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 Chinese-language article presents a stock screen combining four conditions: daily high-to-low range above one percent, membership in a robotics-related concept, circulating market capitalization below 10 billion yuan, and a nonempty name for an…
This stock selection strategy uses newly reported financial results to identify companies with year-over-year growth in net profit attributable to parent-company shareholders above 30%. Because announcements are often released after market hours, it enters…
This post proposes screening Chinese metaverse-sector equities with circulating market capitalization above 10 billion yuan after their prior-day 9:15 opening-match price reached the limit-down level. The rationale is an expectation that stocks hit by an…
The document describes an automated U.S. equities strategy that reconstructs a member of Congress’s reported stock portfolio from annual disclosures and subsequent transaction filings. A research agent combines the year-end holdings with later reported…
This research summary forecasts constituent changes for China’s CSI 300 and CSI 500 indices ahead of their scheduled December 2018 reviews. It explains that the indices are reviewed in June and December, and that changes can create trading opportunities when…
This presentation transcript surveys quantitative trading practices described for overseas markets. It explains how nontraditional inputs such as news sentiment, ESG reports, satellite imagery, and weather can be converted into structured signals, while…
The document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines a circulating market value range of 5–10 billion yuan with a condition described as the 9:25 a.m. price rise being below 6%. The stated intent is to…
This market commentary examines crypto options and volatility around the US presidential inauguration, alongside regulatory developments and upcoming economic releases. It argues that Bitcoin’s implied volatility around the event was close to the realized…
This Chinese A-share selection rule looks for stocks classified in the metaverse industry that appeared on the trading leaderboard the previous day and whose company type is identified as a high-tech enterprise. The article gives corresponding platform…
This code describes a deterministic replay process for trading on congressional disclosures. It uses each disclosure’s public publication time to decide whether the information was available, explicitly avoiding the transaction date as the signal timestamp.…
This China A-share screening idea starts with stocks in the metaverse theme, then requires the indicated 9:25 price change to be below 6% and positive large-order net inflow in the afternoon. The article describes the theme filter as a way to define the…
This document describes a short-term Chinese equity screen using three conditions: turnover within a specified band, appearance on the prior day’s Dragon-Tiger list, and a positive but capped return over the preceding ten days. It presents the screen as a…
The article compares the first 30 trading days of US spot Bitcoin and Ethereum ETFs, examining net flows, assets under management, issuer patterns, and asset prices. It reports substantial Bitcoin ETF inflows alongside redemptions from Grayscale, while…
The document explains an automated approach to trading around scheduled economic news. At the opening of a candle, the expert advisor places both a buy stop and a sell stop at a configurable distance from the current opening price. When one order triggers,…
This stock screen combines a prior-day price-amplitude threshold and appearance on the previous day’s trading leaderboard with positive price-to-earnings and price-to-book ratios below specified limits. It applies these conditions to Shenzhen Main Board…
The report treats corporate events as equity style factors and evaluates them within a multi-factor research framework. It describes differences in event prevalence across industries and relationships between event factors: private placements and dividends…
This A-share stock-selection approach combines an earnings-surprise proxy with the price response to earnings news. Instead of comparing reported profit with a numerical consensus estimate, it analyzes analyst research-report titles for wording that signals…
The study estimates duration for medium- and long-term pure bond funds using rolling regressions of fund returns on bond-index returns across maturity segments. It compares constrained linear regression, stepwise selection, and LASSO, selecting LASSO to…
This stock-screening idea ranks candidates by capital-flow strength and filters for two price-history conditions: at least one limit-up event during the previous 25 days and at least two during the previous 500 days. The article frames recent and longer-term…
The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…
This fund analysis describes a Chinese equity strategy that combines quantitative signals with qualitative judgment. Its inputs include mean reversion in returns and valuations, sector rotation, fundamental reversals, event effects, investor behavior and…
This Chinese-language post outlines a daily A-share screening rule focused on the metaverse sector. It selects stocks whose indicated gain by 9:25 is below 6%, ranks eligible names by the current day's auction amount, and keeps the top five. The post…
This notebook demonstrates how to prepare synthetic prices and sparse event signals for Alphalens. It creates a small panel of prices for six securities, then marks selected date-security pairs in an event factor while leaving other entries missing. The…
This event study examines how Chinese A-share prices behave around formal earnings reports, especially when companies previously issued earnings forecasts. It compares reported results with forecast ranges and groups companies by forecast category or by the…