這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。
3,481 份文件
This proposed Chinese equity screen combines membership in the metaverse industry with a rounded price pattern and seven consecutive down sessions. The accompanying explanation frames the falling-price condition as an added technical filter intended to…
This report explains how the MSCI China A50 Connect Index selects and weights large-cap Chinese equities. It chooses stocks across GICS industries, first taking leading free-float market-cap names by industry and then filling to 50 constituents; weights are…
This study examines quantitative stock selection within China’s electronics and electronic-components sectors. It reviews conventional fundamental and price-volume factors, reporting promising selection results for valuation, quarterly profit growth, return…
The document introduces the Bias indicator, which expresses a closing price’s percentage deviation from its moving average over a chosen number of days. The calculation compares the close with the moving average, subtracts the average, and scales the…
Return on equity (ROE) measures net income relative to shareholders’ equity, expressing how much profit a company generates from its equity base. The document gives the formula and a simple numerical illustration, then describes how investors may interpret…
The document describes a stock strategy that scores candidates with a neural network, buys up to three holdings, and aims to sell each after three trading days. It stores each stock and its entry-day index in a context list, then compares that index with the…
This weekly report assesses Chinese equity-market sentiment after a sharp March decline and a subsequent rebound. Its composite sentiment score rose from 38 to 51, while the authors judged that near-term further weakness had become less likely, despite…
This tutorial develops a stock factor from the sum of trading volume during the first 15 minutes of a session. It explains why opening activity may be informative: overnight news is reflected in early trading, the opening period contributes to price…
The discussion compares quantitative research practices in China and overseas. It says Chinese investors more often try to predict stock prices directly, while overseas researchers may estimate missing observations, factor values, company revenue, or…
This post describes a live-order funding problem in an equities strategy. A buy signal was calculated using the previous close for 18,100 shares, while the stock opened higher and the trader submitted the order near the open using the fifth ask level. With…
The document addresses how to combine multiple stock-selection factors when they have different preferred directions. Its example asks how to score one factor from low to high and another from high to low, then rank securities by the average of their scores.…
This brief explanation describes “doing T” in Chinese equities: using intraday buys and sells to adjust the cost basis of an existing position, despite the market’s T+1 settlement rule. It says the trader needs to keep cash available rather than invest the…
This guide outlines a workflow that combines TQ EDB market and indicator data services with Coze as a conversational research assistant. After adding the EDB skill, a researcher can describe a task and request data retrieval, idea checks, simple backtests,…
This Chinese-language research summary describes a stock-selection factor built from quarterly profitability data. It defines a trend measure as the sensitivity of profitability to time in a linear regression, with separate versions based on…
The article reviews research on the 2016 launch of Morningstar’s sustainability ratings for U.S. mutual funds. The ratings use portfolio holdings and company ESG scores to assign funds one to five stars within their categories; the star display appears more…
This guide recommends choosing community trading strategies according to an investor's capital, return expectations, and tolerance for drawdown. It distinguishes a conservative profile, associated with diversified holdings, a smoother equity curve, a longer…
This indicator description explains a ZigZag variant that calculates turning points from the high and low values of Heikin Ashi candles. The Heikin Ashi period is configurable, and users can choose whether the Heikin Ashi candles themselves are displayed.…
This article examines whether financial factors such as value, size, profitability, investment, and momentum can be timed using predictive signals. It groups candidate signals into financial conditions, economic conditions, investor sentiment, factor…
The report describes an asset allocation approach that measures cycle states and uses machine learning to estimate the probability that assets will outperform one another. It reviews macroeconomic timing frameworks, then describes cycle factors derived from…
This tutorial surveys support vector machines, k-nearest neighbors, naive Bayes, and the perceptron as lightweight classifiers for relatively small datasets and feature sets. It explains SVM’s maximum-margin boundary, the role of support vectors, soft…
This April 2020 market note combines valuation, trading activity, sentiment, sector flows, and style factor monitoring to assess Chinese equities. It describes subdued market turnover and relatively low overall valuations, while agriculture-related stocks…
This forum question concerns adding a moving-average exit condition to an AI stock-selection backtest. The proposed logic waits until a minimum holding period has passed, then examines positions in reverse StockRanker prediction order and sells eligible…
The document presents a way to estimate how often a one-minute Chinese convertible-bond bar closes above its open after three consecutive up bars. It converts each bar’s return into a binary up-or-not indicator, scans the series for three up bars, and counts…
This review of factor performance during the 2018–2020 quant crisis examines why diversified equity strategies struggled. It analyzes standard size, value, investment, profitability, and momentum factors, alongside portfolios formed by sorting stocks on size…