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 article describes a China A-share stock screen that combines turnover, company size, profitability, and a rising-lows price pattern. Its stated filters restrict turnover to a specified band, market capitalization to below a stated ceiling, and earnings…
This report studies whether stocks that suffer sustained, sharp declines later rebound, and how to identify such episodes. It uses rolling-window local extrema with a 15-period parameter to mark turning points, then applies pattern conditions to select 2,048…
This Chinese stock-screening idea combines three conditions: a positive MACD reading, a share price below 12 yuan, and a small price gain at the 9:25 pre-open observation. The post describes screening before the market opens and includes example indicator…
The strategy screens Chinese mainland stocks using three conditions: RSI below 65, a circulating market capitalization between 5 and 10 billion yuan, and a shortening MACD histogram on 15-minute bars. The rationale is that RSI constrains the short-term…
This Chinese equity screening proposal filters for stocks with daily amplitude above 1% and a positive ten-day gain below 35%, then ranks qualifying names by a market-attention measure. The rationale is to find stocks showing activity and some recent…
This proposed Chinese A-share screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed or Beijing-based names, and uses enterprise ownership or company classification as an additional selection dimension. The accompanying discussion…
This literature summary describes applying classification and regression trees (CART) to cross-sectional stock selection. The motivating advantage is that a tree can represent nonlinear relationships and interactions among variables, which linear models or…
This weekly Chinese equity research note tracks index-enhancement portfolios benchmarked to the CSI 300, CSI 500, and CSI 1000, and monitors single-factor portfolios within those indices and a public-fund-heavy-stock universe. Its portfolio construction is…
This post proposes screening Chinese stocks for daily amplitude above 1%, a robot-related concept, circulating market capitalization below 10 billion yuan, and a weekly candle condition described as a sufficiently tall red bar. It presents example screening…
This post describes a Chinese equity screen that combines membership in the metaverse theme, positive net buying attributed to large participants during the opening auction, and a share price at or above 18.5 yuan. It sketches implementations using…
This article outlines an approach to improving a random forest stock-selection model through factor screening and parameter experimentation. It first limits the stock universe by excluding firms under special treatment and delisted stocks. Candidate…
This Chinese-language note describes a stock screen based on daily price amplitude above 1%, trading value above 60 million on the previous day, and a positive daily MACD. It presents amplitude and turnover as ways to find active stocks, while MACD is used…
The document describes a Chinese stock selection rule that combines a technical screen with historical revenue growth. It selects stocks with RSI below 65, a rising MACD signal line (DEA), and 2021 revenue more than 10% above 2018 revenue. The accompanying…
This stock-selection method screens shares whose codes begin with 60 and whose turnover rate is between 3% and 12%, then selects those with three consecutive sessions where the close is below the open. It treats a run of down candles as a possible reversal…
This Qlib documentation explains a workflow for preparing financial data for quantitative research. Users convert market data into Qlib’s binary format, derive features with its expression engine, apply more complex transformations through data handlers, and…
This post describes a stock screen based on a trading-range threshold, three consecutive days of gains, and at least a year since listing. It presents the range condition as a way to find active stocks, the recent gains as a short-term strength signal, and…
This document describes a Tom DeMark-inspired moving average indicator that identifies a likely trend from changes in recent highs or lows. A bullish condition occurs when the current low exceeds prior lows over a configurable trend period; a bearish…
This document presents a stock selection rule for Chinese companies classified in the metaverse theme. It screens for previous-day actual turnover between 3% and 28% and requires the daily MACD difference line to be above its signal line. The text explains…
This document describes a Chinese A-share stock screen combining turnover, market capitalization, profitability, and order-flow measures. It selects stocks with turnover between 3% and 12%, market value below 10 billion yuan, positive average earnings per…
This stock screen combines three filters: at least five moving averages are described as converging, price-to-earnings and price-to-book ratios fall within specified ranges, and the 20-day moving average is above the 120-day average. The first condition is…
This Chinese-language article outlines an A-share stock screen combining market capitalization, turnover, a KDJ bullish crossover, and a prior-day opening call-auction price near the daily limit-down level. The final stated criteria require market value…
This stock-selection approach screens companies in the metaverse sector for a bullish MACD crossover and a rising KDJ K value. The post also gives an example implementation that adds a market-cap range, though its code uses a KDJ-based RSI threshold and does…
The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…
This proposed A-share screen selects stocks with turnover from 3% to 12%, an opening price within roughly 5% of the ten-day moving average, a latest close at or above that average, and at least one limit-up event in the preceding month. The article frames…