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 July 2024 snapshot reviews crypto market conditions alongside regulatory news. It reports that centralized exchange spot volumes were broadly steady despite concerns about Bitcoin distributions and German government sales, while USDT continued to…
This note describes a Chinese stock screen requiring amplitude above 1, appearance on the previous day’s Dragon-Tiger List, and a moving-average condition involving five averages. It presents the combination as a way to find volatile stocks receiving market…
The proposed equity screen combines an institutional accumulation measure above 5%, seven consecutive declining sessions, and a 9:25 a.m. gain below 6%. The accompanying explanation treats institutional buying as a sign of investor interest, while the losing…
The Sentiment Zone Oscillator (SZO), attributed to Walid Khalil, aims to represent market sentiment using a smoothed directional input. It assigns a positive or negative value according to whether a filtered closing price rose or fell, then applies a triple…
The screen selects Chinese stocks with RSI below 65, more than one year since listing, and more than two limit-up sessions in the prior ten days. It combines a momentum or market-attention filter with a cap on the RSI reading and an eligibility rule for…
This Chinese A-share screening idea targets stocks in a metaverse category, with prior-day turnover above eight percent and an opening price within ten percent above or below the ten-day moving average. The article frames the conditions as a combination of…
The document describes a stock-selection screen that combines three filters: ranking shares by capital inflow, requiring specified price-to-earnings and price-to-book ranges, and limiting the gain at 9:25 to below a stated threshold. It frames capital flows…
This Chinese A-share screening idea combines a daily range condition, a recent price-gain condition, and inclusion on the previous day’s Dragon-Tiger list, a market-activity ranking. The accompanying indicator example approximates the range filter with a…
The document describes a short-term stock screen based on two daily conditions: an increase in reported position share above 5% and a maximum decline between 4% and 5%. The intended interpretation is that a stock seeing notable buying interest despite a…
The document summarizes an equity factor study on whether analyst attention predicts future company fundamentals and stock returns. It proposes adjusting a conventional analyst-coverage measure with a linear regression that removes effects associated with…
This post outlines a Chinese A-share screening strategy that selects main-board stocks with a 14-period RSI below 65, a daily gain above 1%, and an opening-auction price change between -2% and 5%. The accompanying example adds filters for recent amplitude…
This market commentary examines how election expectations and macroeconomic events may affect Bitcoin and Ether options. It discusses changes in 25-delta risk reversals, call-versus-put open interest, implied volatility across expirations, and estimated…
This document describes a Chinese equity screen combining daily turnover, year-over-year growth in net profit attributable to parent-company shareholders, and a “control” indicator. It selects stocks with turnover from 3% to 12%, profit growth above 20% and…
This April 2020 market-monitoring report combines valuation, trading activity, sentiment, sector rotation, capital concentration, and style-factor observations for Chinese equities. It describes sentiment as having recovered to an optimistic range after a…
This stock-selection example combines a beverage and alcohol industry classification with turnover-rate filters. Its stated screen requires turnover between three and twelve percent, then also specifies a narrower condition above two and below nine percent.…
This overview contrasts efficient markets, where prices are assumed to incorporate available information, with inefficient markets, where prices may diverge from estimated value. It outlines the weak, semi-strong, and strong forms of the efficient market…
This market commentary links a cooler inflation reading, revised growth data, and corporate crypto-treasury plans to a cautiously constructive risk backdrop. Its options discussion says BTC block trading leaned toward call selling and put-spread buying,…
The article presents three chart and market behavior signals that traders may watch for when assessing whether a cryptocurrency downtrend is nearing exhaustion. The signals are rising trading volume after a sustained decline, a sharp downward price move that…
This Chinese equity screening idea combines a minimum daily price range, a ranking based on large-order net flow, and three consecutive declining sessions. The article interprets the down-session pattern as a possible setup after weakness, while large-order…
This pre-market A-share screening idea requires MACD to be above the zero line, ranks candidates by reported stock popularity, and applies a bounded ratio involving the previous day's turnover and current auction volume relative to the previous day's volume.…
The document outlines a short-term screen for Chinese stocks in the metaverse industry. It selects stocks that appeared on the prior day’s trading-activity list known as the Dragon-Tiger List and whose KDJ oscillator’s K value has increased. The proposed…
The article describes a research workflow that pairs a language model’s reading of crypto news with live exchange data. The agent identifies token mentions, retrieves current prices and four-hour candles, and can consult order books when warranted. It then…
This stock screen combines three conditions: prior-day price amplitude above a threshold, appearance on the previous day’s publicly reported active-trading list, and a stock code beginning with 60. The article presents the screen as a way to find volatile…
This Chinese equity screening post selects stocks with an amplitude above 1, a prior-day 9:15 matched price at the limit-down level, and a prior-day indicator described as major-player control. It proposes sorting qualifying stocks by another indicator and…