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
The article contrasts discretionary stock trading with quantitative approaches that analyze large datasets for statistical relationships. It describes using price and volume alongside less conventional inputs, such as online search activity and social media,…
This A-share stock-selection proposal combines price amplitude above 1, the presence of an outstanding convertible bond, auction-period price gains associated with large buy orders, and a combined large and extra-large buy volume threshold of more than 0.7…
This document describes a short-term A-share stock screen combining price movement, a candlestick pattern, and trading activity. It looks for amplitude above 1, a condition labeled as a Kute Intelligent morning star, and a range for yesterday’s turnover rate…
This document describes a Chinese-equity screen requiring a reported increase in holdings above 5%, float market value between 5 billion and 10 billion yuan, and a 9:25 opening gain below 6%. The post interprets the net-buying measure as possible buying…
The essay introduces the prisoner’s dilemma and Nash equilibrium to explain why individually safe choices can produce outcomes that are worse for everyone. It then applies this framing to speculative stock trading, portraying investors as strategic opponents…
This Chinese-language post presents a stock screen based on three conditions: today's position-increase share above 5%, scale above 200 million, and a gain below 6% at 9:25. It interprets the first as a sign of buying interest, the size threshold as a way to…
This stock-screening idea combines a relative strength index threshold below 65 with a signal based on the product of percentage price change and net volume from very large orders. It also requires a named Morning Star pattern, using technical, order-flow,…
The article introduces sentiment analysis as a way to gauge crowd opinion from online posts and exchange data, with cryptocurrency as its main application. It describes classifying social media messages as positive, neutral, or negative, and mentions social…
This post outlines a short-term stock-selection idea based on price range and large-order net flow, with reference to the 2021 market environment. Its explanation treats intraday amplitude and large-order activity as signs of market activity and sentiment.…
This report outlines a framework for researching quantitative commodity signals in iron ore. It groups inputs into fundamental factors covering supply, demand, and inventories, plus a separate sentiment category. Because fundamental data updates less…
This proposed stock screen combines a measure of current buying activity with recent limit-up occurrences. Its stated conditions are a buying-share measure above five percent and more than two limit-up days within ten days; it also refers to a listing-age…
This note describes a Chinese stock screen combining amplitude greater than one, a prior-day 9:15 matching price at the limit-down level, and trading activity during 2021. The stated rationale is to identify volatile stocks alongside a signal of weak market…
The document presents a Chinese stock screen combining a daily price-range threshold, the presence of an outstanding convertible bond name, and positive institutional net buying. It frames the range condition as a way to find active stocks, the bond field as…
This stock-selection proposal narrows the universe to companies associated with the metaverse theme, then looks for positive institutional activity and net inflows from large orders during the afternoon. The article’s indicator example defines the flow…
This Chinese stock-selection screen requires price amplitude of at least 1, turnover above 2% and at most 9%, and a top-trader-list event on the previous day. It combines a volatility filter with a trading-activity range and a recent market-flow signal. The…
The strategy selects Chinese stocks with turnover between three and twelve percent when the product of the day’s price change and net large-order flow is positive. It also focuses on companies associated with the metaverse theme. The document explains this…
The document proposes an A-share stock screen combining three conditions: membership in the metaverse theme, positive institutional activity, and classification in the beverage and alcohol import-export industry. It describes selecting stocks that meet all…
This study summary describes a text-based factor intended to capture post-earnings-announcement drift in Chinese equities. It uses analyst report titles and abstracts about earnings forecasts, converts selected words into frequency features, and trains…
This A-share screening idea combines daily price amplitude above a threshold, a positive weekly MACD condition, positive institutional capital flow, and a market-capitalization filter. The article describes weekly MACD as a way to capture price direction and…
This proposed screen starts with Chinese stocks whose codes begin with 60 and whose turnover rate is between 3% and 12%, then says to rank qualifying names by individual-stock attention or popularity. The accompanying explanation treats attention as a proxy…
This Chinese-language post describes a short-term A-share screening rule: select stocks in the metaverse sector, require the reported opening-price change at 9:25 to be below six percent, and require a positive institutional-flow indicator. It presents a…
This article describes a Chinese equity screen that selects stocks with amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and an industry classification other than the STAR Market. It presents these conditions as…
This Chinese-language post describes a daily stock screen that looks for MACD above zero and RSI below 65, then ranks candidates by individual stock heat, a measure of market attention. It presents the screen as a way to find stocks with positive trend…
This screening idea targets main-board Chinese stocks meeting three conditions: a 15-day maximum amplitude above 1, institutional participation above 25% over 15 days, and a declining seven-day moving average. The article presents the combination as a way to…