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 screen selects listed Chinese stocks with an amplitude above one, more than three years since listing, and closing prices that fell on each of the last three sessions. Its stated rationale is to seek actively traded shares while excluding newer listings,…
DayRSI is an RSI indicator whose calculation period adjusts automatically according to the number of bars in the current day. The description says it is intended for intraday decision-making and supports chart timeframes from one-minute to daily. This makes…
This stock screen looks for Shenzhen Main Board companies with annual return on equity above 15% in each of five years, a price-to-earnings ratio from zero to 29.01, and a price-to-book ratio from zero to 3.11. It also requires the daily high-low range to be…
This Chinese stock selection rule combines three filters: rank stocks among the top 100 by volume ratio, keep those whose opening price is within five percent above or below the ten-day moving average, and look for a shortening histogram in the 15-minute…
This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…
This document describes a daily stock screen that selects shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and an intraday low between 4% and 5% below the previous close. It provides equivalent selection logic in a…
This proposed stock screen looks for shares with a daily high-low range above 1%, trading activity above 60 million in the prior day, and a newly formed KDJ golden cross, defined as K moving above D after being below it. The article frames the range and…
This proposed stock screen selects main board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It also requires large-order net volume to exceed 0.05 for at least three consecutive days. The article…
This Chinese stock-selection approach narrows its universe to metaverse-related companies, then applies a positive institutional-flow condition and a threshold for the ratio of external to internal trading volume. The article’s prose gives a ratio threshold…
This Chinese equity screen combines current turnover, year-over-year net profit growth attributable to parent-company shareholders, and the previous day’s turnover. It selects stocks with turnover from 3% through 12%, profit growth above 20% and no more than…
The document presents a Chinese equity screening idea focused on metaverse-related stocks. Its initial criteria combine a volume ratio between 1.5 and 6 with a stated prior-year return threshold. The post then proposes adding a market-cap floor, a forecast…
This document proposes screening Chinese metaverse-sector stocks for technical signals alongside a sharp opening-price condition. The stated setup calls for simultaneous bullish crosses in three indicators and a prior-day 9:15 matching price at the lower…
This forum post describes a feature calculated from the 000300.HIX index data. It derives daily returns from the close, calculates a rolling standard deviation over 250 observations, and divides that volatility measure by average turnover over the same…
This document describes a Chinese stock screen that selects shares with turnover between 3% and 12%, a listing year of 2021, and a MACD value below zero two trading days earlier. It presents the conditions as a way to combine a liquidity filter with a…
This BigQuant forum entry addresses an error caused by referencing a locally created stock list as though it were an attribute of the backtest context. Its central correction is to use the variable where it was defined, without the context prefix, unless the…
This document describes a Chinese stock screen that combines an intraday price range filter with a 15-minute MACD histogram condition, limited to 2021. The accompanying examples implement the filters in indicator and Python workflows. The intended use is to…
This stock screen selects companies with strong money-flow readings, share prices below 12 yuan, market capitalization under 10 billion yuan, and no reported losses. The proposed ranking orders candidates from strongest to weakest by money-flow intensity.…
This study outlines an experiment applying a Transformer model to short-horizon stock selection in China’s A-share market. Its target is each stock’s return over the next five trading days, using daily market data from 2015 through 2021. The inputs begin…
This indicator description is based on a method attributed to Markos Katsanos and a 2018 magazine article. It describes average penetration bars and adds configurable choices for how penetration is measured: the original method uses closing prices, while…
This A-share stock screen combines three technical conditions: a 14-period RSI below 65, MACD above its zero line, and a rising 30-day moving average. The stated rationale is to find stocks with moderate momentum and an upward price trend. The article also…
This post describes a stock-selection rule focused on the metaverse sector. It screens for positive returns and prior-day auction turnover above a stated threshold, then proposes adding a positive return over the preceding six months. The rationale is that…
This post outlines an A-share stock screen combining a metaverse-sector classification, positive recent returns, and positive auction turnover. It proposes an additional six-month positive-return filter, and later suggests valuation and trend conditions such…
The report summary explains a method for finding monthly indicators that may signal earnings changes in cyclical industries before standard financial statements are published. It covers real estate, autos, transport, coal, nonferrous metals, steel, building…
The document proposes screening Chinese stocks for three conditions: association with the metaverse theme, a rounded chart pattern, and company scale above 200 million yuan. It frames the rounded pattern as a technical signal and company size as a rough…