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
The article proposes screening Chinese equities using three signals: today’s capital-increase ratio above 5%, a prior-day 9:15 matched price at the limit down, and a 9:25 gain below 6%. It interprets the inflow measure as possible accumulation and the muted…
This stock-selection screen combines price movement, trading activity, and large-order flow. It selects A-share stocks whose daily amplitude exceeds a threshold, whose prior-day turnover rate scaled by the ratio of current auction volume to prior-day volume…
The document sketches a thematic stock selection approach that seeks companies associated with currently popular market concepts. It suggests identifying themes through signals such as market sentiment, news, and social media, then investing in stocks linked…
This post describes a China stock screen intended to find active shares with strong short-term sentiment. Its stated conditions are daily amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and prior-day auction…
This post outlines a speculative Chinese stock selection rule that looks for RSI below 65, greater displayed buying volume than selling volume, and a price condition intended to represent prior main-force control. Its example formula and Python reference use…
This stock-selection rule combines three filters: a 14-period RSI below 65, displayed buy-side volume greater than sell-side volume, and large-order net flow above 0.05 for at least three consecutive days. The post presents the conditions as a short-term…
This Chinese A-share screen combines three recent trading conditions: daily price amplitude of at least 1 percent, turnover above 2 percent and no more than 9 percent, and at least one limit-up event during the previous month. The article interprets…
The document summarizes research into whether changes in views of finance-related Wikipedia pages can provide clues about investor information gathering before trading decisions. Its central idea is that online attention may reflect investors’ early-stage…
The document outlines an automated trading approach that uses retail positioning data from an external sentiment API. Its contrarian premise is to consider selling when retail traders are predominantly long and buying when they are predominantly short. A…
This report examines whether analyst expectations data can help rank industries for rotation. It groups signals into analyst coverage and forecast disagreement, the direction of earnings revisions, and the size of forecast changes. Coverage and disagreement…
This Chinese A-share screen combines daily price movement above 1%, a market capitalization below 10 billion yuan, positive net profit, and a stated threshold for today’s increase in holdings. The rationale is to find smaller profitable companies with…
This document describes a Chinese stock screen for Shenzhen main-board listings. It combines daily turnover between 3% and 12%, an appearance on the previous day’s 龙虎榜 (a disclosure list of notable trading activity), positive price-to-earnings values up to…
This Chinese-language post proposes screening Chinese equities associated with the metaverse theme, using a turnover condition and restricting the sample to 2021. It gives example indicator syntax and a Python outline that checks sector membership, turnover…
This weekly market note responds to weakening Chinese equity sentiment and increased uncertainty by reducing A-share exposure, adding interest-rate bonds and secondary bond funds, and increasing exposure to low-valuation and dividend factors. Its rationale…
The document reports a record 30-day net outflow from US spot Bitcoin ETFs, alongside a substantial decline in Bitcoin’s price. It places the flows in the context of several consecutive weeks of redemptions, a retreat from the previous cumulative flow peak,…
This document outlines a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above 1, and an outside-volume to inside-volume ratio above 1.3. The stated rationale is to combine a technical indicator…
This market snapshot combines Bitcoin price commentary with news about a proposed Solana spot ETF and MicroStrategy’s convertible debt offering to expand its Bitcoin holdings. Its analysis discusses Bitcoin’s approach to the $100,000 level, futures open…
The post proposes a Chinese equity screen combining daily price amplitude above 1, circulating market value above 10 billion yuan, and a positive institutional-flow measure. It interprets these filters as selecting active stocks with larger listed floats and…
This post proposes selecting stocks associated with the metaverse theme when institutional activity is positive and the stock's return is above zero. It presents a platform formula and a Python example that draws on stock classifications, institutional-flow…
This A-share screening idea combines three conditions: a 14-period RSI below 65, classification in the metaverse concept, and a 9:25 a.m. gain below 6%. It is intended to join a technical filter with a theme and a limit on early price strength. The document…
This note proposes selecting Chinese stocks associated with the metaverse sector that appeared on the prior day’s Dragon-Tiger list, while excluding the STAR Market. It presents the listing as a way to find stocks with recent market attention and describes…
This short-term Chinese stock screen calls for price amplitude above 1%, a turnover-based measure between 0.5 and 2, and a recent run of three consecutive limit-up sessions. The measure is described as yesterday’s turnover rate multiplied by today’s auction…
This post describes a Chinese A-share screening approach that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and appearance on the previous day’s Dragon-Tiger List. Its referenced formula also includes a closing price at or above the…
This stock-selection note describes a screen for Chinese equities combining a price-range condition with indicators of institutional participation and institutional direction. Its final rule calls for institutional participation above a threshold over a…