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 overview explains how crypto liquidation data may help researchers interpret forced trading in futures, options, and swaps. It describes using the timing and scale of liquidations, long-versus-short liquidation activity, liquidation ranges, volume, and…
This strategy uses language metrics from company filings to form a monthly long-short equity portfolio. It selects a stock universe using liquidity and market-cap filters, retrieves filing metrics, and ranks eligible companies separately on lexical density…
This post outlines a stock-selection rule for Chinese equities that combines membership in the metaverse theme, positive net buying by major participants during the opening auction, and a company-type condition. Its accompanying explanation presents thematic…
This stock-selection method combines a 14-period RSI threshold with order-book volume imbalance and an institutional-flow measure. The article first describes RSI below 65, bid-side volume above ask-side volume, and institutional direction above zero; its…
The document explains how forced liquidations work in leveraged crypto trading, distinguishing partial closures from full position closures. It illustrates leverage with a Bitcoin futures example and shows how an adverse price move can reduce a trader’s…
The document reports survey responses about U.S. crypto holders’ views of AI tokens, including expectations for sector performance, long-term optimism, investment interest, and perceived barriers. It describes differences by age and investing experience, and…
This note proposes screening Chinese metaverse-related equities using a long-term moving-average condition and a measure of recent institutional capital flows. Its initial description requires yesterday’s price to exceed the 250-day moving average, while the…
This research digest summarizes two studies on equity signals. The first trains a deep neural network on five years of fundamental data to forecast future fundamentals. The summary reports that, relative to a simple forecast assuming current data persist,…
This guide explains how to connect OctoBot to Reddit and configure it to monitor selected subreddits for traded cryptocurrencies. When its forum evaluator is enabled, the bot analyzes post sentiment with VADER and produces a coin-level summary for use by a…
This document outlines a stock screen targeting companies associated with the metaverse theme. It requires institutional activity to be positive and applies a weekly stochastic-style signal based on the relationship between K and D lines, with recent periods…
The document outlines a Chinese A-share stock screen combining RSI below 65, an external-to-internal trading volume ratio above 1.3, and a current-day low below the previous day’s low. It presents the volume ratio as a sign of stronger buying interest and…
This report summary outlines a method for inferring informed trading from minute-level data. It first applies a “smartness” measure to identify trades attributed to smart money, then aggregates their relative execution prices into sentiment factor Q. Higher…
The essay frames market price as an observable record of participants’ beliefs and actions, rather than a direct measure of intrinsic value. It distinguishes physical spot markets from financial markets and describes futures prices as the result of a…
This article explains the claimed tendency for Chinese A-share markets to weaken on Thursdays through three proposed mechanisms: investors selling ahead of weekend cash needs under T+1 trading and restricted weekend transfers, investors reducing exposure to…
This note presents a short-term Chinese stock selection rule combining three signals: intraday amplitude greater than 1, a top-five ranking by the day’s auction amount, and first-level bid volume exceeding first-level ask volume. The rule is intended to…
This crypto market snapshot examines trading and decentralized finance activity around the July 2023 Ripple v. SEC ruling. It describes the ruling’s distinction between XRP programmatic sales and institutional sales, then considers exchange volumes, market…
This dated Chinese equity market report combines market activity, sentiment, sector flows, concentration measures, and style-factor performance. It describes subdued overall valuations, rising consumer-sector turnover, a recovery in TMT activity, and strong…
This stock screen combines daily amplitude above 1 with a positive weekly MACD histogram, then ranks qualifying stocks by the value traded in the opening auction and selects the top five. The article interprets strong auction value as a sign of market…
This note outlines a Chinese A-share screening rule focused on metaverse-related stocks. It selects stocks whose 30-day moving average is rising, then ranks them by the day’s auction trading value and keeps the top five. The accompanying explanation treats…
This Chinese A-share screening idea combines a metaverse industry filter with two short-term signals: a stock appeared on the trading leaderboard the previous day, and it showed afternoon net inflow from large orders. The article frames this as a way to…
This stock-selection screen selects shares with turnover between 3% and 12%, a trading-list appearance on the prior day, and higher popularity rankings. The article also specifies that selected companies should have been listed for more than a year. It…
This manual explains a MetaTrader indicator suite that charts several CFTC report families, including standard Commitments of Traders, disaggregated reports, financial futures, index traders, and largest-position data. It describes measures of absolute and…
This Chinese-language article outlines a stock screen that combines a metaverse industry classification, a rounded-bottom or arc-shaped pattern, and a ranking by individual-stock attention. Its central idea is to find stocks that match both a thematic…
This document presents an Ichimoku dashboard that condenses relationships among price, Tenkan-sen, Kijun-sen, the Senkou spans, and the lagging Chikou span into labeled columns. It describes how the display tracks price relative to the conversion and base…