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 equities screen narrows its universe to stocks classified in the metaverse sector, then looks for positive returns and high ranking by large-order net amount. The article presents the flow ranking as a way to identify potential buying interest.…
This A-share stock screen combines daily price movement, relative trading activity, listing age, and the opening price. It selects stocks whose intraday high-to-low range is at least 1% of the low, whose volume is between 1.5 and 6 times its five-day…
The document describes an expert advisor for stocks priced below a chosen ceiling. It places an initial small buy when price rises above a stochastic low level, then adds equal-sized lots after declines. A percentage step setting controls when another buy…
The document explains a rolling estimate of annualized variance using daily stock returns. First compute each daily return from consecutive closing prices, then calculate the variance over a 20-trading-day window and scale it by 250, an assumed count of…
The document presents a short-term Chinese equity screen combining prior-day price amplitude, a maximum tradable share count, and prior-day turnover within a specified band. Its rationale is that price movement may identify trading opportunities, smaller…
This article summarizes a study of machine-learning methods for fundamental equity valuation across 17 European countries. It estimates monthly fair values from 21 accounting variables, then defines a mispricing signal as the gap between model-implied value…
This research summary compares linear valuation models with machine-learning methods for estimating the monthly fundamental value of stocks in 17 European countries. It constructs a mispricing signal from the difference between estimated fair value and…
The document describes a Chinese equity screen combining daily price movement and trading activity with a profitability filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, a higher opening price, and return on equity above…
This article describes a daily stock screen for companies classified in the metaverse sector. It looks for a fresh bullish KDJ crossover, requires the stock to have had trading activity in 2021, and limits selection to active stocks before 10:00. It provides…
This article proposes a short-term Chinese equity screen combining three conditions: amplitude above 1, a prior-day 9:15 indicative match price at the limit-down price, and more than two limit-up days within the past ten days. It says the final candidates…
The article describes five intraday equity patterns and offers rules for interpreting price relative to the opening price, the intraday average-price line, volume, and recent swing highs and lows. It treats an early spike and pullback that holds above the…
This short strategy description uses consecutive candlestick bars and the growth of their real bodies to generate contrarian signals. A run of N bullish bars, with each bar's body larger than the preceding one, is treated as a sell signal. Conversely, N…
This document describes a Chinese A-share stock screen that combines trading activity, a technical trigger, and a capital-flow ranking. It selects stocks with turnover between 3% and 12%, a newly formed KDJ golden cross, and positive price movement, then…
This stock-selection note proposes screening equities for an RSI below a stated threshold, seven consecutive down sessions, and turnover within a specified band. The criteria combine a momentum oscillator, a sustained decline, and a liquidity or…
This note describes a Chinese equity screen requiring price amplitude above a threshold, a three-session limit-up sequence, and best-bid volume greater than best-ask volume. It interprets amplitude as a sign of volatility, the consecutive limit-ups as…
This article explains why individual investors may find it difficult to compete with quantitative trading firms. It highlights four claimed advantages: automated rules can reduce emotional decision-making; computational systems can monitor many securities…
The document proposes a Chinese equity screen that combines a prior-day appearance on the market's notable-trading list with a price-range filter and ownership-concentration rankings. Its stated criteria are daily amplitude above 1%, a prior-day notable-list…
This brief Chinese-language community discussion asks whether a strategy based on stocks opening with a gap up can remain effective over longer periods. The poster reasons that a gap may reflect meaningful buying demand and asks which momentum factors could…
The document presents a Chinese equities screening idea that combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a price-range condition scaled by a large-order…
This research note explains how genetic programming can evolve mathematical formulas from market data to discover equity selection factors. Starting with randomly generated expressions, the algorithm evaluates their fitness against a target and applies…
This note proposes a short-term Chinese equity screen that combines daily price amplitude, price above the five-day moving average, and a price-change measure multiplied by a proxy for large-order activity. The intended interpretation is that substantial…
This note describes a Chinese equity screen requiring turnover between 3% and 12%, appearance on the previous day’s Dragon-Tiger list, and a selection period in 2021. It gives example expressions for applying those filters and mentions excluding stocks…
This document outlines a Chinese equity screening idea combining three conditions: membership in the metaverse theme, a positive institutional-flow reading, and a current high that is the highest of the latest two days. It also includes example indicator…
This Chinese stock selection strategy filters for turnover between 3% and 12%, a positive product of price change and net super-large-order volume, and a 10-day return between 0% and 35%. The author presents the added 10-day return band as a way to focus on…