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.
4,510 documents
This stock-selection idea filters for shares associated with the metaverse theme whose close is above the previous session’s low, then ranks candidates by trading heat. The provided examples use trading volume as a proxy for attention and select the…
This article presents a four-stage account of quantitative trading. It describes early strategies built on financial theory, multi-factor stock selection, and linear regression; a later high-frequency phase centered on low-latency hardware and algorithms; an…
This article argues that short-term Chinese stock traders should assess both broad social and economic catalysts and a stock’s leadership within its sector, rather than choosing limit-up stocks solely by board count, speed of limit-up, or queue size. It…
This analysis examines how Hong Kong stocks behaved around additions to and removals from the Stock Connect eligible list, as southbound trading grew in importance. It reports that additions were associated with gains and higher trading volume, while removed…
The newsletter reviews a week in which Bitcoin rose 8% after briefly falling below $100,000 amid geopolitical headlines. It connects the rebound to falling crude prices and stronger performance in higher beta crypto assets, while noting that Bitcoin’s year…
This stock screen selects companies in the beverage and alcohol import-export industry with a 14-period RSI below 65 and an appearance on the prior day's market activity list. It combines a technical indicator with industry membership and a signal of recent…
This China equity screening idea selects stocks with amplitude above 1 whose prior-day 9:15 matched auction price met a limit-down condition, then ranks candidates by a measure of stock popularity and takes the leading names. Its rationale combines price…
This document presents a Chinese stock selection rule combining a 14-period RSI below 65, bid-side first-level volume greater than ask-side volume, and prior-day actual turnover within a specified band. The article's initial description gives turnover above…
This Chinese equities screening rule selects stocks with turnover between 3% and 12% and year-over-year growth in net profit attributable to shareholders of the parent company above 20% and no more than 100%. It then ranks qualifying stocks by…
The article argues that company and industry research helps investors understand potential investment candidates, while market sentiment influences whether and when those candidates gain attention. It distinguishes sell-side research, which provides…
This document outlines a Chinese stock screen for companies associated with the metaverse concept. It selects shares with circulating capital no greater than 5.5 billion shares and at least one limit-up event during the preceding 25 days. The rationale is…
The Average Sentiment Oscillator estimates bullish and bearish pressure from OHLC prices. It offers two calculations: one measures sentiment within each bar and averages those readings across a chosen period; the other treats the period’s full high-low range…
This proposed Chinese equity screen combines a price-amplitude condition, simultaneous moving-average crossovers, and appearance on the prior day’s trading leaderboard. The technical filters are intended to identify active stocks with upward momentum, while…
This excerpt summarizes a dated market note about the China 50 ETF and volatility conditions. It interprets a rise in the trading-volume put-call ratio as a shift toward cautious sentiment and notes a premium in at-the-money call implied volatility relative…
This stock screen combines three conditions: prior-day appearance on an exchange top-trading list, a stated price amplitude threshold, and positive large-order net inflow during the current afternoon. The article presents the combination as a way to find…
This note outlines a China A-share screening idea that combines a metaverse theme classification with positive net buying by major participants during the opening auction and a positive institutional-flow indicator. The intended rationale is to combine a…
The document presents a daily, after-close stock-selection rule combining three signals: price amplitude above a threshold, institutional participation above a threshold, and a high ranking by stock attention. It frames amplitude as a measure of price…
This stock screen selects for a large intraday price range, current volume above a stated threshold, a gap-up or strong opening condition, and a positive price-to-earnings ratio. The intended rationale is to combine signs of active trading and market…
This post proposes selecting Chinese equities that combine a positive MACD reading, favorable company characteristics, and net buying by large orders in the afternoon. It describes the signals as complementary: MACD is used to identify positive price…
The script describes a daily SPY allocation strategy driven by CNN’s Fear and Greed Index. A research agent retrieves the latest score from a prior day, while a separate trading agent maps score ranges to target allocations: higher equity exposure at low…
This Chinese equity screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, trading volume above 10,000 lots, and a high opening price. Its stated aim is to find shares with favorable…
The document proposes a Chinese A-share screening rule combining daily price amplitude, relative volume, and a price-shape condition described as a rounded or arc-like move. Its narrative specifies amplitude above one percent and a volume ratio between 1.5…
This Chinese-language article proposes screening stocks after each trading day for positive MACD momentum and a rising DEA line, then ranking qualifying names by market attention. Its sample formulas calculate DIF and DEA with exponential moving averages,…
This stock-selection proposal combines metaverse classification, robot-related concept membership, turnover activity, a circulating-market-capitalization ceiling, and a limit on recent price appreciation. The final stated screen requires yesterday’s turnover…