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 document outlines a stock-selection rule that excludes Beijing-listed shares, requires price amplitude above 1%, and selects stocks with positive institutional-flow readings. It identifies the flow measure as DDX and describes a positive value as…
This research note outlines a stock-selection strategy for constituents of the CSI 500 index. It uses the number of news items about each stock as a proxy for investor attention, drawing on news-volume data collected by web crawler from 2010 onward. Stocks…
This Chinese equity screening idea combines three conditions: membership in the metaverse theme, net buying by major participants during the auction, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more…
This overview groups quantitative market indicators into four families: breadth, elasticity, depth, and concentration. Breadth measures participation across securities using trading volume, new-high versus new-low counts, and advancing versus declining…
This study turns Chinese analyst-report summaries into equity signals using a fine-tuned BERT sentiment model. It starts with a pretrained Chinese model, adapts it on labeled financial opinion text, and applies it to unlabeled report summaries.…
The article describes several ways quantitative trading may shape Chinese A-share activity. It presents broad index direction as a dominant signal, with overnight futures and macro news used to anticipate the market and influence broad buying or selling. It…
This post outlines a Chinese equity screen requiring RSI below 65, seven consecutive down sessions, and a prior-day 9:15 auction match price at the limit-down level. Its final stated rule also includes a market-cap band of 5–10 billion yuan. The post…
This stock screening idea selects shares with a daily price range above one, large-order net volume above 0.05 for at least three consecutive days, and excludes Beijing-listed A-shares. The article presents the conditions as a way to find active market…
This document describes a Chinese equity screen that selects stocks with a 14-period RSI below 65, greater displayed buy-side than sell-side volume, and codes beginning with 60. It presents these conditions as a way to combine a technical indicator, an order…
The document compares free and paid crypto options scanners for professional trading teams. It explains that scanners consolidate activity across exchanges and that richer tools can report net volume and positioning, delta-based butterfly measures, block and…
This note outlines a China A-share selection rule combining price range, large-order activity, and buying pressure during the opening auction. Its formula also requires the close to exceed a prior moving-average reference, sets a minimum intraday range…
This post presents a short-term stock screen built around price below 12, elevated intraday amplitude, and large-order net buying or trading activity. Its formula reference uses a high-price change condition, volume above twice its five-day average, and a…
Bored Ape Yacht Club is an Ethereum NFT collection whose tokens depict distinct characters assembled from combinations of visual traits. The document describes how rarity can shape collector interest and how ownership also grants access to online and…
This note proposes screening Chinese stocks associated with the metaverse theme using two additional conditions: a positive institutional-flow measure and greater displayed volume at the best bid than at the best ask. The stated rationale is to combine…
This A-share selection idea filters for turnover between 3% and 12%, at least one limit-up event during the preceding 25 days, and a three-session price pattern. The article interprets moderate turnover as a liquidity filter, a recent limit-up as a sign of…
This stock-selection example screens for companies associated with the metaverse, positive institutional-flow readings, and a closing price above the prior day’s low. It presents the conditions as a way to combine an industry theme, an investor-flow signal,…
This stock-screening idea selects Shanghai-listed shares whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose large-order net flow remains above 0.05 for at least three consecutive days. The stated rationale is that positive…
The article defines market sentiment as participants’ collective outlook, which may be optimistic, pessimistic, or neutral and can be shaped by economic releases, company results, politics, news, and social discussion. It introduces sentiment analysis as a…
This article argues that during Chinese sector rallies, a highly visible limit-up leader may serve as an attention and sentiment anchor while larger positions are accumulated or exited across less prominent related stocks. It describes a sequence in which…
This Chinese equity screen combines membership in a metaverse-related category with an opening-session price gain below six percent and a 15-minute MACD condition described as a shortening negative histogram. The intended rationale is to focus on a named…
This Chinese equity screening rule combines a relative strength index below 65, a condition based on price change multiplied by net volume from very large orders, and more than two limit-up days within ten days. The post presents these as signals for…
This Chinese-language post outlines a daily A-share stock screen combining three conditions: MACD above zero, share price below 12 yuan, and afternoon net inflows from large orders. It says the screen is run before 10 a.m. each trading day. The rationale is…
This market commentary links the week’s U.S. data calendar to expected crypto volatility, focusing on the Federal Reserve Beige Book, PCE inflation, and a scheduled FOMC meeting. It argues that PCE is the most likely near-term volatility catalyst, while the…
This A-share selection idea filters stocks in the metaverse concept group by two opening-auction conditions: the quoted gain at 9:25 must be below 6%, and net buying attributed to major participants must be positive. The post frames positive auction buying…