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
The document describes a stock screen that combines three criteria: turnover between 3% and 12%, membership in a beverage and liquor import/export category, and a circulating share count no greater than 5.5 billion. It presents the screen as a way to narrow…
This note proposes screening Chinese stocks using several short-term conditions: daily amplitude above 1, a three-session limit-up sequence on the previous day, exclusion of ST-designated stocks, and selection before 10 a.m. It also invokes a five-session…
This note describes a Chinese equity screen that ranks stocks by turnover ratio and keeps the top 100, then applies an opening-price condition: the stock was at its price limit at 9:15 and its gain by 9:25 is below 6%. It presents the conditions as a way to…
This document outlines a Chinese equity screen that ranks by a capital-strength measure, such as turnover or volume ratio, and selects stocks with more than two limit-up sessions in ten days and a 20-day moving average above the 120-day average. The…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12%, a reversal pattern, and at least one limit-up event during the prior month. Its stated rationale is to identify recently popular stocks while using…
This article introduces Granger causality and transfer entropy as ways to study directional predictive relationships in time series. Granger causality tests whether a source series improves forecasts of a target beyond the target’s own history, commonly…
This Chinese equity screening proposal combines moving-average clustering with recent and historical limit-up activity. Its initial description looks for overlap among the 5-, 10-, 20-, 60-, and 120-day averages, more than two limit-up days in the last ten…
This article explains a proposed arbitrage mechanism involving Chinese A-shares, stock purchases, securities borrowing, and short sales. Its example describes buying shares to push the price higher, borrowing shares to sell at that higher price, and later…
This document outlines a Chinese stock-screening rule that combines a daily price-range threshold, a fresh two-day high, and at least two limit-up events over a 500-day lookback. It also includes a positive earnings-per-share condition. The proposed logic…
This document describes a Chinese equity screening strategy focused on companies classified in the metaverse sector. It selects stocks with actual turnover between 3% and 28% on the prior day and more than two limit-up days within a ten-day window. The…
This note outlines a short-term Chinese-equity screening idea that combines a daily price-range threshold, relative volume bounded by lower and upper limits, and a Morning Star candlestick pattern. The stated interpretation is that a wider range may identify…
This note describes a Chinese-equity screen limited to the metaverse industry. It looks for stocks opening around the ten-day moving average and with prior-day actual turnover within a stated band. The intended rationale is to combine a price-position…
This beginner guide explains convertible bonds as debt with interest and a right to convert into shares at a specified conversion price. It distinguishes the bond’s market price, the underlying share price, and the conversion price, then illustrates how…
This post describes a stock screen combining an RSI below 65, the product of percentage price change and net flow from very large orders, and a listing history longer than three years. It presents these filters as a way to combine a technical condition,…
This post describes a Chinese stock-selection screen for robot-related companies. Its initial criteria are strong fund flow intensity, circulating market capitalization below 10 billion yuan, and a rising 30-day moving average. The final proposed screen adds…
This post outlines a Chinese equity screen combining daily price amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit over the latest four quarters, and circulating market capitalization above 10 billion yuan.…
This Chinese-language post describes a short-term stock screen that selects shares with turnover between 3% and 12%, a listing on the previous day’s trading榜, and an intraday amplitude above 1. It presents these as proxies for trading activity and price…
This post describes a short-horizon Chinese stock screen that ranks stocks by capital-flow strength, selects those with afternoon net inflows from large orders, and requires more than two limit-up days in the previous ten days. It suggests using turnover and…
This post proposes screening Chinese stocks with a mix of recent trading activity, historical limit-up behavior, and fundamental filters. Its initial rules use today’s increase in position share above 5%, prior-day actual turnover between 3 and 28, and at…
This Chinese-language note describes a stock prediction exercise using four cross-sectional inputs: total market capitalization, turnover, trailing price-to-earnings, and quarterly net-profit year-over-year growth. It compares linear regression, XGBoost, and…
This configuration defines a Qlib workflow that trains an ordinary least squares linear model on Alpha158 features for CSI 500 stocks. The data spans 2008 through mid-2020, with training through 2014, validation in 2015–2016, and testing from 2017 onward.…
This stock screen combines three conditions: a rising 30-day moving average, a 60-day moving average below 60, and convergence among the 20-, 50-, 100-, 200-, and 60-day averages. The post frames the five averages as short-, medium-, and long-term trend…
This A-share screening rule filters for turnover between 3% and 12%, excludes Beijing-listed shares, and requires 2021 revenue to exceed 2018 revenue by a factor greater than 1.1. The stated aim is to find companies with revenue growth while retaining a…
This A-share screening idea combines intraday market activity with a weekly trend condition. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher opening price, and a weekly five-period moving average crossing above the…