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 proposal combines a metaverse theme with positive net buying attributed to large or leading market participants, then ranks candidates by the day’s auction amount and selects the top five. The article’s rationale is that a…
This post outlines a Chinese equity screen that combines membership in the metaverse theme with positive net buying attributed to major investors during the opening auction and a listing-age filter. It presents the screen as a short-term selection approach…
The document contrasts bullish and bearish conditions in cryptocurrency markets. It associates bullish periods with optimism, rising prices, and strong demand, while bearish periods are characterized by falling prices, fear, and greater trading caution. It…
This stock selection rule screens for Shanghai-listed shares whose daily high-low range exceeds one percent of the previous close, then combines the day’s return with a measure of very large order flow. The stated rationale is to focus on stocks showing…
This interview summary discusses fraud prevention and security in crypto payments, drawing on Sardine’s work in fraud detection, financial compliance, and crypto on-ramps. It describes how the FTX collapse contributed to interest in self-custody wallets and…
This Chinese-language post describes a short-term stock screen using three signals: daily amplitude above 1%, afternoon large-order net inflows, and a prior day’s 9:15 matching price at the limit-down level. It proposes choosing the candidate with the…
This stock screening post describes selecting companies associated with the metaverse theme when auction-period net buying by major participants is positive and the prior session was not a limit-up day. It frames the theme filter as a way to focus on a hot…
The article discusses China’s stock-market trading disclosure known as the Dragon-Tiger List, which publishes information about large trades and trading seats during unusual stock moves. It argues that the data can help retail investors identify…
The document proposes a Chinese equity screen combining large daily price amplitude, a morning star candlestick pattern, and appearance on the previous day’s 龙虎榜, a public list associated with unusual trading activity. It frames amplitude and the candlestick…
This stock-selection recipe screens for turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and auction activity meeting specified bounds. It also requires large and extra-large order buying volume to exceed a stated…
This market snapshot examines the surge in memecoin activity and its effects across centralized exchanges, futures, decentralized exchanges, lending markets, and blockchain networks. It connects demand for tokens such as PEPE and Bitcoin’s BRC-20 assets with…
This daily, post-close stock screen selects shares with MACD above its zero line, a control indicator above a stated threshold, and ranks candidates by a heat measure. The article gives example formulas for MACD, a control proxy, and a heat ranking based on…
This article outlines a short-term stock selection approach based on price amplitude, rankings by large-order net flow, and sorting by individual stock attention. It frames these features as ways to find actively traded shares where market sentiment and…
The document describes a screen for metaverse-themed stocks with positive returns, followed by a descending ranking. It recommends combining the theme filter with a positive price-return condition and sorting the selected names by a size-related measure. The…
This stock screen selects main-board shares using a combination of a relative strength index below 65, the product of daily percentage change and a large-order net-flow measure above a threshold, and a daily gain greater than 1%. The accompanying sample code…
This opinion article argues that abrupt political statements can create sharp market swings and gaps that quantitative firms may exploit through rapid information processing and order placement. It contrasts quieter periods, when it characterizes systematic…
The article defines FUD as fear, uncertainty, and doubt, describing it as negative sentiment that can lead investors to react impulsively to rumors, alarming coverage, or perceived threats. It contrasts FUD with FOMO: FOMO can draw buyers toward a rising…
This proposed stock screen combines three conditions: daily price amplitude above a threshold, a measure described as afternoon large-order net inflow, and at least one strong up day during the recent trading window. The article explains the intended…
The document describes an A-share stock screen combining a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a ratio of external to internal trading volume of at least 1.3. It presents these conditions as signs of active…
This market snapshot interprets late 2023 digital asset activity using spot volumes, Bitcoin on-chain profit measures, a price valuation indicator, decentralized exchange volumes, lending data, and network transactions and fees. It reports rising trading…
This A-share screening idea selects stocks classified in the metaverse sector that appeared on the prior day’s trading leaderboard and had an indicated auction price move between minus two and plus five percent. The article frames the combination as a way to…
This report examines a period of subdued crypto prices and volatility through several market indicators: implied volatility, perpetual futures funding, long-short positioning, spot volume, and open interest. It compares Bitcoin volatility with measures for…
This overview surveys seven themes the article expects to influence crypto markets in 2025: regulatory developments, traditional finance’s engagement with DeFi, stablecoin use, tokenization of real-world assets, memecoins, AI and blockchain projects, and…
This study examines whether company news sentiment can help select Chinese stocks. It describes a news score where higher values generally indicate more positive coverage, then measures changes in the average score over a rolling lookback period. The…