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
The proposed screen selects Chinese stocks with amplitude above 1% that did not close at the daily upper limit on the prior day, then ranks candidates by the current day’s auction amount and keeps the top five. The article treats large auction activity as a…
This weekly crypto options analysis links macroeconomic events, including US debt ceiling negotiations, inflation data, Fed minutes, and upcoming employment figures, to Bitcoin and Ethereum volatility. It argues that the market may remain in a wait-and-see…
This report describes a stock rotation strategy that seeks timely events associated with excess returns. Its event factors cover shareholder actions, dividend policies, earnings forecasts and reports, growth measures, and private placements. The strategy…
This Chinese equity research note argues that quarterly profit growth alone can misidentify growth stocks. Small comparison-period earnings, denominator effects, and nonrecurring gains can create misleading growth rates. It proposes using analyst research…
This document describes an event-driven long strategy that combines corporate repurchase announcements with upcoming earnings dates. It screens US-listed stocks, excludes the smallest market-cap quartile, and looks for buyback announcements of at least 5% of…
This article develops an A-share stock-selection framework around earnings surprises and post-earnings-announcement drift. It groups surprise signals by whether new information comes from analyst revisions, reported fundamentals versus analyst expectations,…
This proposed stock screen targets companies classified in the metaverse sector during 2021. It selects stocks that appeared on the previous day’s trading leaderboard, have market capitalization below the stated limit, and report positive net income. The…
The note describes a way to turn high-frequency trade data into a daily measure of stock order book pressure. It uses intraday tick price movements to identify displayed orders above and below traded prices, aggregates these observations at the close, and…
This event study examines how Chinese convertible bonds and their underlying shares behave around conversion, early redemption, and conversion-price resets. It reports that conversions increase share supply and can weigh on the underlying stock. Early…
This event-driven equity strategy buys stocks at the open after financial results are announced, selecting companies whose year-over-year net profit attributable to parent shareholders has grown by more than 30%. Eligible stocks are ranked by growth, and the…
This proposed Chinese stock screen targets companies classified in the metaverse theme, with market capitalization below 10 billion yuan, positive earnings, and an indicated gain below 6% at 9:25. The post frames the theme as a growth opportunity and…
This report summary explains a framework for estimating returns from IPO subscriptions in China, in the context of the first companies listing after the ChiNext registration reform. It identifies three drivers of subscription returns: the amount raised, the…
This Chinese-language post describes an A-share screening idea: select stocks associated with the metaverse industry that appeared on the previous day's trading-record list and had at least one limit-up event during the prior month. It frames the combination…
This document describes a stock screen that combines market activity, reported earnings growth, and recent attention. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a listing on the…
This overview introduces three types of company data associated with FactSet: a six-level product and service based industry classification, company-to-company supply-chain relationships, and geographic revenue exposure. The classification is presented as a…
This weekly report describes two quantitative equity approaches. The first builds on holdings of successful active funds, then applies quantitative selection to create an enhanced portfolio benchmarked against active equity funds rather than broad market…
This Chinese equity screening rule combines a turnover range of 3% to 12% with two short-term market conditions: the stock appeared on the previous day’s 龙虎榜, a public ranking of notable trading activity, and its 9:15 opening-auction matched price was at the…
The document describes a hybrid approach that combines ARMA-GARCH models with several neural network types to identify market patterns and predict the direction of shocks in defense equities and foreign exchange. ARMA-GARCH models capture linear time-series…
This document describes an Expert Advisor that exports MetaTrader 5 economic-calendar data to a CSV file for use by external research scripts, dashboards, bots, or spreadsheets. The terminal’s calendar can be accessed through MQL5, while the Python…
The document describes a Chinese stock selection approach that targets companies associated with the metaverse, requires a positive institutional-flow measure, and excludes stocks described as having hit the daily price limit on the prior day. The proposed…
This community post describes a short-term stock selection idea combining a gap-up condition, net inflow attributed to major investors, low valuation, and a small market-cap filter. The author presents the approach as a compact model, and commenters…
This entry introduces two overseas research topics: persistent bias in analyst expectations and holiday effects in stock markets. The first paper is described as examining habitual distortions in conventional analyst expectation factors and developing a…
This document presents a Chinese stock screen requiring a prior-day appearance on the Longhubang trading activity list, a price amplitude above 1, and circulating market value above 200 million yuan. It describes amplitude as a measure of short-term movement…
This note presents a behavioral-finance explanation for a possible link between World Cup final outcomes and investor activity. A national team’s victory may lift local sentiment and trading, while defeat may discourage participation. The analysis compares…