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 Chinese-language post outlines an A-share screening idea that combines convergence among five moving averages, a claimed Morning Star breakout, and a filter for companies with no losses and market capitalization below the stated threshold. It describes…
This Chinese equity screen combines three conditions: MACD above zero, descending ranking by capital-flow strength, and more than two limit-up days within ten days. Its examples add fundamental filters such as positive valuation ratios and return on equity,…
This Chinese stock-screening proposal combines daily price amplitude above one percent, market capitalization below 10 billion yuan, positive net profit, and a shortening MACD histogram on a 15-minute interval. The author treats amplitude as a way to find…
This note outlines a technical stock screen that combines turnover between 3% and 12% with a reversal pattern and rising price lows. The accompanying indicator conditions use a high reversal score, a low stochastic K reading, and a short-period price bias…
This note proposes screening equities for a high dividend payout ratio in 2019, a sufficiently long listing history, and strong capital activity. It describes trading strength using measures such as turnover and relative volume, with the goal of finding…
This note describes a China A-share screening rule for main-board stocks. It combines daily turnover between 3% and 12%, membership in a robotics concept group, floating market value below 10 billion yuan, and a prior-day indicator of main-fund control. The…
This stock-selection screen looks for shares with a minimum intraday range, at least one large daily gain within the recent 25-session window, and positive institutional buying direction. The criteria aim to combine volatility, evidence of a recent sharp…
This stock screen combines a 2019 dividend measure above a stated threshold, a 20-day moving average above the 120-day average, and a ranking by capital intensity. The moving-average comparison is presented as a way to favor stocks whose shorter-term trend…
This stock-screening idea combines a daily price-range threshold, an RSI ceiling, and buying volume greater than selling volume. The range condition is intended to find stocks with movement, while RSI below the stated cutoff avoids the strongest overbought…
This post proposes a Chinese A-share screen combining three conditions: buying-position share above 5% today, a rising main-board stock, and more than two limit-up days in the preceding ten days. The rationale is that recent buying activity and repeated…
This Chinese stock-selection post describes a screen that filters for shares with turnover between 3% and 12%, listed in 2021, then ranks them by capital strength. It presents the combination as a way to consider both trading activity and recent money flows,…
The document outlines a daily pre-open stock screen for Chinese equities. It selects stocks with MACD above zero and a price below 12 yuan, then ranks candidates by that day’s auction amount and keeps the top five. The rationale is to combine a technical…
This proposed A-share screen combines daily amplitude above 1, exclusion of ST-designated stocks, a five-session limit-up pattern, and large-order net flow above 0.05 for at least three consecutive days. The post describes large-order net flow as a…
This A-share stock-selection rule screens for turnover between 3% and 12%, excludes Beijing-listed shares, and selects stocks described as having fallen on each of the previous seven trading days. The post presents consecutive declines as a way to find…
This proposed A-share screen combines three ranking and selection inputs: descending capital intensity, descending stock popularity, and a dividend payout ratio above 25% for 2019. The document interprets capital intensity and popularity as measures of…
This weekly report reviews style-factor signals across several Chinese equity universes and summarizes recent quantitative fund performance and market conditions. It reports that price-and-volume factors, especially beta, were relatively strong in the week…
The post proposes a Chinese stock-selection screen combining price movement, trading activity, and company size. Its stated rules require amplitude above 1, a product involving the previous day’s turnover rate and today’s auction volume relative to the prior…
The question asks how to limit the capital assigned to any one stock to 20% of the portfolio. The response refers to a calculated weight for a stock and places an order targeting a percentage of portfolio value. This points to a useful portfolio-construction…
This brief Chinese-language support note addresses why a filter applied directly in a DataSource may not work as expected. It recommends using a dedicated data-filter module, filtering the resulting dataframe with boolean conditions, or passing a query…
The example builds a single-stock daily strategy from trend and momentum conditions. Entry requires the 21-period simple moving average to exceed the 60-period average, price to be above both averages, and daily and weekly MACD histograms to be positive. It…
This Chinese stock-selection example combines three short-term conditions: daily amplitude above 1%, a high equal to the highest high across two days, and an asserted Dragon-Tiger List signal from the prior day. The accompanying discussion interprets the…
This proposed stock screen combines an amplitude threshold above 1, three moving-average crossover conditions, and a positive institutional-direction indicator. The explanation frames the moving averages as a trend filter and the institutional measure as a…
This stock selection rule screens A-shares using four conditions: turnover between 3% and 12%, the product of daily percentage change and super-large-order net flow above zero, positive institutional activity, and volume expansion. A reference formula adds a…
This article offers a checklist for choosing strategies from a trading community. It first asks investors to set their capital, acceptable drawdown, and return expectations, then distinguishes conservative from aggressive choices. The conservative profile…