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 argues that traders should avoid entering sectors after a short burst of broad attention and instead look for less crowded themes. It proposes treating three consecutive strong sessions and a sharp cumulative rise in leading stocks as a possible…
This stock-selection rule focuses on shares with codes beginning with 60, turnover between 3% and 12%, and a relatively high ranking for net large-order volume. The article presents turnover as an activity filter and large-order net flow as an indicator of…
This Chinese stock screen selects shares with turnover between 3% and 12%, a rising KDJ K value, and prior-day opening-auction turnover above 0.26. The article presents the auction turnover condition as a rough indicator of improving market sentiment, and…
The document explains how changes in cryptocurrency ETF holdings and assets under custody (AUC) can be used to observe institutional participation in Bitcoin and Ethereum. Rising balances may reflect increased exposure and confidence, while declines may…
This market recap reviews Bitcoin and Ether options during a period of sharply higher realized volatility amid geopolitical risk. It contrasts strong short-dated volatility with softer one-month implied volatility, discusses inversion in both term…
The document explains how decentralized prediction markets let traders buy and sell shares tied to event outcomes. A share price reflects market participants’ estimates of an outcome’s likelihood and can change as information arrives. The election example…
This newsletter links crypto market expectations to macroeconomic developments, including an inflation surprise, the upcoming FOMC decision, tariff uncertainty, and movements in equities and volatility measures. It describes Bitcoin as closely tied to…
The strategy uses a fixed equity watchlist and a daily agent workflow to review SEC Form 4 filings available as of each decision time. Its research step filters recent filings, opens the source documents, and focuses on non-derivative open-market purchases…
This introductory article explains crypto market sentiment as the collective mood of investors and describes how optimism or fear can affect supply, demand, and short- to medium-term price moves. It recommends treating sentiment as one input alongside…
This post proposes a Chinese equity screen that selects stocks associated with the metaverse theme, positive institutional flow, and turnover between 2% and 9%. It explains the intended roles of the filters: sector exposure targets a growth theme,…
This daily stock-selection recipe combines a positive MACD reading with a share price below 12 yuan and an outside-to-inside trading-volume ratio above 1.3. It treats MACD as a technical trend signal and the volume ratio as a short-term indicator of trading…
This market note evaluates several indicators for judging whether Chinese equities may be approaching a short-term bottom. It reviews northbound investor flows, fund equity exposure, and a turnover-to-volatility measure. The note reports that foreign…
The post outlines a Chinese equity screen for stocks in the metaverse concept group whose price is above a long-term moving average, then ranks candidates by individual-stock popularity. It describes the moving-average condition as a way to identify prices…
The document proposes screening Chinese A-share stocks in the metaverse sector for two conditions: appearance on the prior day’s Dragon-Tiger list and a MACD reading above zero. It frames the list appearance as a market-attention signal and positive MACD as…
The study examines whether news and social-media sentiment relate to intraday stock liquidity and returns. It combines stock-linked news sentiment with minute-level Twitter and StockTwits measures, then uses regressions and event studies to analyze liquidity…
This newsletter links macroeconomic developments to crypto and options-market positioning. It discusses how stronger employment data and rising Treasury yields changed market-implied expectations for the next Federal Reserve decision, and frames inflation…
This note presents a stock-selection rule using three conditions: price amplitude above 1, appearance on the prior day’s top-trader list, and a minimum listing age represented by an unspecified threshold. It sketches indicator-formula and Python…
This document describes a market timing model for the CSI 300 based on the Guosen Investor Sentiment Index. It adapts a risk appetite approach by comparing 28 Shenwan first-level industries. The proposed index uses the Spearman rank correlation between…
The document describes an indicator that identifies common candlestick formations and marks bullish and bearish patterns with different colors. Its detection logic uses the average candle body size as a reference, and an optional state machine suppresses…
This Chinese A-share screening example combines three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and more than two limit-up days in the prior ten days. The article interprets turnover as a liquidity filter, the crossover…
This indicator compares the current period’s first support and resistance levels with the prior period’s levels, which are calculated from highs, lows, and closes. When both levels rise, it labels sentiment bullish; when both fall, bearish. A higher…
This stock-screening idea selects Chinese A-share companies classified in the metaverse sector, with circulating share capital at or below the stated threshold and a ratio of reported external to internal trading volume above the specified cutoff. The…
This document presents a QuantStats tear sheet for a strategy labeled news-sentiment-generic, compared with SPY over January 4–15, 2026. It reports a 1% total return for both, while the strategy has higher annualized return and volatility, a lower Sharpe…
This post describes a China A-share stock screen that combines four filters: association with the metaverse, positive institutional activity, a robotics concept label, and circulating market capitalization below the stated threshold. It frames the screen as…