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 Chinese-language post describes a stock screen that selects shares with a 14-period RSI below 65, displayed best-bid quantity greater than best-ask quantity, and a prior session that did not close at the daily upper price limit. It frames the RSI…
This April 2020 market-monitoring report summarizes Chinese equity valuations, turnover, investor sentiment, sector movements, capital concentration, and factor performance. It describes overall valuations as historically low, with consumption and…
This post describes a Chinese equity screening idea that combines intraday price range, opening-auction activity, and buying by large orders. It proposes selecting the five stocks with the highest auction turnover among those whose amplitude exceeds one,…
The document presents a Chinese equity screening idea combining metaverse-sector membership, a positive institutional-flow measure, and a share price of 18.5 yuan. It describes the sector filter as a way to target an emerging theme and treats institutional…
This A-share selection method runs after the close and keeps stocks with a positive MACD reading and a price-to-earnings ratio above zero. It then ranks the survivors by individual-stock heat, from highest to lowest. The document explains MACD through its…
This note outlines an equity selection rule that first filters for turnover between 3% and 12% and a ratio of externally initiated trading volume to internally initiated volume greater than 1.3. It then ranks qualifying stocks by a popularity or attention…
This article proposes a stock selection screen combining turnover, trading activity, price movement, and order-flow measures. It looks for turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, afternoon net inflow from large orders, a…
This episode recap discusses crypto market structure, macroeconomic themes, and options positioning across Bitcoin, Ethereum, and Solana. It describes subdued sentiment alongside recovering prices, contrasts crypto with equities and gold, and presents the…
This report reviews Ethereum market and ecosystem developments across early 2025, linking price weakness and volatility to macroeconomic pressure, a major exchange hack, institutional ETF positioning, staking yields, and network upgrades. It describes…
This stock screen combines a metaverse industry filter with a price location condition and recent candle direction. It looks for shares whose current opening price is around the ten-day moving average, alongside three consecutive sessions in which the close…
This Chinese-language post describes an equity screen requiring turnover between 3% and 12%, at least one limit-up event within the preceding 25 days, and positive large-order net inflow in the afternoon. The proposed rationale is to find stocks with trading…
This weekly digital asset report combines price and volume changes with derivatives positioning, orderbook liquidity, institutional flows, stablecoin supply, and DeFi activity. It interprets the reported pullback as consolidation after a rally: open interest…
The document surveys ways to interpret crypto market sentiment using Bitcoin and Ethereum metrics, visual dashboards, and spot ETF flow data. It explains how Net Unrealized Profit/Loss compares market capitalization with realized capitalization, while…
The article reviews Bitcoin ETF flows during the first half of 2024, interpreting fund inflows and outflows as signals of investor interest and changing market sentiment. It reports strong first-quarter inflows to new spot funds, led by BlackRock’s IBIT and…
This stock screen selects Chinese equities with turnover between 3% and 12%, an IPO year of 2021, and an appearance on the prior day’s publicly reported top-trader list. The article frames that list as a possible indicator of market attention or sentiment…
This proposed A-share screen selects stocks in the metaverse sector that appeared on the prior day’s Dragon-Tiger list and have a current-day opening price more than 5% above the previous day’s open. The document frames the conditions as proxies for market…
This Chinese-language post describes an equity screen using a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and a ranking by stock popularity. It presents the RSI as a price-condition filter, the bid-versus-ask…
The proposed stock screen combines three conditions: amplitude above a stated threshold, a prior-day 9:15 matching price at the limit-down level, and an associated unredeemed convertible bond with a nonempty short name. It then selects a limited number of…
This stock-selection idea screens for shares priced below a stated ceiling whose MACD is above zero, then ranks qualifying names by descending individual-stock attention or popularity. The post says the screen is run before the market opens and frames the…
The document describes a conceptual behavioral model for trading systems, representing fear, greed, motivation, stress, confidence, and activity as values that can guide decisions. It proposes using fear, stress, activity, and motivation to help decide…
This stock-selection idea screens for shares with relatively large price movement and trading volume, a higher opening price, and specified order-flow conditions during the auction. It treats these criteria as signs of active trading and short-term buying…
This article reviews an empirical study of whether skilled active equity fund managers perform differently when investor sentiment and noise trading are elevated. Using US domestic active equity mutual funds from 2002 to 2014, the study estimates rolling…
The article presents a stock-selection rule using an RSI threshold, the product of daily price change and net very-large-order volume, and a threshold for the day’s control ratio. It frames the combination as a way to consider both price behavior and trading…
This stock-selection approach combines price range, afternoon large-order net inflow, and an institutional accumulation signal. It then selects the qualifying stock with the highest price gain. The article frames range as a measure of volatility, afternoon…