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.
12,140 documents
The Wave Period Oscillator (WPO) is presented as a time-cycle oscillator, attributed to a 2018 article in the IFTA Journal. Its described calculation derives a signed period-like value from price and a preceding close, then smooths that value with an…
This post describes a Chinese-market stock screen combining five conditions: at least five moving averages converge, current volume exceeds 10,000 lots, the stock opens higher, and the 15-minute MACD histogram’s negative bars are getting shorter. The author…
This stock-screening rule selects shares with turnover between 3% and 12%, a rising K value in the KDJ technical indicator, and prior-day trading value above 60 million. The post frames the conditions as a combination of liquidity and a short-term technical…
This study compares three futures signals: cumulative return over a lookback window, an average based on cumulative daily steps, and a trend measure incorporating Garman–Klass volatility. It reports information-coefficient statistics, groups contracts into…
This Chinese stock-selection proposal filters for shares with turnover between 3% and 12%, a positive daily price change, and a negative product of that price change and the net quantity attributed to very large orders. It also limits the universe to…
This proposed screen selects mainland Chinese main-board stocks using three short-term conditions: amplitude above a threshold, a rising and diverging moving-average pattern, and a buy-side volume ratio above 1.3. The article interprets these as signals of…
This Chinese-language post proposes a stock screen requiring MACD to be above zero, a descending ranking of capital-flow strength, and a rising 30-day moving average. The stated intent combines a positive trend filter with a measure of fund activity. It…
This Chinese-language post outlines a short-term stock screen using three conditions: daily amplitude above 1, turnover between 2% and 9%, and a shrinking negative MACD histogram on a 15-minute timeframe. The intended rationale is to combine price movement…
The document presents a Chinese equity screening rule combining three conditions: prior-session price amplitude above 1%, appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more within the previous 25 sessions. It…
This proposed Chinese equity screen combines a price-amplitude condition, simultaneous moving-average crossovers, and appearance on the prior day’s trading leaderboard. The technical filters are intended to identify active stocks with upward momentum, while…
This stock screen selects Shanghai-listed shares whose daily high-low range exceeds a threshold and that have reached the daily price limit at least twice over a recent 500-trading-day window. It combines a measure of price movement with repeated limit-up…
This Chinese stock screen combines a daily price-range condition, a short-term trend filter, and valuation limits. It seeks Shenzhen Main Board stocks with amplitude above 1, a price above the five-day moving average, a price-to-earnings ratio between 0 and…
The proposed equity screen combines three conditions: rank stocks by trading volume and turnover value as a proxy for capital interest, restrict candidates to codes beginning with 60, and look for a shortening MACD histogram bar on a 15-minute chart. The…
This post presents an A-share stock screen that combines a daily price-range condition, market capitalization below the stated limit, positive net profit, and a buy-to-sell volume imbalance above 1.3. It includes an indicator-formula example and a Python…
This post describes a Chinese A-share screening rule combining a daily high-low range above 1%, an available convertible-bond name, and a positive return over ten days that remains below 35%. It offers an indicator-formula example and a Python example…
This Chinese-language post outlines an A-share stock-selection screen combining a positive MACD condition, rising or diverging moving averages, market capitalization below 10 billion yuan, and positive earnings per share. It also suggests ranking candidates…
This BigQuant example addresses a limitation in which its high-frequency feature extraction module calculates within a single day, while a researcher may need features from minute data spanning multiple days. It shows a distributed workflow using FAI: read…
The proposed screen ranks stocks by trading volume or capital strength and filters for companies with market capitalization below the stated ceiling, no losses, and a pre-open gain below the stated threshold. The article presents these conditions as a way to…
This stock screen combines three conditions: prior-day appearance on an exchange top-trading list, a stated price amplitude threshold, and positive large-order net inflow during the current afternoon. The article presents the combination as a way to find…
This stock screen targets companies classified in the metaverse theme that appeared on the prior day’s trading leaderboard and whose short-term moving averages are ordered upward. The stated formula compares the 5-, 10-, and 20-day simple moving averages,…
This note proposes screening stocks associated with the metaverse theme using a rounded-bottom chart pattern and a positive weekly candlestick signal. Its expanded version adds a KDJ condition, a weekly moving-average crossover, a MACD signal, and a measure…
This research summary examines ways to improve equity momentum signals in China’s A-share market, where the authors report that reversal has historically been stronger than momentum. It compares conventional momentum with four adaptations: using moving…
This document presents a stock screen combining three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a close above the previous day's low. The rationale is that a large range identifies active stocks, a…
The article compares decade-scale changes in six major equity indices and argues that long-run wealth accumulation depends on the balance between advances and declines, rather than on the count of up and down sessions. It describes a pattern of relatively…