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 A-share screening idea selects stocks in the metaverse industry when their average price is above the five-day moving average and a weekly chart shows a red bar. It presents these conditions as signs of upward price momentum. The article also…
The document describes a monthly allocation rule based on a yield gap: the difference between an earnings yield measure for the S&P 500 and the yield on a ten-year Treasury bond. It fits a linear regression using historical yield gaps and stock market…
The document summarizes a study of deep value episodes, defined as periods when the valuation gap between cheap and expensive securities is unusually wide relative to its history. The study examines individual stocks across global markets, equity index…
This article surveys three uses of unsupervised learning in investment research: manifold learning, clustering, and matrix factorization. For visualization, it applies t-SNE to fund returns, projecting high-dimensional observations into two dimensions so…
The strategy screens Chinese stocks in the beverage and alcohol import-export sector for a turnover rate between 3% and 12%, then ranks qualifying names by the day’s auction trading value and selects the top five. The document frames auction value as a…
This Chinese-equity screen combines three conditions: rank stocks by volume ratio and retain the top 100, select stocks opening near the 10-day moving average, and require the 20-day moving average to exceed the 120-day average. The post interprets high…
This screening rule selects Chinese stocks when daily MACD is positive, the 20-day simple moving average is above the 120-day average, and amplitude exceeds the stated threshold of one. The post describes applying the conditions before the open to produce a…
The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…
A BigQuant user reports that a simulated run fails at a missing-data cleanup step, even though the backtest sample contains two rows. The discussion distinguishes the historical backtest data from the prediction data used during simulation, which may be…
The document explains a simple transformation of the Relative Strength Index (RSI) into a bounded indicator. It takes an RSI value for a selected period and price input, subtracts a baseline, and multiplies the difference by a sensitivity factor. The result…
This research summary tests whether hedge funds can time sector-specific returns and whether that ability predicts subsequent performance, flows, and survival. The study first removes market exposure from industry returns, then estimates fund-level timing…
The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…
This note presents a Chinese stock screen for companies classified in the metaverse theme, with positive net buying attributed to major participants during the auction and a share price below 12. The rationale is to combine a thematic category, an…
This note describes a technical screen for Chinese stocks combining RSI below 65, seven consecutive sessions in which the close is below the open, and a rising DEA, the smoothed signal line of MACD. It interprets the RSI threshold as avoiding an overbought…
This note describes a Chinese A-share screening idea that looks for stocks whose opening price is near the 10-day moving average and whose several moving averages cluster together. It frames convergence among short and intermediate averages, such as the 5-,…
This glossary introduces twelve finance concepts spanning central-bank policy, corporate transactions, securities, valuation, and financial risk. It explains rediscounting and open-market operations as channels through which central banks influence liquidity…
This notebook demonstrates an Alphalens workflow for evaluating a daily stock factor based on the gap between the prior close and current open. It defines an example universe of large-cap equities with sector labels, calculates the gap, and aligns the factor…
This guide explains how to enable a trading gateway in VeighNa Station or load one from a startup script, connect through VeighNa Trader, and view account, position, order, trade, and contract information. Gateway settings can be edited in the application or…
This Chinese equity screen selects stocks with turnover between three and twelve percent, at least one limit-up event in the preceding twenty-five days, and a 2019 dividend ratio above twenty-five percent. The article includes indicator logic and sample…
This Chinese equity screen combines four filters: daily amplitude above one, exclusion of ST-designated stocks, selection before 10 a.m., and a recent five-session closing high. It also requires the current close to exceed the prior five-, ten-, and…
This Chinese equity screening note selects stocks with turnover between 3% and 12%, codes beginning with 60, and a newly formed KDJ golden cross, where the K line moves above the D line after being below it. The stated rationale combines a turnover filter…
This Chinese stock-screening note describes a rules-based approach that combines price movement, Bollinger Bands, company size, and profitability. It looks for stocks with above-average daily range, a close between the Bollinger middle and upper bands,…
This stock-screening idea combines a daily price-range filter with a weekly moving-average condition. It seeks shares whose high-to-low range exceeds one percent, whose weekly five-period average crosses above the ten-period average, and whose moving…
This Chinese stock screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and large-order net flow above 0.05 for at least three consecutive days. The article interprets persistent positive flow as a…