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 document reviews BTC and ETH conditions after a sharp market squeeze, connecting macro uncertainty and price levels with options pricing. It describes falling implied volatility alongside elevated realized volatility, negative carry, changes in term…
This document outlines an A-share stock screen requiring MACD above zero, upward separation or alignment among moving averages, and appearance on the previous day’s market activity list known as the Dragon-Tiger List. The proposed interpretation is that…
This proposed equity screen ranks stocks by incoming capital, then filters for larger free-float market capitalization and a rising trend in which the 20-day moving average is above the 120-day average. The article describes fund-flow measures such as…
The document describes a Chinese stock screen combining daily price range, a turnover measure adjusted by the ratio of current auction volume to prior-day volume, and evidence of a recent limit-up move. It frames these inputs as signs of active trading,…
This short stock-screening post combines a moving-average condition with rankings for trading activity and market attention. It proposes selecting equities where the 20-day moving average is above the 120-day average, then ordering candidates by a…
This selection method screens for stocks with amplitude above 1 and more than one year since listing, then ranks qualifying names by individual-stock heat and takes the top n. The accompanying rationale is that larger price movement may indicate market…
The document describes a Chinese stock screen combining moderate turnover, at least one limit-up event in a recent lookback window, and a ranking based on net large-order flow. The stated rationale is that turnover approximates trading activity, a recent…
This essay presents Bernard Baruch’s investment principles, emphasizing independent judgment, company quality, and crowd psychology. It favors businesses with real assets, operational advantages, and capable management, while arguing that management quality…
This post describes a short-term China A-share screening rule that combines three signals: positive net buying by large investors during the opening auction, a daily position-increase ratio above 5%, and a 10-day price gain greater than zero but below 35%.…
The document reviews research on whether investor sentiment helps explain stock return anomalies or appears predictive because of spurious regression. Persistent predictors can seem to forecast returns in finite samples when expected returns also vary over…
This proposed Chinese equity selection rule screens for stocks with turnover between 3% and 12%, then requires the product of the day’s percentage price change and net buying flow attributed to very large orders to be positive. Eligible stocks are ranked by…
This selection method screens for stocks with turnover within a specified band, a reversal-style price pattern, and a high rank in large-order net buying. The article describes the flow ranking as a way to incorporate market participation and capital…
This stock screen selects robot-themed companies using three filters: a daily high-low range condition, positive institutional fund-flow measures, and circulating market value below a stated ceiling. The accompanying examples describe aggregating recent net…
The document presents a Chinese stock screen for companies associated with the metaverse theme. It selects stocks appearing on the prior day's exchange leaderboard and applies a circulating-share limit; the detailed formula narrows the float to between 3…
The document describes a stock screen combining recent buying activity, the ratio of actively bought to actively sold volume, and a historical dividend payout measure. Its main text specifies a buying-activity share above 5%, an outside-to-inside volume…
This stock selection approach combines three filters: a 14-period RSI below 65, best bid volume greater than best ask volume, and at least two limit-up sessions in a 500-day lookback. The article frames these conditions as a way to find shares with prior…
This study note explains how to build a directed stock network from news coverage: a stock named in a headline is treated as a lead, while stocks mentioned in the article body are followers. Edge weights count their co-occurrences over a rolling window. The…
This survey reports on U.S. crypto holders’ intentions, confidence, preferences, and portfolio changes. It says 88% planned to continue investing over the next 12 months, compared with 73% in the prior-year survey, and 70% reported greater confidence.…
This note presents an equity screen for stocks associated with the metaverse theme. It requires the prior day’s price to be above the 250-day moving average and institutional flow to be positive. The article frames the theme as a way to select stocks in a…
This stock-screening approach combines three signals: membership in the metaverse theme, positive net buying by major participants during the opening auction, and evidence of institutional accumulation. The article describes these as ways to target a popular…
This Chinese A-share screening recipe combines three filters: RSI below 65, the ratio of external to internal trading volume above 1.3, and prior-day actual turnover between 3% and 28%. The article presents these as measures of technical condition, trading…
The article proposes a discretionary momentum framework for Chinese A-shares. It starts with stocks that have recently hit the daily price limit or shown unusual activity, then recommends tracking them in a watchlist and excluding names without a recent…
This research review examines whether stocks moving together always reduce active mutual fund performance. It distinguishes synchronicity driven by broad market information from synchronicity associated with noise trading, proposing that investor sentiment…
This Chinese stock screen combines a turnover band, three consecutive declining sessions, and positive institutional or large-order net inflow. The stated rationale is that turnover indicates trading activity, while institutional flow may offer a clue about…