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 screening rule that combines a 14-period RSI below 65, price change multiplied by a measure of large-order net inflow, and positive net buying by major participants in the opening auction. Its sample Python…
The report reviews a week of crypto market weakness and looks for signs that forced selling may be easing. It combines spot prices, trading volume, realized volatility, open interest, funding, ETF and stablecoin flows, order book depth, and DeFi lending…
This stock screening rule combines three conditions: a 14 period RSI below 65, buy side volume greater than sell side volume, and a closing price above a prior low. The accompanying explanation treats RSI as a measure of price condition, the volume…
This proposed stock screen selects shares associated with the metaverse theme, positive net buying by major participants during the opening auction, and a daily position-addition measure above a stated threshold. The rationale combines a popular market theme…
This overview describes using crypto options flow data to assess activity and possible market sentiment. It covers contract volume and open interest as measures of activity and liquidity, strike prices relative to spot, expiration horizons, put-call ratios,…
This midweek market recap describes changes in Bitcoin and Ethereum derivatives following a US debt ceiling agreement. It tracks realized volatility, the shape of implied volatility across expiries, option skew, trading flows, and dealer gamma positioning.…
This article explains how alternative internet and transaction data can supplement traditional equity factors. A typical fund process first defines a stock universe, filters it using industry and financial measures, scores candidates with financial and…
This Chinese A-share screening idea selects stocks associated with the metaverse theme when an institutional-flow indicator is positive and the share price is below 12 yuan. The article describes the three filters as a way to focus on a themed industry,…
This article recounts episodes in China’s A-share market where stock prices were said to react to unrelated public events, celebrity news, wordplay, ticker numbers, entertainment, or product associations. Examples include stocks linked by similar names to…
The document describes a simple A-share screening idea: select companies associated with the metaverse concept, with circulating market value at or below the stated threshold, that appeared on the prior day’s 龙虎榜, a published list of notable trading…
This document presents a Chinese equity screen requiring turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and large-order net flow above 0.05 for three consecutive sessions. It interprets persistent positive net…
The post proposes a Chinese equity screening rule that combines daily amplitude above 1, a 9:25 gain below 6%, and a positive institutional-activity measure. It frames the conditions as a blend of short-term volatility, price movement, and institutional…
This stock screen combines an RSI threshold below 65 with recent candle conditions and positive large-order net volume. The stated idea is to find stocks with relatively subdued momentum while observing sustained buying pressure from large orders. The…
The document describes a Chinese equity screening rule that combines three conditions: RSI below 65, bid-side volume greater than ask-side volume, and a bullish Morning Star candlestick pattern. It frames RSI as a measure of price conditions, the volume…
This analysis uses on-chain valuation, miner, and network activity measures to assess Bitcoin’s 2025 market regime and frame questions for 2026. It explains MVRV, its standardized Z-Score, NUPL, and realized price as measures of holder cost basis and…
This proposed stock screen combines three signals: today’s increase in holdings must exceed 5%, institutional direction must be positive, and the 9:25 price gain must be below 6%. The accompanying explanation interprets the first two as signs of buying…
This stock-screening proposal combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a price amplitude above one. Its rationale is to find stocks linked to a market theme…
This newsletter considers whether crypto markets may have bottomed by combining macroeconomic developments with derivatives positioning and digital asset treasury (DAT) holdings. It argues that lower inflation and downward revisions to job creation could…
This Chinese equity screen focuses on metaverse-related stocks with prior-day actual turnover between 3% and 28%, then ranks qualifying names by institutional ownership and selects the top five. The article treats turnover as an indication of trading…
This note describes a Chinese equity screen that looks for stocks with a price range above one, at least one daily gain of 10% or more within the previous 25 trading days, and high individual-stock popularity. It frames these conditions as a combination of…
This Chinese stock-selection rule screens for stocks with turnover between 3% and 12%, greater volume at the best bid than at the best ask, and an opening-auction price change between -2% and 5%. The article frames these filters as a way to combine trading…
This Chinese equity screening idea combines three signals: a 14-period RSI below 65, displayed best-bid volume exceeding best-ask volume, and an estimate of institutional accumulation. The example estimates the institutional share over a rolling 10-period…
The article describes two ways large holders might try to recover from a losing stock position when selling could worsen market impact. With a relatively small holding, it claims an institution may sell into a gradual decline to accelerate a sharp drop, then…
The article describes a Chinese equity screen combining a reported daily increase in investor holdings above 5%, free-float market capitalization between 5 billion and 10 billion yuan, total market capitalization below 10 billion yuan, and a requirement that…