementary” factors,…
The post proposes a Chinese equity screen for beverage and alcohol import-export companies, selecting stocks with turnover between 3% and 12% and shareholder equity above 200 million. It gives example platform formulas and Python references, including…
This study examines how stock volatility relates to reversal and other factor returns in China’s A-share market, controlling for market capitalization and industry effects. It reports that stocks with weaker past returns tended to outperform later across…
This stock-screening proposal selects shares using three conditions: price amplitude above a threshold, multiple moving-average crossovers occurring together, and a minimum float market capitalization. The rationale is to combine recent price movement, a…
The article reviews research linking firms’ incentives to manage investor expectations with earnings announcement premiums and seasonal stock returns. It builds an ex ante expectation management incentive score from analyst coverage and institutional…
This Chinese equity screening proposal combines a 14-period RSI threshold below 65, a three-session candle pattern, and exclusion of stocks on the STAR Market. It frames the filters as a way to identify stocks based on price behavior while avoiding a market…
This short introduction proposes hidden Markov models (HMMs) as a machine-learning technique for market analysis and timing. It says the article will explain the model, discuss similarities between HMMs and stock markets, and develop a multi-factor…
This document outlines a Chinese equity screening approach focused on metaverse-related stocks. Its stated filters include a volume ratio between 1.5 and 6 and a circulating share count no greater than 5.5 billion. A later proposed version adds forecast…
This proposed A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and at most 100%, plus a daily price change between -5% and 2.6%. It presents the filters as a mix of technical, fundamental, and market…
This selection method looks for stocks with amplitude above 1, ranks them by large-order net volume, and excludes stocks that closed at the upper price limit on the previous day. The article includes sample screening logic and Python-style data retrieval,…