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 proposed Chinese-stock screen combines a technical condition with historical corporate data: it selects shares with RSI at or below 65, a listing history longer than one year, and a 2019 dividend ratio above 25%. The post includes a sample indicator…
This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…
This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…
This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…
This article outlines a Chinese equity screening rule combining daily amplitude above one, a positive weekly MACD reading, and a high ranking for net large-order volume. It describes these conditions as a way to find volatile stocks with upward price…
This article sketches a Chinese stock-selection rule using MACD and price conditions. It describes screening for MACD above the zero line, a price below 12 yuan, and also states a share-price condition of 18.5 yuan. It says the scan is intended to run before…
The proposed stock screen combines a technical condition with fundamental growth and company-size filters. It selects stocks with an RSI below 65, year-over-year net profit growth above 20% and at most 100%, and size of at least 200 million. The article…
This note outlines a basic screen for Chinese equities whose stock codes begin with 60, whose daily high-to-low range exceeds 1%, and whose closing price is 18.5 yuan. It also proposes sorting qualifying stocks by trading activity. The article illustrates…
This note describes a simple Chinese-equity screen combining daily price range, calendar year, and closing price. It selects stocks whose high-to-low range exceeds 1%, whose trading date falls in 2021, and whose closing price equals 18.5 yuan. The article…
This article describes an A-share screening rule combining three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and displayed best-bid volume greater than best-ask volume. It interprets the RSI and candle sequence…
This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…
This Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…
The document summarizes research that builds a German FEARS sentiment index from Google search activity and links it to individual investors’ trades and stock returns. The index is constructed from searches for German terms related to expectations and…
DayBulls is a version of the Bulls Power indicator whose calculation period is set automatically based on the number of bars in the current day. The description presents it for chart timeframes from one minute through one day and recommends it as an aid to…
This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…
This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…
This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…
This proposed Chinese equity screen combines a daily price move with company size and profitability. It selects stocks with amplitude above 1, a daily decline between 4% and 5%, market capitalization at or below 10 billion yuan, and no losses. The document…
The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…
This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…
This Chinese-language research summary explains how short-lived signals derived from stock price and volume data can complement slower fundamental alpha in a monthly index-enhancement portfolio. It outlines a structured risk model based on Barra USE4, with…
This stock screen selects companies classified in the metaverse sector whose prior-day actual turnover is between 3% and 28%. It also requires the closing price to fall between the 20-period Bollinger middle band and upper band. The article describes the…
This stock selection rule screens Chinese equities in the metaverse industry, limiting candidates to those with a circulating share count no greater than 5.5 billion and a high rank for large-order net flow. The accompanying Python example retrieves stock…
This stock screen combines three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and a newly formed KDJ golden cross. The post frames the combination as a way to find relatively large, volatile stocks with a…