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 document describes a Chinese equity screening rule that combines three conditions: today's position-increase ratio must exceed a threshold, large-order net volume must remain above a threshold for several consecutive days, and the stock must have reached…
This article presents a qualitative checklist for researching crypto investments during a market downturn. It recommends examining a project’s purpose and competitive edge, practical utility, developer team, community, revenue, liquidity, treasury…
This article proposes screening Chinese A-shares in the metaverse theme using a pre-open price-change threshold and a “control” indicator above 21. It frames the control measure as a gauge of buying versus selling pressure and the opening condition as a way…
The document outlines a Chinese stock-selection screen combining RSI below 65, an external-to-internal trading-volume ratio above 1.3, and a run of seven declining daily closes. It frames the combination as a way to find stocks that have weakened steadily…
This article develops two monthly equity factors from Chinese market flow data. The first, called institutional-versus-retail harvesting, adds the cross-sectional ranks of large-order net buying and small-order net buying. The author interprets the factor as…
This proposed Chinese equity screen targets companies classified in the metaverse sector that appeared on the prior day's exchange trading list and had been listed for more than a year. The article presents the trading-list appearance as a way to identify…
The document outlines a basic workflow for studying whether investors favor value or growth stocks during crises. It suggests obtaining constituent stock prices from market data sources, using an established equity research classification to separate value…
The discussion offers several explanations for why stock prices may hold up even when current corporate earnings fall sharply during an economic shock. Lower interest rates can support higher valuation multiples because future cash flows are discounted less…
The discussion explains reflexivity as a feedback loop: traders form expectations from information and prices, act on those expectations, and thereby change prices and later beliefs. It points to Keynesian beauty contests, game theory, agent-based models,…
The document asks whether an anomaly detector can be trained on normal gift-card activation transactions and then evaluated on anomalous cases. It also describes a setting with no reliable fraud labels and transaction-level fields such as merchant, location,…
The document asks how to make a trading bot imitate a typical nonprofessional foreign exchange trader, including whether such traders can be treated as acting randomly regardless of market conditions. The response rejects assuming random behavior as a sound…
The answers distinguish implied volatility, inferred from option prices and reflecting priced expectations, from realized volatility measured from observed price movements. They describe volatility as potentially reflecting uncertainty, investor positioning,…
The document asks where to obtain analysts’ earnings estimates and whether data shown on a website can be imported into a personal database. The response points to Bloomberg terminals available at some local universities or colleges, particularly in business…
The document discusses why out-of-the-money puts may be priced above calls with strikes equally distant from the underlying price, and why this does not necessarily imply an immediate expected decline. It attributes the skew partly to demand from long…
The document addresses why nearby option strikes can show sharply different open interest. Its proposed explanation is a preference for round-number strikes: traders may concentrate positions at salient levels such as 7,400, leaving a nearby strike like…
The document explains the phrase “no shorts left” in a market commentary passage describing an increasingly bullish market. In this context, shorts are investors holding positions that benefit from falling prices, reflecting a negative market outlook. The…
The document surveys research and practical ideas for using news, blogs, social media, and company reports to forecast equity returns or other financial variables. It describes vendor sentiment scores and studies that apply nonlinear models, including trees,…
The document explains implied correlation as a measure of how closely investors expect the assets in an index or portfolio to move together. It distinguishes correlation indices, which can be calculated from index and constituent options, from correlation…
The document considers whether technical patterns may lose predictive value as central banks, passive investors, and algorithmic trading change market structure. Its answer separates patterns that work because traders believe in and act on them from patterns…
The document considers whether indicators can reliably identify sharp market reversals, including reversals following major market declines. The response lists RSI divergence, MACD crossovers or divergence, and breaks of resistance or trend lines as possible…
The document considers which market variables might be studied alongside Twitter activity, including index and stock prices, price differences, trends, and expected returns. A response recommends treating posts as a source of market sentiment rather than…
The document surveys proposed uses of social media and online discussion data in trading. Suggested signals include investor attention, the popularity of individual stocks, shifts in discussion volume, and changes in sentiment. One cited behavioral…
The document presents a technical definition of a financial bubble attributed to a research work on bubble mechanisms and diagnostics. In this account, prices during a bubble rise faster than an exponential growth path, sometimes displaying log-periodic…
The document clarifies a market interpretation of declining open interest in long Bitcoin futures positions. The question asks how closing futures longs could limit further declines in Bitcoin, given that futures are often viewed as bets on the underlying…