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 Chinese-language post describes an equity screen that selects stocks with a daily high-low range greater than one, positive institutional net flow, and circulating market capitalization above 10 billion yuan. Its rationale is to combine elevated price…
This stock selection rule combines three daily filters: turnover between 3% and 12%, the product of daily price change and large-order net flow above zero, and the closing price above its five-day moving average. A further code and exchange filter narrows…
The document describes a buy-sentiment factor built by distinguishing aggressive purchases, which execute against sell orders already on the book, from passive purchases, which wait as limit orders for incoming sells. It argues that finer-grained market data…
This A-share stock screen combines a relative strength index below 65 with an external-to-internal trade volume ratio above 1.3 and a positive institutional-flow measure. It presents the indicators as a way to combine a technical condition with trading…
This Chinese stock-selection proposal screens for turnover between the stated bounds and greater displayed buying volume than selling volume at the best quote. It then looks for a positive price change during the auction and aggregate buying by large and…
This post presents a Chinese stock selection rule combining turnover, displayed order-book quantities, and prior-day price-limit behavior. It keeps stocks with turnover between 3% and 12%, where first-level buy quantity exceeds first-level sell quantity, and…
The article explains call/put skew as the difference in implied volatility between comparable options. Higher call implied volatility is interpreted as stronger demand for upside exposure, while higher put implied volatility suggests greater demand for…
This Chinese equity-screening post combines a 14-period RSI threshold below 65, a three-day candlestick condition, and a measure intended to capture price movement alongside very large order flow. Its example formulas and Python sketch also restrict the…
The document proposes screening Chinese equities in the metaverse theme for positive institutional-flow readings and relative volume between 1.5 and 6 times a five-day average. Its stated logic aims to focus on thematic stocks with buying interest and…
This Chinese-language post describes an equity screen combining a 14-period RSI below 65, a three-session candle condition, and positive net buying attributed to major participants during the opening auction. The stated rationale is to find shares that have…
This Chinese-language post describes an equity screening idea that combines price movement, a morning-star pattern associated with a named stock, and positive large-order net flow over consecutive sessions. The intended rationale is to find stocks with…
This research note describes a tactical asset allocation method that converts the tone of company and macroeconomic news into a slower-moving signal. News sentiment scores are aggregated weekly, then filtered with a two-sided cumulative sum (CUSUM) procedure…
The document outlines a daily screening idea for Chinese stocks associated with the metaverse theme. It selects stocks with a newly bullish KDJ crossover, ranks candidates by individual stock popularity, and proposes choosing the more popular names.…
This research summary examines whether internet search attention can help anticipate rotations between Chinese large-cap and small-cap equity indices. It treats search-index changes related to the two market styles as a proxy for investor sentiment,…
The document describes a simple momentum test on constituents of China’s Growth Enterprise Market index. It buys a stock at the next day’s open after a limit-up day, with parameters that can be changed to study different indices and holding periods. The…
This market snapshot reviews crypto developments alongside indicators of institutional and trader positioning. It discusses exchange security after a major exchange hack, a USDC refund mechanism, proposed crypto investment products, US policy changes, and…
The post describes a Chinese equity screen combining three conditions: membership in the metaverse industry, positive institutional flow, and a same-day bullish candlestick pattern named after the stock Kute Intelligent. It presents the pattern as a possible…
This guide outlines six compact trading bot demos, each built around a single AI agent using plain-language instructions and built-in data tools. The examples include discretionary stock selection, market news, news sentiment, trend following, a…
This proposed Chinese equity screen targets stocks classified in the metaverse theme that have a positive return and large-order net volume above 0.05 for at least three consecutive days. The article explains the flow measure as a possible indication of…
This market newsletter presents a bullish Ethereum thesis against a backdrop of expected US inflation releases and possible changes in Federal Reserve rate-cut expectations. It frames ETH as a higher-beta technology and web3 exposure, while describing…
This stock-selection proposal combines a relative-strength index filter with price movement, large-order net inflows, and rising stochastic-style KDJ readings. The stated screen requires RSI below 65, a positive product of percentage price change and a…
This stock screen combines an RSI reading below 65, a condition based on multiplying the daily percentage change by a measure of net inflow from very large orders, and an opening price change between negative two and positive five percent. The accompanying…
This market snapshot reviews digital-asset developments around early January 2024, including conflicting reports about spot Bitcoin ETF decisions, a lending-protocol exploit, and Solana’s recovery. It interprets reported spot trading activity, decentralized…
The document outlines a daily post-close stock screen that combines a positive MACD reading, amplitude above 1, and ranking by individual-stock interest or popularity. It presents the standard MACD components based on exponential moving averages and defines…