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
This document proposes a daily pre-open stock screen centered on MACD being above the zero line, then ranks qualifying names by a measure of individual-stock attention. It also includes a listing-age filter, described as favoring companies that have been…
This article introduces Granger causality and transfer entropy as ways to study directional predictive relationships in time series. Granger causality tests whether a source series improves forecasts of a target beyond the target’s own history, commonly…
This Chinese A-share screening idea combines three conditions: MACD above its zero line, share price below 12 yuan, and inclusion on the previous day’s Dragon-Tiger List. The article says screening is intended to run before 10 a.m. on each trading day. It…
This note outlines a Chinese equity screen for companies associated with the metaverse theme. It looks for a limit-up session within the preceding 25 trading days and a current control ratio above 21 percent. The stated rationale is to combine a recent…
This A-share stock screen combines a 14-period RSI below 65 with an external-to-internal trading volume ratio above 1.3 and positive net buying by major participants during the opening auction. The page also gives example implementations and adds filters in…
This report presents a short backtest of a strategy labeled “momentum-news-generic” against SPY, using Yahoo data. Over the stated period, the strategy had a slightly negative total return, negative annualized return, negative Sharpe and Sortino ratios, and…
This Chinese equity screen selects stocks with daily price amplitude above a threshold, a positive but capped ten-day return, and an appearance on the previous day’s trading activity list. The post frames amplitude as a volatility measure, the return band as…
This weekly report describes two event-driven approaches to Chinese equities. The product-price strategy tracks listed companies’ main product prices and flags cases where a clear price increase has not yet been reflected in share prices. It is updated…
This Chinese equity screening idea combines a prior-day price-amplitude threshold, appearance on the previous day’s trading activity list, and at least one limit-up event within the preceding month. The document frames these filters as a way to find shares…
This stock screen combines three conditions: membership in the metaverse theme, a positive institutional-flow measure, and exclusion from the STAR Market. The accompanying explanation presents the theme as a way to target a popular sector and the flow…
This note proposes a Chinese stock screen combining a price-range condition, a rounded price pattern, and positive net buying by large participants during the opening auction. Its indicator expression approximates the rounded-pattern condition using the…
This Chinese stock selection proposal combines three filters: today’s increase in a stock’s position or holding share must exceed 5%, weekly MACD must be above zero, and the ten-day return must be positive but below 35%. The accompanying rationale treats the…
The document presents a stock screen based on three conditions: a rising 30-day moving average, prior-day trading value above a stated threshold, and a same-day position-increase ratio above a stated level. The intended interpretation is that the conditions…
The document describes a daily pre-market A-share screening rule that selects stocks with MACD above zero, a share price below a stated ceiling, and positive institutional-flow readings. The approach combines a technical momentum condition with a price…
The document explains how authorized participants create and redeem crypto ETF shares in response to demand, producing net flows that can be monitored as a proxy for institutional activity. It presents inflows as a possible sign of rising demand and outflows…
This article proposes screening Chinese stocks for RSI below 65, buy-side displayed volume greater than sell-side volume, and a positive product of the stock’s price change and net volume attributed to very large orders. The intended idea is to combine a…
This article outlines a stock screen using three signals: RSI below 65, displayed buy-side volume greater than sell-side volume, and a positive ten-day price change capped below 35%. It frames the combination as a way to consider recent price behavior and…
Chiliz is described as a blockchain-based sports fan engagement platform. Its native CHZ token is used to acquire team-specific Fan Tokens, which participating clubs can configure to provide perks such as events, memorabilia, or voting on selected team…
This research note presents investor mood as a possible explanation for seasonal patterns in both market returns and the relative performance of stocks. It hypothesizes that assets that perform well in historically upbeat periods will tend to do so again in…
The article contrasts quantitative trading, which it describes as using statistical models and systematic execution to exploit price deviations linked to investor emotion, with discretionary investing, where patience, independent judgment, and resilience may…
This stock-screening idea ranks candidates by capital-flow strength and afternoon net inflows from large orders, while also referring to performance during 2021. The post explains that stronger inflow is treated as evidence of greater buying support. Its…
This post outlines a stock screen requiring membership in a metaverse category, a positive recent return, and a positive institutional-interest signal. It suggests using a category identifier, comparing the latest close with the previous close, and…
This proposed A-share screen looks for stocks with RSI below 65, an external-to-internal trading volume ratio above 1.3, and no limit-up close on the previous day. The article frames the RSI threshold as a way to avoid heavily overbought stocks, treats the…
This document outlines a stock screen using three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and company size above 200 million. It presents the combination as a short-term selection approach, interpreting RSI as a…