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 document introduces mobile network activity as an alternative data source for quantitative investing. It explains that mobile devices continually exchange signals with cell towers and Wi-Fi access points, and that legally anonymized records may reveal…
This Chinese-language post outlines a stock screen combining price movement, recent strength, and MACD. The initial criteria look for stocks with a large daily high-low range, at least one session with a gain of 10% or more in the recent 25 trading days, and…
This stock selection method screens after each trading day for shares whose MACD histogram is above zero and whose close is above the prior day's low. It then ranks qualifying names by reported stock heat, from highest to lowest, and the example code retains…
This Chinese equity screening idea selects stocks with an amplitude above 1, a product of yesterday’s turnover and today’s auction volume relative to yesterday’s volume between 0.5 and 2, and a prior-day signal that major market participants controlled the…
This document outlines a Chinese equity screen requiring turnover between 3% and 12% and year-over-year growth in net profit attributable to shareholders of the parent company between 20% and 100%. It then ranks qualifying stocks by capital strength, which…
This document describes a Chinese equity screening strategy combining membership in the metaverse sector, a pre-open or opening gain below 6%, and a signal interpreted as institutional buying. Its rationale is to find stocks that institutions may be…
The article presents a short-term stock screen combining positive price change, turnover between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and a positive product of price change and large-order net flow. Its rationale is that liquidity…
This stock-selection idea combines membership in the metaverse theme with a limit on the opening price increase and a history of strong return on equity. The stated screen seeks firms with ROE above 15% for five consecutive years and an opening gain below…
This stock screen combines three conditions: daily price range above 1%, closing price below 20, and more than two limit-up sessions in the preceding ten days. The document provides example implementations in a Chinese stock analysis formula language and…
The article explains how WorldQuant’s 101 formulaic alphas combine short horizon price and volume features, often mixing momentum and mean reversion. It distinguishes signals traded on the same day as their latest input from those traded later, and walks…
The document outlines a daily pre-market screen for Chinese stocks that combines three conditions: MACD above zero, positive trailing P/E, and a circulating share count no greater than 5.5 billion shares. It interprets positive MACD as a sign of an upward…
This article challenges three barriers commonly associated with quantitative investing: needing advanced mathematical credentials, being able to code extensively, and having a large portfolio. It presents quantitative analysis as a way to use statistics and…
This stock-selection rule screens companies classified in the metaverse theme, requiring the prior day’s actual turnover to fall between 3% and 28% and the opening price to be above the ten-day moving average. The article gives the conditions in plain…
This note proposes selecting stocks in the metaverse theme whose previous closing price is above the 250-day moving average, then applying a filter for company characteristics. It describes the theme as a way to target a popular sector and the long moving…
This note describes a technical stock screen requiring MACD to be above its zero line, short-term moving averages to fan upward, and the weekly price to cross above a 30-week moving average. It supplies indicator formulas and a Python example that…
This note proposes screening Chinese stocks with positive but limited returns over the prior ten days, a report of main-fund control on the previous day, and at least five converging moving averages. It then revises the screen to use six moving-average…
This stock screen selects equities with turnover in a stated range, a prior-day appearance on a market trading activity list, and upward-moving averages. The detailed conditions also require a listing history exceeding one year, a close above its ten-day…
This stock-selection idea combines three filters: price amplitude above a stated threshold, actual turnover from the prior day within a specified range, and exclusion of stocks that closed at the daily upper price limit on the previous day. The document…
This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…
The document describes a Chinese A-share screening rule for stocks associated with the metaverse theme. It combines a price condition relative to the 250-day moving average with a fixed closing-price condition. The prose refers to the prior day’s price being…
This post describes a stock screen for Shenzhen main-board shares using a price-to-earnings range of 0 to 29.01, a price-to-book range of 0 to 3.11, a 2019 dividend payout ratio above 25%, and an amplitude condition above 1. It frames the filters as a…
This post proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the prior day’s turnover exceeds 8%, and the 30-day moving average is rising. The author interprets convergence as relatively stable prices, high…
This report examines three connected areas of China’s technology sector: 5G communications, artificial intelligence, and semiconductor chips. It presents 5G as infrastructure for faster data transfer and connected devices, AI as an application area that…
This index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…