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 weekly options commentary links a rally in risk assets and a more dovish interest-rate outlook to bullish sentiment in Bitcoin and Ethereum. It reviews macroeconomic catalysts, spot performance, implied volatility, options skew, and reported trading…
This stock-screening idea selects companies in the metaverse theme whose circulating market value exceeds 10 billion yuan and that appeared on the prior day’s trading leaderboard. It combines a thematic filter and a size threshold with recent trading…
This Chinese stock-screening note proposes selecting shares with an amplitude above a stated threshold, rising lows, and inclusion in the previous day’s top-trader activity rankings. It frames the ranking data as a way to identify market attention and pairs…
This Chinese stock selection proposal combines daily price movement, a reversal pattern, institutional net buying and company size. It first screens for an intraday high-low range above 1%, then looks for a reversal, evidence that large holders crossed above…
This A-share screening idea combines a momentum-style technical filter with an estimate of buying versus selling pressure. It selects stocks with a 14-period RSI below 65 and an external-to-internal volume ratio above 1.3, then ranks qualifying names by a…
This research summary examines whether institutional trading before earnings announcements contributes to mispricing and post-earnings announcement drift (PEAD). It measures abnormal institutional demand before announcements and relates it to subsequent…
This Chinese equity screening idea combines a relative strength index below 65, a condition based on the product of price change and net buying by very large orders, and a circulating share count no greater than 5.5 billion. It aims to identify smaller-float…
This stock screen combines three market signals: intraday amplitude above one percent, an afternoon large-order net-inflow condition, and greater displayed buying volume than selling volume at the best bid and ask. The article interprets amplitude as a way…
The newsletter links inflation trends, expected Federal Reserve rate cuts, precious metals, and crypto prices to possible options trades. Its author argues that regulatory uncertainty could weigh more on Ethereum than Bitcoin, making ETH call selling…
This stock-selection idea combines daily range greater than 1%, an afternoon large-order net inflow condition, and a three-candle reversal pattern called a morning star. The article describes the pattern as a large bearish candle, a smaller candle, then a…
The document outlines three ways to turn blockchain data into potential crypto trading signals: exchange flows, large wallet transfers, and network activity. It suggests treating rising inflows to decentralized exchange pools as possible selling pressure and…
This stock selection rule looks for shares with daily turnover between 3% and 12%, displayed best-bid volume greater than best-ask volume, and a listing on that day's Dragon-Tiger list. Together, these filters target actively traded stocks with visible…
This Chinese-language overview surveys Microsoft Research Asia’s published work on applying artificial intelligence to quantitative investing since 2017. It says the research spans stock selection, risk models, algorithmic trading, data augmentation,…
This Chinese equity screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and market capitalization above 200 million yuan. The post gives corresponding platform formulas…
This stock-screening idea combines a daily amplitude filter, a positive weekly MACD condition, and buying activity in large or extra-large orders during the opening auction. The stated rationale is that amplitude and weekly MACD help identify active shares…
This report surveys on-chain and market measures used to study Bitcoin’s price cycles, investor sentiment, network usage, and miner behavior. It explains moving averages and the Pi Cycle indicator as trend or cycle gauges, and describes realized…
This stock-screening example selects shares using three conditions: a stated price-range threshold, positive institutional fund flow, and a control-ratio threshold. The accompanying examples describe deriving a range measure from daily prices, aggregating…
This document outlines a Chinese equity screen for main-board stocks with turnover between 3% and 12%, a daily price gain above 1%, and signs of institutional buying. The rationale is to combine trading activity, positive short-term price action, and…
The proposed stock screen selects shares with MACD above zero, ranks them by attention from highest to lowest, and requires that they be in a strong upward move. The selection is intended to run after each trading day’s close. The document gives the standard…
The document describes a Chinese equity selection rule combining price movement and large-order net flows. It screens for stocks with an amplitude above 1, a closing price below 20, and positive large-order net volume for at least three consecutive days. It…
This essay contrasts three broad approaches to investing through Warren Buffett, George Soros, and James Simons. It describes Soros’s reflexivity framework, in which investor beliefs can move prices and price changes can then reinforce those beliefs. Buffett…
This note describes a Chinese A-share stock screen that selects companies in the metaverse sector appearing on the previous day’s Dragon-Tiger list, then filters for a 14-period RSI below 65. It presents the list appearance as a market-attention signal and…
This research summary examines why analyst earnings forecasts can vary widely and how that dispersion relates to subsequent stock returns. It focuses on the possibility that companies delay disclosing bad news, leaving analysts with incomplete information…
This stock-selection idea combines daily price amplitude above 1, afternoon large-order net inflow, and an appearance on the prior day’s trading list. The article treats amplitude as a measure of price movement, afternoon order flow as a possible sign of…