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 presents a short-term stock screen based on price movement, trading activity, and the open relative to the prior close. Its stated criteria are amplitude above 1, a price or K-line measure below 20, current volume above 10,000 lots, and an…
The proposed Chinese equity screen combines three conditions: at least five moving averages are said to overlap, the 9:25 opening gain is below 6%, and the 30-day moving average is rising. The accompanying explanation interprets overlap as relatively stable…
This Chinese equity screen selects stocks with turnover between 3% and 12%, a daily gain above 1% relative to their sector, and a ratio of external to internal trading volume above 1.3. It combines trading activity, short-term price strength, and a simple…
This research summary examines whether extreme investor sentiment can help identify short-term industry allocation opportunities. It argues that industry valuation comparisons are difficult because sectors differ in profitability and asset intensity,…
This post describes a stock selection screen that combines RSI below 65, seven consecutive sessions with the close below the open, and declining fund-flow strength. It frames the conditions as a mix of technical signals and investor activity, then offers…
The article introduces mutually exclusive events as outcomes that cannot happen at the same time, then applies the idea to investment choices constrained by a limited budget. It contrasts positions that cannot be held together under its example budget with…
This proposed Chinese equity screen looks for non-special-treatment stocks in the metaverse sector whose opening price is near the 10-day moving average, with selection completed before 10 a.m. It then applies a multi-session limit-up pattern: consecutive…
XDeMarker_Histogram_Vol is described as an indicator that marks the direction of movement in histogram bars with colored icons placed on the bars. Its stated function is visual: it helps users see whether the histogram is moving in one direction or the…
The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…
This screen selects stocks with MACD above its zero line, a closing price below the stated price limit, and a close above the open. The author interprets the MACD condition as a strength filter and the bullish candle as a sign of positive price action. The…
This selection rule screens stocks assigned to the metaverse industry for a positive latest-period return and a positive ten-day price gain below 35%. It combines an industry classification with recent price performance, aiming to identify names with both…
This stock screen selects main-board companies identified with the robotics theme, with float market capitalization below the stated threshold and turnover between 3% and 12%. It then ranks eligible stocks by the day’s auction trading value and selects five.…
This report studies whether one industry’s past returns can help predict another industry’s future returns. It argues that information may spread gradually across related industries because investors cannot immediately assess every impact of a new shock. The…
This tutorial explains how to define a reusable universe of securities for historical data collection and strategy research. It starts by querying a securities master database into a table, where each instrument has a unique security identifier. If the…
The document describes a short-term stock screening method combining RSI below 65, a rising KDJ K value, and moving-average conditions. Its code references compare the 5-day and 20-day averages and require price to be above the 60-day average. The…
This post proposes screening Chinese stocks associated with the robotics theme using price amplitude, recent performance, and a ceiling on free-float market value. Its written criteria require amplitude above a threshold and a positive but bounded return…
This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…
This document is a historical price table for a broad set of country and regional exchange-traded funds. It lists dates alongside one price series for each ETF, with examples spanning markets such as Japan, Brazil, Germany, India, and the United Kingdom. The…
The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…
This study examines macro momentum across stock markets and its use for timing Chinese equities. It differs from price-based trend following by using macroeconomic indicators to generate signals. For a universe of 24 country equity indexes, it considers…
This brief VeighNa forum exchange discusses how to calculate indicators that need multiple days of history, such as 30-day and 60-day moving averages. One participant considers storing daily OHLCV data in a database or CSV file and loading it before the…
This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…
This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…
This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…