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 stock screen combines three conditions: daily price amplitude above 1, a dividend yield above 25% for 2019, and a Shanghai listing code beginning with 60. The article gives example formula and Python implementations, with the Python example sorting…
This stock selection approach looks for shares with MACD above zero and short-term moving averages spreading upward, while excluding stocks from China’s STAR Market. It presents the screen as a way to identify stocks with positive trend signals and avoid a…
This document outlines a two-stage workflow for calculating Alpha101 factors. First, it reads daily stock data, derives base series such as returns and VWAP, and computes time-series intermediate variables for storage. Later, factor construction retrieves…
This proposed screen combines price movement, company size, profitability, exchange segment, valuation, and share price. It selects stocks with amplitude above 1, market capitalization below 10 billion yuan, positive net profit, and Shenzhen Main Board…
This document describes an A-share stock screen that looks for amplitude above 1 and a weekly five-period moving average crossing above the ten-period average, while excluding Beijing-listed companies. It presents the crossover as a trend condition and…
This configuration describes a Qlib workflow for training a KRNN model on China’s CSI 300 universe with Alpha360 features. It sets a historical data range, uses robust feature normalization and cross-sectional label ranking, and defines a two-day forward…
This algorithm implements a monthly cross-sectional momentum strategy in US equities. It ranks eligible stocks by their trailing 12-month return, with the most recent month skipped to reduce microstructure and liquidity biases. The highest-ranked group is…
The post proposes selecting stocks using three recent market-activity measures: daily high-to-low amplitude above 1, actual turnover between 3% and 28% on the prior day, and prior-day trading value above 60 million yuan. It frames the combination as a way to…
This post outlines a Chinese equity screen that combines recent capital accumulation with company fundamentals. Its initial filters seek stocks with a market capitalization below the stated ceiling, no history of losses, and parent-company net profit growth…
This note outlines a Chinese stock screen focused on the metaverse theme, smaller share float, positive price change, and a “main uptrend start” signal. Its final stated rules add a market-value ceiling of 10 billion yuan and cap circulating shares at 5.5…
This note proposes selecting non-ST stocks with turnover between 3% and 12%, a rising DEA signal, and a limit-up move before 10:00. It describes this as a short-term limit-up approach, using the early timing of the price move alongside a trend filter and…
This note presents a stock screen for shares with daily amplitude above 1%, an opening price near the 10-day moving average, current volume above 10,000 lots, and a high open. The example formulas define “near” as within 5% of the average and identify a high…
This note describes a short-term stock screen combining turnover rate, recent price performance, and a newly formed KDJ golden cross. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and a fresh bullish KDJ crossover. The…
This Chinese equity screening proposal selects stocks with a 13-period RSI below 65, first-level bid volume greater than ask volume, and increasing money-flow strength. Its examples calculate a volume-weighted flow measure from the close’s position within…
This article outlines a Chinese equity screening approach that combines price amplitude with recent limit-up activity and a date restriction. It also provides example formula and Python implementations, then proposes adding fundamental analysis, broad market…
This opinion article argues that individual A-share traders face disadvantages against quantitative firms through both speed and market rules. It contrasts claimed latency figures for colocated trading systems and retail apps, then describes the T+1…
This research summary reports tests of 23 alpha factors across seven categories in the Hang Seng Composite and Stock Connect universes. It says valuation, profitability, and growth factors were significant, with information coefficients around 3%. A…
This document describes a China A-share screening rule that selects stocks with daily amplitude above 1, circulating market value above 10 billion yuan, and a rising 30-day moving average. The author presents amplitude as a proxy for trading activity, market…
The document describes a chart indicator that scans for thirty popular candlestick patterns and marks detected patterns on the price chart. Users can configure the display by pattern group—one-bar, two-bar, or three-bar formations—and individually enable or…
This stock screen selects companies associated with China’s metaverse theme using actual turnover thresholds across two consecutive sessions. It requires prior-day turnover to fall between 3% and 28%, and current-day turnover to fall between 3% and 12%. The…
This Chinese equity screen combines price amplitude above 1, a positive weekly MACD bar, and a 2019 dividend ratio above 25%. The article describes the first condition as selecting volatile stocks, the weekly signal as evidence of upward momentum, and the…
This Chinese equity screening proposal combines three conditions: market capitalization below 10 billion yuan, no history of losses, and positive net buying by major investors in the opening auction, alongside a stated threshold for the day’s increase in…
The proposed Chinese equity screen ranks stocks by capital strength, then requires a dividend ratio above 25% for 2019 and more than two limit-up sessions within ten days. The article interprets capital strength and repeated limit-ups as signs of investor…
This document describes a Chinese stock screen using three main conditions: a 14-period RSI below 65, positive afternoon large-order net inflow, and an opening move under 6% relative to the prior close. Its final stated selection logic also ranks stocks by…