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.
15 documents
This strategy-sharing article describes an enhanced China Securities 150 equity approach that blends model-based stock ranking with technical timing. The universe is manually narrowed to roughly 100–300 large, liquid constituent-style stocks. An AI model…
This Chinese-language post describes a stock screen for the metaverse theme. Its initial conditions select shares with previous-day turnover above 8% and price above the five-day moving average. It then refines the screen by adding a MACD crossover…
This research roundup describes several quantitative finance studies. One classifies equity trades by their short-term co-occurrence with other trades and standardizes associated order imbalances into conditional order imbalance measures. These measures…
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…
This post outlines a Chinese equity screen that combines an amplitude threshold, a proxy for institutional buying, and a recent large daily gain. The intended logic is to find volatile stocks attracting institutional interest that have also shown a strong…
The document describes a Chinese equities screening idea focused on stocks in the metaverse industry. It combines a price trend condition, expressed through a five-day moving average, with a condition that today’s increase in volume relative to share capital…
This research summary compares high-frequency factors built from minute data in stocks and futures. It groups signals into return-distribution measures, intraday volume patterns, price-volume relationships, order-flow measures, and trend strength. Reported…
The article describes a short-term stock screen for companies classified in the metaverse theme. It selects stocks that appeared on the previous day’s trading leaderboard and had turnover between 2% and 9%. The stated rationale is to combine a current…
The newsletter combines a macro outlook with crypto market and options observations. It links the author’s expectation of a September rate cut and easing cycle to a base case of higher crypto prices, while noting uncertainty around the election and upcoming…
This market snapshot argues that Bitcoin could benefit from anticipated U.S. regulatory changes, a proposed strategic reserve, supportive congressional sentiment, and lower interest rates. It combines this policy outlook with several market indicators: a…
This educational article develops a hypothetical Bitcoin strategy in Backtrader using market prices, volume, and a stock-to-flow valuation series. It enters when the MACD signal crosses above zero while a short-to-long simple moving-average comparison still…
The article proposes a Chinese equity screen combining amplitude above one, a ranking by net large-order volume, and at least two limit-up events within a 500-day window. It presents volatility as a source of short-term trading opportunities, large-order…
This weekly market commentary links a softer U.S. inflation reading and weak retail sales to improved expectations for a soft landing and a rally in precious metals. It argues that gold and silver strength could support crypto, while a possible U.S. crypto…
This newsletter discusses a period when Bitcoin, Ether, and Solana rose as broader volatility eased, then focuses on a large block sale of Solana calls with a $200 strike and May 30, 2025 expiration. The author speculates that the seller may hold Solana and…
The article compares estimated cost bases across 11 spot Bitcoin ETF issuers to argue that aggregate figures hide uneven exposure to losses. It highlights Fidelity as a low-cost-basis buyer, BlackRock as the largest holder with a higher break-even level, and…