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 equity-screening post selects stocks whose daily amplitude exceeds 1, that recorded at least two limit-up events in the past 500 days, and that had at least one such event in the past 25 days. It frames the screen as a way to find stocks with…
This Chinese stock-screening post describes selecting metaverse-related equities with prior-day turnover above 8%, then ranking qualifying stocks by a measure of money flow. The stated rationale combines sector interest, trading activity, and capital flows…
The document describes an equity selection filter with three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and an opening price change between minus two and plus five percent relative to the prior close. It presents…
This July 2020 market commentary assesses whether a brief cooling in China’s hot A-share market signaled an end to the rally. It frames the issue as a balance between incoming capital and potential selling, identifying new fund launches, northbound foreign…
This Chinese-language note describes an equity screen combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and positive afternoon large-order net inflow. Its sample rules also require a daily…
The article describes how to interpret crypto derivatives volume and open interest across exchanges, currencies, instruments, and contract expirations. Exchange volume can help compare recent trading activity and liquidity, while open interest shows the…
The document describes a simple equity screen that selects stocks with turnover between 3% and 12%, restricts the universe to companies listed in 2021, and ranks candidates by individual-stock popularity. Its stated rationale is to combine moderate trading…
This Chinese equity screen selects stocks with a daily range above 1%, an institutional participation measure described as exceeding 25% over a 15-day period, and prior-day auction turnover above 0.26. Its final version also requires circulating market value…
The proposed screen selects stocks associated with the metaverse theme, requires a positive institutional-flow measure, and compares reported revenue across two years. The stated revenue test is that the later year’s revenue exceeds the earlier year’s by a…
This stock screen combines a positive MACD condition with exclusions based on company classification and a ranking of capital strength. The accompanying examples use Chinese equities and describe filtering securities, checking capital-flow data, and…
This screening idea combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and three consecutive declines in closing prices. The article frames the falling prices as a possible…
This Chinese stock-screening post describes a short-term filter combining three signals: amplitude above one, a prior-day 9:15 indicative matching price at the limit-down level, and large-order net volume above 0.05 for at least three consecutive days. It…
This Chinese-language post describes a stock selection screen combining three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and seven consecutive declining sessions. The rationale is to find stocks that have recently…
This note outlines an A-share stock screen using a turnover range of 3% to 12%, a market capitalization below 10 billion yuan, and a condition that the company is not loss-making. Eligible stocks are then meant to be ranked by individual-stock heat, with the…
This note describes a Chinese equity screen that combines membership in a metaverse-related theme, positive net buying by major participants during the auction, and a dividend payout ratio above 25% for 2019. The proposed logic mixes a market-theme filter…
This note describes a Chinese equity screen combining daily price range, company listing age, and appearance on the Dragon-Tiger trading list. Its rationale is that a larger range may indicate active trading, a longer listing history may favor more…
This research summary proposes using online search interest about large-cap and small-cap stocks as a proxy for investor sentiment. It argues that changes in this attention measure are positively related to market moves and may lead them, then uses sentiment…
This article outlines a short-term stock-screening idea based on activity in the Chinese opening call auction. It focuses on changes from 9:20 to 9:25, monitoring auction volume and the displayed quantities at the first and second bid levels. The author…
This Chinese A-share screening proposal combines three filters: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and ranking by a measure of individual-stock attention. Its rationale is to pair a technical condition…
This note outlines a Chinese equity screen using three conditions: daily amplitude above 1, a closing price of 18.5 yuan, and positive afternoon large-order net inflow. It presents the combination as a way to find stocks showing price movement and buying…
The document describes a Chinese stock screen combining amplitude above 1, a prior-day 9:15 matched price at the limit-down price, and circulating market capitalization between 5 billion and 10 billion yuan. It gives indicator conditions for each filter and…
This document outlines a Chinese stock screen selecting companies associated with the metaverse theme, positive institutional-flow readings, and a rise below 6% around the 9:25 opening indication. The stated rationale is to focus on a growth-oriented…
This study constructs a Chinese equity sentiment indicator from posts and comments on an investor forum. After cleaning and tokenizing roughly a year of text, it uses word frequency and visual inspection to assemble a sentiment lexicon. Stronger positive or…
This overview describes eight groups it presents as influential in China’s A-share market: foreign investors, short-term speculative funds, social security and insurance funds, securities firms’ proprietary desks, corporate insiders, public funds, and…