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 market-level risk control for an equity strategy. It calculates the five-day cumulative return of the Shanghai Composite Index and uses that reading as a benchmark risk signal. If the index return falls below negative four percent,…
The document proposes screening Chinese stocks for amplitude above 1%, an aligned set of three moving averages, and a 2021-to-2018 revenue ratio above 1.1. It presents the moving-average condition as a technical signal and the revenue comparison as a basic…
The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, requires daily high-low amplitude above 1%, and selects stocks with at least one daily gain of 10% or more in the previous 25 trading days. It outlines the rationale…
The post describes a simple equity-universe filter: identify stocks associated with the metaverse theme, require a circulating market value above 10 billion yuan, and retain codes beginning with 60. It presents these conditions as a way to narrow the…
This stock screen combines three technical conditions: daily price amplitude of at least one percent, turnover above two percent and no greater than nine percent, and a pattern of rising lows. The accompanying explanation interprets the combination as…
The post asks how to add an industry-strength ranking to a short-term stock momentum selection process. The proposed workflow first selects five stocks using a momentum strategy, then ranks them by the speed of gains in their primary or secondary industry,…
This Chinese-language research summary explains how to estimate consensus net profit from analyst forecasts and turn that estimate into equity-selection signals. It proposes weighting forecasts by report recency and by each analyst’s prior adjusted forecast…
This Chinese equity screen looks for companies with market capitalization below 10 billion yuan and nonnegative net profit attributable to parent-company shareholders for 2021. The article presents the size limit as a way to focus on smaller firms that may…
This Chinese equity screen selects companies associated with the metaverse theme when prior-day actual turnover is between 3% and 28% and both weekly MACD lines, DIFF and DEA, are above zero. The article treats the turnover range as a sign of market…
This Chinese equity screening rule combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 9:25 price gain below 6%. The article describes RSI as a gauge of overbought or oversold conditions, auction turnover as a measure of trading…
The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, positive 10-day gains below 35%, and a rising 30-day moving average. It presents the conditions as a way to combine trading activity with short-term…
This literature digest summarizes two research topics. The first examines whether approval of new IPOs affects existing Chinese stocks. Treating the IPO approval system as a natural experiment, the summarized study reports negative price effects on existing…
The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…
This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…
Auto Adjusting is described as an expert advisor that trades using three moving averages and candle-based trailing stops for stop loss and take profit. It includes adjustable position sizing and parameters for trade limits, equity stops, basket profit and…
This weekly research summary compares fundamental and price-related equity factors across Chinese index constituent universes. It reports that valuation, profitability, and financial-quality factors were relatively strong during the week, while growth was…
This note outlines a Chinese equity screen that combines membership in the metaverse theme with positive net buying by large traders during the auction and a relatively low shareholding concentration measure. It presents these as three filters for…
This note describes a Chinese equity screening rule combining daily price amplitude, turnover, and the direction of the 30-day moving average. It selects stocks with amplitude of at least 1%, turnover above 2% and below 9%, and a 30-day average close that…
The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…
This stock-screening proposal selects equities whose 5-, 10-, 20-, 30-, and 60-day moving averages converge, with turnover above 2% and below 9%, and a dividend payout ratio above 25% for 2019. The author interprets clustered short- and medium-term averages…
This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…
The document describes a short-term stock screen combining daily price range, company size, profitability, and a reversal pattern called a bearish-to-bullish “wraparound” or reversal setup. Its proposed criteria include a daily range above one percent,…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, displayed first-level bid volume greater than ask volume, and reported holder concentration below 20%. The candidates are then ranked by price change,…
The document presents a method for moderating drawdowns by reducing the capital base used to size trades as portfolio value falls. It first defines maximum drawdown as the largest peak-to-later-trough decline relative to the earlier value. Its adjustment…