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 research update describes two A-share stock-selection approaches. The product-price strategy tracks changes in listed companies’ main product prices and highlights cases where prices have risen but share prices may not yet reflect the development. The…
This Chinese-language screening note selects stocks using three conditions: a price amplitude threshold, MACD above its zero line, and an indication that institutions are buying. Its rationale is that amplitude and MACD describe volatility and trend…
This A-share stock screen combines a positive MACD reading with a ranking by stock popularity and a short-term price condition: the current day's low must be below the previous day's low. It is intended to run after the market close and excludes suspended…
The article describes wallet-level blockchain data, including transaction histories, current and historical balances, token transfers, and smart-contract logs and functions. It explains how tracing address activity and connections can help institutions…
This digital-asset snapshot discusses Bitcoin’s rally above $70,000 and frames ETF demand, the approaching supply halving, and possible approval of an Ethereum ETF as supportive factors. It also explains that Ethereum’s Dencun upgrade introduced blob storage…
The Sentiment Zone Oscillator is described as a tool for reading market activity and direction, while marking extreme zones and a dynamic channel. Its central warning condition occurs when the oscillator moves outside that channel and also enters an…
This Chinese-language post describes an equity screening rule combining a relative strength index below 65, the product of percentage price change and a measure of net large-order flow, and an opening-auction gain below 6%. It presents these filters as a way…
This Chinese market stock screen combines a metaverse concept filter with a price condition and opening auction activity. It selects shares whose close is above the previous session’s low, whose auction move is positive, and whose reported very large buy…
This A-share selection rule looks for stocks associated with the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion from the STAR Market. The post frames the conditions as a combination of thematic…
This market outlook links a possible year-end crypto rally to expectations of a Federal Reserve rate cut and other supportive headlines. It reports a sharp change in the cited December rate-cut probability, describes thin holiday trading as a setting where…
This document describes a Chinese equity screening idea combining a 3%–12% turnover range, at least one limit-up event in the prior 25 days, and an appearance on the previous day’s 龙虎榜, a list of stocks with notable trading activity. It frames turnover and…
This Chinese-language screen combines three conditions: stock amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and net large-order volume above 0.05 for at least three consecutive days. The proposed interpretation is that elevated…
This Chinese equity screen combines a 3%–12% turnover range, a beverage-and-alcohol industry classification, and an appearance on the prior day’s market top list. The accompanying examples use top-list buying and turnover information, positive net buying,…
This market snapshot discusses how Federal Reserve expectations, inflation, trade tensions, retail spending, and recession concerns coincided with changing cryptocurrency prices and positioning. It describes Bitcoin’s brief rally after the Fed held rates…
This note presents a short-term Chinese stock-selection idea based on three conditions: price amplitude above a threshold, evidence that major participants controlled the stock on the prior day, and a prior-day 9:15 matched price at the limit-down level. The…
This note describes a Chinese stock screen combining membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a circulating market value between 5 billion and 10 billion yuan. The accompanying…
This Chinese equity screening rule combines three conditions: the prior session’s high-low range must exceed 1% of its previous close, the stock must have appeared on the previous day’s trading activity list, and it must not have closed at the 10% daily…
This Chinese equity screening example combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a daily return within a bounded range. The article’s prose describes the upper…
This opinion article argues that quantitative trading has different effects across market structures. It contrasts a US market it characterizes as institutionally dominated with China’s A-share market, which it portrays as retail-heavy and more driven by…
This review summarizes research on whether skilled active U.S. equity fund managers add more value when prices are noisier. It measures skill mainly through portfolio selectivity, proxied by one minus a fund’s return-model R-squared, and also uses a…
This document presents a Chinese stock-selection screen using a turnover-rate band, a rising KDJ K value, and a condition described as the start of a strong upward move. Its formula example defines the turnover range as 3% to 12%, requires the KDJ value to…
This document describes a daily stock screen that combines price movement, past limit-up events, and recent return. It selects stocks with an amplitude greater than 1, at least two limit-up days in the prior 500 days, and a positive return. The author…
This Chinese-language post describes a stock screen for A-shares using a 14-period RSI below 65, an outer-volume to inner-volume ratio above 1.3, and a daily price change bounded between -5 and 2.6 percent. It also includes a circulating market-cap range in…
This note proposes ranking Chinese stocks in the metaverse industry by the day’s auction amount, selecting the top five, and ordering candidates by capital strength. It gives a platform-specific screening expression and a Python example intended to retrieve…