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
This strategy takes a long position in an S&P 500 proxy on the fifteenth calendar day of each month, shifting the date earlier when it falls on a weekend. The position is intended to last through that trading day, with liquidation on the following scheduled…
The code provides a MetaTrader 4 Expert Advisor example for identifying a Friday that falls between the first and seventh calendar days of a month. It checks the current weekday and day of month, then compares the current daily candle's timestamp with a…
This weekly commentary interprets Bitcoin and Ether options markets around scheduled US inflation and Federal Reserve announcements in December 2022. It compares implied volatility with realized volatility, arguing that a wide volatility risk premium…
This Chinese-language post describes a simple stock screen for the metaverse sector. It selects companies that had a limit-up event within the previous 25 days and have a positive price-to-earnings ratio. It presents the recent price surge as a sign of…
The article describes a Chinese equity screen for robot-concept stocks. It selects shares with turnover between 3% and 12%, a circulating market value below the stated threshold, and more than two limit-up sessions within a ten-day window. It then proposes…
This document outlines a MetaTrader 4 Expert Advisor template that retrieves economic calendar events without using a DLL. It describes a basic news-state signal: the EA indicates whether an event falls within a configurable window before or after its…
This review summarizes research on how company news coverage relates to investment efficiency in US firms. The study measures inefficient investment as the difference between actual investment and an expected level based on sales growth, separating…
This research summary examines whether Chinese listed companies’ earnings previews can add information to conventional equity factor models. Because previews arrive before earnings announcements and periodic financial reports, the report treats them as an…
The document presents a Chinese stock screen combining a daily price-range threshold, the presence of an outstanding convertible bond name, and positive institutional net buying. It frames the range condition as a way to find active stocks, the bond field as…
The document describes a Chinese stock-selection example that represents daily buy signals as a factor value of one and sell signals as zero. It proposes processing those values and using them to filter and rank stocks. The stated data source is daily stock…
This Chinese equity screening idea combines three conditions: a dividend payout ratio above 25% in 2019, an auction-stage price change between -2% and 5%, and a stated increase in buying activity above 5%. The article interprets the latter as possible…
This A-share selection method focuses on metaverse-related companies, ranks them by the day's opening auction amount, and chooses the top five, subject to a revenue-growth condition. The original description compares 2021 revenue with 2018 revenue and…
This Chinese-language post outlines an A-share stock screen for companies in the metaverse industry. It selects stocks that appeared on the prior day’s trading-activity list and had year-over-year growth in net profit attributable to parent-company…
This study summary describes a text-based factor intended to capture post-earnings-announcement drift in Chinese equities. It uses analyst report titles and abstracts about earnings forecasts, converts selected words into frequency features, and trains…
The document summarizes research on whether financial data vendors act as information intermediaries. The study examines quarterly earnings announcements and the timing of their distribution by First Call, comparing immediate dissemination with delays of at…
The document summarizes research on whether financial data vendors act as information intermediaries. The study examines quarterly earnings announcements and the timing of their distribution by First Call, comparing immediate dissemination with delays of at…
This reference explains how to represent a binary outcome contract as a tradable instrument, including its identifiers, asset class, settlement currency, activation and expiration times, price and size precision, increments, and optional order limits and…
This stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on the market’s top-trading list with buying value greater than selling value, and revenue in 2021 more than 1.1 times its 2018 level. The author presents…
This document summarizes three research topics. The first compares earnings announcement returns (EAR) with standardized unexpected earnings (SUE), describing EAR as a measure of the market response to unexpected information in earnings announcements. It…
This document describes a MetaTrader 4 expert advisor for trading around scheduled news releases. The user must enter the release time, lot size, stop-loss, and take-profit settings, with the start time intended to be set one minute before the announcement.…
This study summary examines Chinese listed companies that hold stakes in firms planning initial public offerings. It frames these investments as strategic or financial, then focuses on how the investor’s share price behaves after the prospective investee…
This proposed Chinese stock screen selects companies associated with the metaverse theme when an institutional-flow indicator is positive and the stock has recorded three consecutive daily declines. The document gives formula references and sample Python…
This post proposes selecting stocks classified in the metaverse sector that appeared on the previous day's trading leaderboard and have a nonempty name for an outstanding convertible bond. It frames recent leaderboard activity as a short-term attention…
The post describes adapting a daily macro timing tool so its computed signals are written to a table that strategies can query. The underlying process derives timing information from macroeconomic data using a series of calculations; the table is intended to…