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 conference excerpt introduces how artificial intelligence is being adopted by global asset managers. It frames technology as one response to falling margins per unit of managed assets, alongside efforts to grow assets under management.…
This document proposes screening Chinese stocks with codes beginning in 60 for turnover between 3% and 12% that appeared on the prior day’s market watchlist, known as the Dragon and Tiger List. Turnover is treated as a liquidity filter, while the watchlist…
This Chinese-language post describes a stock selection screen combining three conditions: RSI below 65, the day’s volume above 1.05 times the prior day’s volume, and the absolute move from the previous close to the opening price below 6%. It frames the…
This proposed Chinese equity screen combines three conditions: daily amplitude above one percent, large-order net inflows during the afternoon, and membership in metaverse-related themes such as virtual reality, gaming, or digitalization. Its rationale is…
This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…
This stock-selection example combines three filters: RSI below 65, revenue in 2021 more than 1.1 times its 2018 level, and an opening price within 6% of the prior close. It proposes selecting the first N qualifying stocks and holding them for one year. The…
This stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and a dividend ratio above 25% based on 2019 data. The article presents these filters as a way to combine a technical indicator, order-book…
The document proposes a Chinese equity screen combining three filters: metaverse-related stocks, positive institutional flow, and tickers beginning with the Shanghai “60” prefix. It also presents a Python example that layers in additional selection steps,…
This study examines whether investors chasing Morningstar mutual fund ratings can move stock prices through fund flows. Before Morningstar’s June 2002 methodology change, ratings were closely tied to broad fund performance and therefore favored some…
This stock-selection rule screens for securities with a 14-period RSI below 65, greater volume at the best bid than at the best ask, and a positive daily price change. The document interprets the RSI condition as a way to identify relatively weak or…
The document introduces the Psychological Index as an overbought and oversold indicator, noting that it was described in Futures Magazine in June 2000. Its calculation starts by marking each period as an up day when the close is higher than the preceding…
This Chinese A-share stock screen combines a metaverse industry filter with two activity signals: a stock must have appeared on the market’s “Dragon-Tiger” list the previous day, and its count of institutional research visits over the past week must rank…
This Chinese stock-selection example combines a technical condition with trading-flow measures. It screens for stocks with RSI below 65, a positive product of percentage price change and the net inflow ratio of very large orders, and positive institutional…
This post describes a Chinese A-share screening rule: select stocks in the metaverse theme with a positive institutional-flow signal and prior-session auction turnover above 0.26. It gives indicator references and a Python example intended to implement the…
The article surveys possible uses of artificial intelligence in crypto trading and decentralized finance. It discusses robo-advisory, automated bots, strategy development and backtesting, risk assessment, arbitrage monitoring, sentiment analysis, predictive…
This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an external-to-internal volume ratio above 1.3. The…
This market-monitoring report summarizes Chinese trading conditions for July 13, 2022. It reviews broad index and sector performance, then gauges equity sentiment using limit-up and limit-down counts, next-day returns for stocks that had hit either limit,…
This Chinese stock-screening proposal selects companies associated with the metaverse theme, with circulating market capitalization above a stated threshold, and an institutional buying or bottom-fishing signal. The accompanying discussion treats…
The document outlines a Chinese equities screen combining three conditions: a prior-day trading range above one percent, appearance on the previous day’s trading leaderboard, and a listing date after the start of 2021. It frames the range as a way to find…
This stock-selection example screens within the metaverse industry for shares where the KDJ indicator has just crossed upward and the main-force net buying measure during the opening auction is positive. The proposed logic combines a technical reversal…
This note presents an A-share stock screen combining daily price amplitude, a specified share price, and positive net buying by large participants during the auction. It interprets amplitude as a sign of price movement and auction buying as evidence of…
The article evaluates whether a stock’s overnight return, measured from the prior close to the next open, can proxy for firm-level investor sentiment. The rationale is that retail investors may place orders outside regular market hours, concentrating demand…
This A-share selection method looks for stocks with RSI below 65, MACD above zero, and more than two limit-up sessions during the prior ten days. The note interprets RSI as a gauge of market condition, positive MACD as a sign of an upward or consolidating…
This Chinese-language post outlines an equity screen that combines a turnover-rate range of 3% to 12%, first-level bid volume greater than ask volume, and positive afternoon large-order net inflow. It proposes taking the first 50 stocks that meet the…