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.
1,698 documents
This research summary examines whether sell-side analysts’ earnings forecasts change as they issue more forecasts during a day. It frames decision fatigue as a shift from deliberate reasoning toward faster, more heuristic judgments. Using analyst forecast…
This market report surveys Bitcoin’s first quarter of 2025, linking sharp price movements to macroeconomic developments, regulatory news, security events, and institutional activity. It discusses a peak near $109,000, subsequent pullbacks, a major exchange…
The article reviews research linking firms’ incentives to manage investor expectations with earnings announcement premiums and seasonal stock returns. It builds an ex ante expectation management incentive score from analyst coverage and institutional…
This example outlines a disclosure-following workflow based on public House periodic transaction reports. It distinguishes the transaction date from the date a filing becomes public, and says a strategy should only make a record available from publication…
This overview outlines four broad high-frequency trading approaches: market making, large-order execution, quantitative signal trading, and event-driven trading. It explains how passive market makers seek spread and fee-rebate income while managing inventory…
This weekly market commentary reviews Bitcoin and Ether options positioning before a US inflation release in February 2023. It connects macro uncertainty and recent spot declines to implied volatility, realized volatility, term structure, and risk reversals.…
This post describes a Chinese equity screen that combines membership in the metaverse theme, positive net buying attributed to large participants during the opening auction, and a share price at or above 18.5 yuan. It sketches implementations using…
The article presents developments in 2021 as signs that cryptocurrencies, especially Bitcoin, were gaining acceptance as an investment asset and payment method. It points to Tesla’s Bitcoin purchase, banks exploring custody, payment firms adding digital…
The article presents a discretionary short-term approach to Chinese equities built around market narratives. It argues that traders should identify a compelling catalyst, assess whether expectations differ materially from current perceptions, and look for…
This research summary tests whether hedge funds can time sector-specific returns and whether that ability predicts subsequent performance, flows, and survival. The study first removes market exposure from industry returns, then estimates fund-level timing…
The commentary considers how trade war headlines and scheduled US economic releases could affect crypto prices and options volatility. Its base case is that Bitcoin remains in a broad consolidation range, with a possible test of the lower boundary and a…
This literature digest summarizes two research topics. The first examines whether approval of new IPOs affects existing Chinese stocks. Treating the IPO approval system as a natural experiment, the summarized study reports negative price effects on existing…
This short-term A-share screening idea focuses on stocks classified in the metaverse theme that appeared on the prior day’s exchange trading-activity list, while excluding stocks that reached the stated near-limit-up threshold. The article expresses these…
The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…
This Chinese stock selection strategy combines four filters: daily high-to-low amplitude above 1%, a robot-related industry concept, circulating market capitalization below 10 billion yuan, and appearance on the previous day’s trading activity list. It also…
This weekly report describes two event-driven approaches to Chinese equities. The product-price strategy tracks listed companies’ main product prices and flags cases where a clear price increase has not yet been reflected in share prices. It is updated…
This study summary treats a company’s choice to capitalize or expense research and development costs as a signal about the expected future benefits of its projects. Because accounting criteria leave room for discretion, capitalization can also be used to…
This Chinese stock-screening post describes selecting shares with turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and an appearance on the previous day’s public top-trader list. It explains the list as a disclosure…
This post outlines a stock screen requiring membership in a metaverse category, a positive recent return, and a positive institutional-interest signal. It suggests using a category identifier, comparing the latest close with the previous close, and…
This proposed Chinese equity screen combines three conditions: daily price range above 1%, positive afternoon large-order net inflow, and growth in beverage and alcohol imports and exports. The note interprets the range and order-flow measures as signs of…
This Chinese stock screening proposal combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the auction, and a listing date in 2021. It frames the screen as a way to focus on newer companies in…
This Chinese stock screen combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and exclusion of stocks that hit the daily limit the previous day. The rationale is to seek…
This post describes a stock-selection screen that combines daily price amplitude above 1, at least one limit-up event during the prior month, and a 2019 dividend ratio above 25%. It frames the conditions as a blend of price movement, recent market attention,…
This implementation guide shows how a MetaTrader indicator or Expert Advisor can retrieve a day’s economic calendar from Forex Factory, parse event time, title, currency, and impact from the returned HTML, and store matching high-impact events. It filters…