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 research summary asks whether financial data vendors act as information intermediaries in equity markets. It focuses on FirstCall, a Thomson Reuters service, and whether the timing of its distribution of earnings information affects how investors…
This market commentary connects inflation and energy developments with expectations for Federal Reserve policy, then considers how upcoming macro events might affect crypto volatility. It reports mixed inflation readings, a slight reduction in expected rate…
The document describes a short-term news trading setup for a four-digit forex broker. Before a high-impact release, such as a central bank decision or employment report, the script places both a buy-stop and a sell-stop order. The proposed logic aims to…
These release notes describe additions to Zipline’s Pipeline API in version 0.9.0. New datasets expose buyback authorizations and dividend information organized by ex-date, payment date, or announcement date. Related built-in factors measure business days…
This stock selection rule targets companies classified in the metaverse theme that had at least one limit-up day within the prior 25 days and whose codes begin with 60, a Shanghai listing filter. The post frames the recent limit-up as a possible sign of…
This stock screen combines three conditions: membership in the metaverse industry, an opening price near the 10-day moving average, and a prior-day appearance on China’s Dragon-Tiger list. The article presents the screen as a way to combine an industry…
The report examines how different types of restricted-share unlocks relate to stock performance before and after the release date. It describes supply pressure from newly tradable shares and anticipatory trading by other market participants as possible…
This Chinese stock-selection post proposes screening for shares with at least two limit-up moves within the stated recent period, a price below the stated threshold, and a daily increase in holdings above 5%. It interprets the holdings increase as possible…
The document explains how comparing implied volatility (IV) surfaces across dates can reveal patterns that a single snapshot misses. It describes tracking Mark IV and Forward IV across maturities with term-structure time-lapse views, and comparing…
This research explores shared analyst coverage as a way to represent links between Chinese A-share companies. It extends direct links to indirect, multi-step connections, arguing that these can reveal less visible information spillovers, especially for…
This indicator framework treats a market flat as a time structure rather than applying trend labels. A trader draws lines between fractal points, matching upper points with later upper fractals and lower points with later lower fractals. The projected…
The document describes a China equity screening rule that combines three filters: membership in the metaverse industry, a positive institutional-flow measure, and a minimum listing history. It presents the rationale that industry exposure may capture…
This research summary examines why stocks can earn excess returns before earnings announcements. It proposes that investors and analysts resolve some uncertainty ahead of the report, supporting price gains before the announcement itself. The study measures…
This short-term stock screen selects shares whose amplitude exceeds 1, that appeared on the prior day’s Dragon-Tiger trading list, and whose reported buy amount exceeds sell amount. It then ranks qualifying names by a capital-strength proxy, illustrated with…
This stock screen combines three conditions: association with the metaverse theme, positive net buying by major participants during the opening auction, and revenue in 2021 more than 1.1 times its 2018 level. The post presents the combination as a way to…
The study tests whether hedge funds can time returns in particular industries and whether measured timing ability predicts later fund outcomes. It first removes market exposure from industry returns, then estimates each fund’s industry timing coefficient…
The document proposes a Chinese equity screen that selects stocks with a daily high-low range above a threshold, excludes stocks that closed at the daily limit-up on the prior day, and requires appearance on the previous day's trading leaderboard. Its…
The document outlines a Chinese-equity screen for robot-concept stocks that combines a minimum daily trading-range condition with limits on total and freely tradable market capitalization. It also calls for profitable companies, described in the refined…
This weekly market note examines how the XRP ruling and other headlines affected crypto prices, implied volatility, and options positioning. It contrasts a quiet macro calendar and subdued longer-term realized volatility with event-driven moves in the front…
This newsletter connects a softer US inflation and labor market outlook with expectations for Federal Reserve rate cuts and possible support for crypto prices. It then frames Bitcoin’s decline in the context of German government sales and anticipated Mt. Gox…
The document describes an Expert Advisor that places pending orders in both directions shortly before a scheduled economic release. If an order activates, the system trails its stop loss; after the release window, it removes pending orders that did not…
This article outlines a prototype for automatically collecting after-hours leaderboard data from the Shenzhen Stock Exchange and sending a list of stocks that appear on it. It frames web scraping as a way to reduce manual review of large volumes of exchange…
The document describes a screen for A-share stocks in the metaverse sector that appeared on the prior day’s top-trader activity list and had a daily price change between -5% and 2.6%. It gives example indicator conditions and a Python outline that combines…
This report examines whether stocks expected to enter or leave the CSI 300 earn abnormal returns around index reconstitutions. It attributes potential price effects to index-tracking funds adjusting holdings. For the 20 trading days before an adjustment…