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 presents a Chinese equity screen combining daily price range, the presence of an outstanding convertible bond, and positive institutional trading activity. It explains the intended roles of these filters: selecting volatile stocks, using…
This document presents a stock-selection screen for Chinese A-shares. It combines RSI below 65, an external-to-internal trading volume ratio above 1.3, and a close above the previous session’s low. The sample screening logic also restricts floating market…
This commentary examines sharp style swings in China’s A-share market, using recent surges and reversals in the nonferrous metals sector as its main example. It argues that a rapid rise concentrated in a small number of stocks can pull liquidity from other…
This Chinese-language post describes a short-term A-share stock screen combining price movement and trading-flow conditions. It selects stocks with a daily high-low range above one percent, at least two limit-up moves over the past 500 days, and positive…
This document describes a short- to medium-term stock screen combining a daily price-range condition, a large-order net-volume ranking, and a ratio of buyer-initiated to seller-initiated volume above 1.3. Candidates are sorted by market capitalization in…
The post proposes a Chinese equity screening rule that combines a price-range condition, positive institutional fund flow, and buying volume from large and extra-large orders during the opening auction. Stocks meeting the combined conditions are candidates…
This Chinese equity screen selects stocks with amplitude above 1, positive daily MACD, and more than two limit-up sessions during the latest ten trading days. The article proposes running the filter before the market opens and interprets repeated limit-ups…
This short-term Chinese equity screen combines recent limit-up activity with a price-high condition and a relative strength index ceiling. It looks for stocks with more than two limit-up days in ten days, a recent high matching the highest value over a…
This proposed Chinese A-share screen selects stocks with MACD above its zero line, sorts candidates by reported stock heat, and requires a prior-day capital-control reading. It is intended to run after the weekly close. The article explains the selection in…
This research summary compares large language models with a financial word-list method for classifying news sentiment and assessing stock returns. It describes analysis of 965,375 US financial news articles matched with daily stock returns. Models classify…
The article discusses the “Old Duck Head,” a short-term chart pattern associated with a Chinese trading book that interprets price formations as traces of large operators accumulating or distributing shares. It questions whether that explanation fits modern…
These notes summarize Alexander Elder’s approach to trading as a discipline built on market analysis, money management, and adherence to a plan. They describe how crowd behavior shapes prices, why traders should keep a journal to identify recurring mistakes,…
This document outlines a short-term A-share screen using capital-strength rankings, stocks appearing on the previous day’s 龙虎榜, and more than two limit-up sessions during the prior ten days. The rationale is that strong capital activity and limit-up…
This stock screen combines three filters: membership in the metaverse industry, a positive institutional-flow measure, and a seven-session sequence of declining closes. The article presents the idea as a way to find weak recent price action in a sector while…
This indicator evaluates simple one-candle mean-reversion trades by tracking separate rolling equity curves for long and short setups. A long trade is simulated after a down candle and a short trade after an up candle; each is closed one candle later. The…
This account of a 2021 industry speech discusses how data, algorithms, and execution shape quantitative investing. It frames potential returns as depending on both market inefficiency and statistical methods that identify patterns robust enough to validate.…
This Chinese equity screen selects stocks with amplitude above 1 that appeared on the prior day's public trading activity list and have a positive return on the current day. The note presents these filters as a combination of short-term volatility, market…
This post outlines an equity screen requiring a 14-period RSI below 65, displayed best-bid volume greater than best-ask volume, and more than one year since listing. The proposed interpretation combines a price-based indicator, a snapshot of apparent buying…
This market snapshot combines regulatory and adoption news with Bitcoin on-chain indicators. It discusses a proposed SEC crypto task force, Arizona legislation to permit public funds to hold digital assets, and increased Solana activity associated with…
This stock-selection post proposes screening for shares with price amplitude above one, prior-day evidence of major-player control, an outside-to-inside trading volume ratio above 1.3, and daily volume above three million. It interprets the amplitude as a…
The proposed Chinese A-share screen focuses on companies classified in the metaverse sector that appeared on the prior day’s exchange trading-榜 list. Eligible stocks are then ranked from highest to lowest by an individual-stock attention measure. The…
This stock-selection rule filters for turnover between 3% and 12%, a positive ten-day price gain below 35%, and a high ranking in large-order net volume. The final rule specifies selecting stocks in the top 10% by that ranking. The accompanying explanation…
This document describes a daily pre-open stock screen combining a positive MACD condition with a ranking by stock popularity. It also requires the combined auction-period purchase volume attributed to large and extra-large orders to exceed RMB 70 million.…
This summary describes version 3.0 of Xingye Securities’ Crystal Ball timing model, which uses activity in options on the SSE 50 ETF as a source of investor sentiment and potential leading information about the underlying. Its premise is that options…