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
The snapshot combines price and volatility data with spot and derivatives volume, open interest, funding, order-book depth, ETF flows, stablecoin supply, and DeFi lending measures. It interprets those indicators against tariff and geopolitical headlines,…
The document describes a Chinese stock selection screen that filters for a turnover rate between 3% and 12% and a listing year of 2021, then ranks candidates by the current day’s auction amount. It selects up to five names from the top of that ranking. The…
This note describes a Chinese equity screen that selects stocks with an intraday range above 1% and a stated 2019 dividend ratio above 25%, then orders them by individual-stock heat. It presents range as a measure of price activity, the dividend condition as…
The article discusses Chinese stocks that close at the daily limit and then open sharply lower. It offers two possible explanations: short selling followed by repurchasing at a lower price, and conventional large traders either distributing shares near a…
The document surveys indicators intended to help assess potential market tops and bottoms in Bitcoin and Ethereum. It describes moving averages as possible trend and support or resistance references, and compares market capitalization with realized…
This note describes a Chinese A-share screen requiring an RSI below 65 and seven consecutive sessions in which the close is no higher than the open, followed by a ranking based on a stock popularity measure. It outlines the intended use of technical…
This essay presents a set of survival rules for trading Chinese equities during overheated bull markets, using the 2007 and 2015 market peaks as cautionary examples. It describes a recurring pattern of shakeouts, rapid speculative advances, and liquidity…
The screen combines daily price range above 1%, market capitalization below 10 billion yuan, positive profits, and appearance on the previous day’s top-trading list. The document presents these conditions as a blend of technical, fundamental, and flow or…
This Chinese A-share selection method first limits its universe to stocks in the metaverse theme, then screens for a morning price change below 6% at 9:25 and ranks qualifying names by individual stock popularity. The note presents the approach as a blend of…
The proposed screen selects stocks with a rising 30-day moving average, positive net buying by large traders during the auction, and a daily position increase ratio above a stated threshold. The accompanying explanation interprets the flow measures as signs…
The Average Sentiment Oscillator (ASO) is presented as an indicator of general market climate. It smooths separate bull and bear pressure values using a configurable moving average, with user-selected range and smoothing periods and smoothing method. The…
This post proposes screening Chinese stocks associated with the metaverse theme, positive institutional activity, market capitalization below 10 billion yuan, and no losses over the prior two years. Its stated rationale combines a thematic growth area,…
This market commentary reviews BTC and ETH options conditions around a period of spot weakness, recovery, and anticipation of a US presidential debate. It reports comparatively stable realized volatility, higher front-end implied volatility, positive carry…
This post proposes an A-share stock screen that combines trading activity, reported earnings growth, and short-term order flow. It selects stocks with turnover between 3% and 12%, parent-company net profit growth between 20% and 100%, and large-order net…
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 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 market snapshot reviews how tariff news, Treasury yields, inflation, and employment data shaped crypto trading conditions. It describes an initial decline in Bitcoin, Ethereum, and Solana followed by a rebound as bond markets stabilized, while warning…
The document summarizes a study of stock price movement prediction in China’s A-share market. It describes combining five data types: historical trading data, technical indicators, company announcements, news, and Baidu search activity. The researchers…
This review summarizes research on how company news coverage relates to investment efficiency in US firms. The study measures inefficient investment as the difference between actual investment and an expected level based on sales growth, separating…
This stock selection rule filters for turnover between 3% and 12%, requires the product of the day’s percentage price change and a large-order net-flow measure to be positive, and adds positive institutional net buying as a further condition. The…
The document describes a Chinese stock screening rule combining three conditions: prior-day price amplitude above 1, appearance on the previous day’s 龙虎榜 (a public list of notable trading activity), and a circulating share count no greater than 5.5 billion…
The article compares three consumer activity measures for publicly traded companies: estimated in-store visits, traffic to company and related websites, and interest in brands measured through search and social activity. It forms growth proxies by comparing…
This post proposes an equity screening rule that combines three conditions: daily high-low range above a threshold, a newly formed KDJ crossover, and a price-change measure multiplied by large-order net volume exceeding a stated cutoff. It gives example…
This stock-selection proposal screens mainland Chinese main-board equities for a turnover rate between 3% and 12%, a robotics concept classification, free-float market capitalization below the stated threshold, and positive institutional-investor activity.…