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 post proposes a Chinese equity screening rule combining a 14-period RSI between 40 and 65, a ratio of external to internal trading volume above 1.3, concentration below 20%, and market capitalization above 200 million yuan. The author presents the…
This Chinese stock-selection proposal filters for shares associated with the metaverse theme, positive institutional-flow readings, and daily turnover between 3% and 12%. The approach uses thematic exposure and investor-flow direction to identify candidates,…
This proposed stock screen combines three filters: a 14-period RSI below 65, greater displayed buy-side than sell-side volume, and a specified company type. The document presents RSI as a price-condition filter and the imbalance between the best bid and ask…
This article outlines a prototype for automatically collecting after-hours leaderboard data from the Shenzhen Stock Exchange and sending a list of stocks that appear on it. It frames web scraping as a way to reduce manual review of large volumes of exchange…
This stock-selection idea screens for companies in the Metaverse concept group, with positive net buying attributed to major participants during the auction and a circulating share count no greater than 5.5 billion. The document frames concept membership as…
This document outlines a proposed A-share screen that excludes Beijing-listed stocks, selects shares whose high-to-low amplitude exceeds 1%, and looks for a prior-day 9:15 matching price equal to the limit-down price. It frames the amplitude filter as a way…
This indicator compares pivot, first resistance, and first support calculated from each candle’s high, low, and close with the corresponding levels from the prior candle. Higher resistance and support are interpreted as bullish; lower levels as bearish. When…
This Chinese equity screening approach requires the 20-day moving average to be above the 120-day average, the 14-period RSI to be below 65, and positive large-order net flow in the afternoon. The moving averages act as a trend filter, while RSI limits the…
This review examines whether market, macroeconomic, sentiment, valuation-spread, and momentum signals can forecast equity factor returns. It explains why factor premia can vary as risk compensation, investor behavior, and market frictions change. The…
This market commentary examines Bitcoin and Ether options alongside spot prices, macro events, and regulatory news as of April 23, 2023. It discusses dealer gamma, implied volatility, volatility risk premium, term structure, and trading flows. The author…
The Volume Accelerated Directional Energy Ratio combines normalized price direction with volume to estimate the strength of buying and selling pressure. Price change is scaled by a recent high-low range and bounded, then multiplied by volume in one of three…
This proposed Chinese stock screen combines a positive MACD reading with a share price below 12 yuan and three consecutive limit-up sessions. The post frames MACD as a trend-strength filter and the limit-up sequence as a sign of market attention and buying…
The document proposes a Chinese A-share stock screen combining a relative strength index below 65, a ratio of external to internal trading volume above 1.3, and a share price below 12. It presents the rules as a way to combine a technical condition, a…
This Chinese stock-selection idea filters for companies in the metaverse theme whose net major-investor buying during the opening auction is positive and whose KDJ indicator has just formed a bullish crossover. The three conditions combine thematic exposure,…
This Chinese equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain greater than 1%, and an increase-in-position share above 5%. The note interprets the position increase as a possible sign of near-term capital inflow and pairs…
This Chinese-language research summary assesses whether mainland Chinese equities may be nearing a market bottom using three indicators: northbound investor flows, mutual-fund equity exposure, and a turnover-to-volatility measure. It reports that…
This weekly digital asset review combines regulatory and product news with market indicators for Bitcoin, Ethereum, and Solana. It discusses ETF holdings and weekly flows, futures open interest across exchanges, long-short ratios, and funding rates. The…
This proposed A-share screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an upward spread in moving averages. The stated moving-average rule compares the…
This document proposes a Chinese equity screen using high price amplitude, a prior-day 9:15 indicative match price at the limit-down level, and a ratio of external to internal trading volume above 1.3. Its final version adds current volume above the 20-day…
The proposed equity screen selects stocks with an RSI below 65, seven consecutive sessions in which the close is no higher than the open, and strong combined large and extra-large buy volume during the opening auction. It combines a momentum indicator, a run…
This document proposes a Chinese equity selection rule that filters for daily amplitude above 1 and a control-activity measure above 21, then ranks qualifying stocks by market heat. Its examples refer to a heat index and controlling-shareholder activity…
This Chinese equities screen combines a price-range condition, a rounded price pattern, and ranking by the day’s auction trading value. It proposes selecting the top five stocks by auction value, interpreting that ranking as a sign of current capital…
The document proposes a screen for Shenzhen main-board stocks using reported buying pressure, valuation, and a historical dividend measure. The stated filters include a daily increase in holdings above 5%, a price-to-earnings ratio from 0 to 29.01, a…
The document describes a Chinese equity screening idea that ranks stocks by capital-flow strength and institutional buying, then filters for a high dividend payout ratio in 2019. It cites measures such as northbound flows and margin financing for overall…