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.
12,140 documents
The Coppock indicator combines two rate-of-change measures and smooths their sum with a weighted moving average. The described default periods are 14 and 11 for the rate-of-change inputs and 10 for the average; the MetaTrader version allows these settings to…
The document proposes an A-share stock screen combining three conditions: daily amplitude above one, a shrinking negative MACD histogram on a fifteen-minute chart, and turnover between three and twelve percent. The intended idea is to find shares with…
This document proposes a stock watchlist screen that selects shares with daily amplitude above a threshold, at least one limit-up event during the prior 25 days, and high ranking by market attention. It frames amplitude as a way to find volatile stocks, a…
The document describes a Chinese stock screen combining daily price movement, a recent two-day high, a market-cap ceiling, and positive net profit. It presents amplitude above one as a volatility filter and a fresh high as a sign of near-term strength, while…
This post outlines a Chinese equities screening rule that combines a short-versus-long moving-average trend filter with trading activity and daily price range. It selects stocks whose twenty-day average is above the 120-day average, whose amount traded…
This Chinese stock screen combines daily price range, weekly MACD, opening auction performance, and a valuation filter. It selects stocks with an amplitude above 1, a positive weekly MACD reading, an opening change between -2% and 5%, and a price-to-book…
The article summarizes research on whether diversified business groups take longer than single industry firms to have earnings news reflected in share prices. It argues that interpreting segment results is harder when a company spans businesses with…
This Chinese-language post outlines a short-term equity screen using three conditions: a shrinking MACD histogram on 15-minute bars, a cap on tradable share float, and high relative trading volume. It ranks stocks by volume ratio, filters for smaller float…
This Chinese-language post proposes screening equities by price range, recent consecutive limit-up sessions, and a positive institutional-flow measure. It interprets a large daily range as a sign of activity, a three-session limit-up sequence as evidence of…
This market recap examines BTC and ETH options through realized volatility, volatility carry, expiry term structures, relative value, option flows, and dealer gamma. It describes rising BTC volatility after a spot advance, comparatively steady ETH…
The proposed stock screen combines a daily price-range condition, positive large-order net volume for at least three consecutive days, and appearance on the prior day's trading disclosure list. The document treats the disclosure-list condition as a way to…
This stock selection rule combines three filters: turnover between 3% and 12%, a daily gain above 1%, and bullish crossovers in MACD, KDJ, and RSI. It is presented as a way to select actively traded mainland Chinese stocks showing both positive price action…
This A-share screening proposal combines a positive MACD reading with ranking by stock popularity and a qualitative preference for high-quality companies. Screening is intended to run after each daily close. The document gives the standard…
The article describes a China A-share screening rule that selects main board companies with MACD above its zero line, a daily price gain greater than 1%, market capitalization below 10 billion yuan, and no losses. It presents the conditions as a combined…
The document proposes a Chinese A-share screening approach combining price amplitude, market heat ranking, and a 15-minute MACD condition. It selects stocks whose high-to-low range exceeds one percent of the prior close, ranks candidates by a heat measure,…
This stock-selection idea combines three filters: daily amplitude above one, a rising short-term moving-average relationship, and at least two limit-up sessions within the past 500 days. The stated rationale is that amplitude and the moving-average condition…
The document describes a two-panel indicator for identifying bullish and bearish divergences between closing prices and the MACD line. One version draws divergence segments on the price chart, while a second plots corresponding segments in a separate MACD…
The document describes a Chinese A-share screening idea that combines a MACD value above zero, upward divergence between short and longer moving averages, and a metaverse theme. It presents MACD and moving-average calculations and suggests using the signals…
This Chinese-language article outlines an equity screening rule that combines a relative strength index below 65, a positive product of price change and a proxy for net large-order activity, and a shortening MACD histogram on a 15-minute interval. The stated…
Twiggs Money Flow (TMF) is presented as a volume-based oscillator developed by Colin Twiggs. It compares Wilder-smoothed buying pressure with Wilder-smoothed volume over a configurable period. Buying pressure is derived from volume and the close’s position…
The report analyzes cross-sectional price momentum in Chinese equities and organizes possible improvements along two dimensions: whether a change refines the measurement or the formation process, and whether it uses price or return information. Examples…
The document describes a relative strength index monitoring tool with optional faster-reacting RSI calculations, automatic bullish and bearish divergence detection, and a combined bias score across timeframes. Its divergence logic is said to require…
This Chinese equity screen builds a stock pool using three signals: RSI below 65, a shortening negative MACD histogram on 15-minute bars, and capital-flow strength ranked from high to low. The code example calculates RSI and MACD from intraday prices and…
This Chinese equity screen looks for stocks with price amplitude above 1 and a ratio between 0.5 and 2. The ratio is described as yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume. The article also places…