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 market snapshot interprets a sharp crypto selloff using spot prices and volume alongside derivatives positioning, exchange traded fund flows, stablecoin supply, order book depth, and spreads. It frames falling open interest and negative funding as…
This stock-selection approach filters for an RSI below 65, bid-side displayed volume greater than ask-side volume, and positive afternoon net inflow from large orders. It combines a technical indicator with order-book pressure and a money-flow measure, on…
This post proposes screening stocks in the metaverse theme for prior-day turnover above 8% and simultaneous bullish crossovers in MACD, KDJ, and RSI. It names the MACD parameters as 12, 26, and 9; describes a KDJ comparison; and compares RSI values…
This Chinese equity screening idea selects stocks with an amplitude greater than one, a prior-day 9:15 matching price at the lower price limit, and exclusion of the STAR Market. The post interprets large amplitude as a source of potential opportunity and the…
This post proposes a daily, end-of-day screen for Chinese equities. It first selects stocks with the MACD line above zero, then ranks candidates by a measure of stock attention and by net large-order flow. The accompanying rationale treats positive MACD as a…
The article challenges the claim that Chinese stock index futures expiry reliably causes equity market declines. It argues that these contracts settle in cash, so settlement itself does not require buying or selling ETFs or underlying shares. Hedgers can…
This report surveys gold’s supply and demand, major trading venues, and common investment instruments. It notes that investment demand and central bank purchases are especially relevant to prices, and describes the roles of London spot trading, U.S. futures,…
This document presents a Chinese equity screen for metaverse-related stocks. Its core conditions are a volume ratio between 1.5 and 6 and a positive reading for a measure described as prior-day main-force control. The final version also adds a…
This survey describes how more than 800 U.S. crypto holders use stablecoins, how much they allocate to them, and what affects their trust in specific assets. It reports that 88% hold stablecoins and gives allocation ranges, common uses, and differences by…
This research summary tests whether negative sentiment in posts on Xueqiu, a Chinese investing forum, can help time major Chinese equity indexes. It describes using machine learning to classify post sentiment and building a weekly negative-sentiment ratio…
The article summarizes research on how speculative stocks perform around earnings announcements. It measures speculative characteristics using proxies such as maximum daily return, idiosyncratic volatility, price, expected skewness, and jackpot probability,…
This Chinese equity screening proposal combines three conditions: amplitude above 1, at least one daily gain of 10% or more during the previous 25 trading days, and an opening auction move between -2% and 5%. The post frames the first two as ways to find…
This Chinese stock-screening note combines three technical conditions: amplitude above 1, a “morning star” candlestick pattern, and at least one limit-up day within the previous 25 days. It describes the pattern and recent limit-up activity as signs of…
The document explains funding rates as periodic transfers between long and short holders of perpetual futures. The payment direction depends on whether the contract trades above or below its reference index: positive rates charge longs and credit shorts,…
This stock-selection recipe combines three conditions: membership in the metaverse segment, positive net buying attributed to major participants during the auction, and a nonempty name for an outstanding convertible bond. The post interprets the auction…
The article explains five behavioral traps that it associates with retail trading losses: confirmation bias, reacting to noisy opening-auction signals, trying to recover losses through riskier trades, loss aversion that delays selling, and greed that delays…
This report explains how bid and ask quantities, volume profiles, and order book imbalance can be used to interpret trading conditions in ETH markets. It describes watching changes in displayed bid and ask size alongside price, and treating divergence or…
This market update reviews Bitcoin and Ether derivatives conditions using realized volatility, options term structure, skew, option flows, and dealer gamma positioning. It reports that realized volatility had fallen into the low twenties, with Bitcoin’s…
This Chinese-language article proposes an A-share screening rule: require a daily high-low range above one percent, detect a newly formed KDJ crossover, then rank candidates by stock popularity or trading volume. The selected stocks enter a watch or…
The document presents a QuantStats tear sheet for a strategy named fear-greed-plain-v2, compared with SPY over a brief January 2026 test period. It reports returns, drawdowns, risk-adjusted metrics, benchmark correlation, time in the market, and daily gains…
The report explains how option prices can be used to construct volatility and skew measures for the Chinese equity market. VIX represents expected volatility over a forward period, while SKEW captures the market’s pricing of asymmetric returns and tail risk.…
This overview explains how large cryptocurrency holders may affect token supply, liquidity, and prices, then describes on-chain tracking as a way to monitor their activity. It distinguishes transfers from wallets to exchanges, exchanges to wallets, and…
This article outlines ways to manage cryptocurrency holdings during falling markets. It discusses buying assets after declines for a longer-term recovery thesis, favoring established coins over highly volatile tokens, short selling, diversifying across…
The article argues that algorithmic trading can exploit retail investors’ predictable reactions to price action and news in China’s A-share market. It illustrates this with two anecdotal patterns: a sharp late-session reversal in high-flying consumer stocks…