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 screen selects stocks in the metaverse sector that recorded a limit-up event within the previous 25 days and have year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%. It also specifies selecting…
This document outlines an event-driven study of how MSCI inclusion announcements affected the prices of Chinese A-shares. It describes estimating CAPM parameters from a historical period, using those parameters and subsequent market index returns to…
This A-share stock-selection idea filters for companies associated with the metaverse theme that appeared on the prior day's trading leaderboard, then ranks eligible names by the current day's auction value and selects the highest-ranked group. The article…
This Chinese equity screen selects stocks associated with the metaverse theme that had a limit-up event within a recent 25-day window, while excluding stocks described as limit-up on the previous day. It frames the combination as a way to identify recently…
This Chinese equity screen combines price amplitude above one, appearance on the previous day’s market top list, and a positive price-to-earnings ratio. The article interprets amplitude as a sign of short-term volatility, top-list inclusion as a possible…
The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…
This proposed screen targets stocks in the metaverse industry that experienced a limit-up event within the previous 25 days and meet company-quality criteria. The article describes those criteria broadly, including research capability, company scale,…
This Chinese A-share screening idea selects stocks classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have a circulating market value above the stated threshold. It combines a thematic sector filter, a recent…
This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…
This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…
This research summary examines how sell-side analyst reports may inform stock selection. It argues that report counts and recommendation strength alone provide limited differentiation, while target-price upside and changes in analyst views may be more…
This algorithm implements a January barometer rule using a broad equity ETF and a Treasury bill ETF as alternatives. At the start of January, it liquidates the bill holding and invests in equities, recording the equity price as a reference. In February, it…
This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…
This study considers whether a company’s decision to capitalize research and development spending conveys information about future project profitability. Because accounting rules allow judgment in deciding whether development costs should be capitalized, the…
This study turns unusual intraday stock behavior into a measurable event signal. It describes days when a stock repeatedly moves against the direction of the broader index, then uses correlation to screen for these cases. The resulting event samples are…
The proposed stock screen combines three filters: membership in the metaverse theme, a positive institutional-flow reading, and a stated intraday loss range of roughly four to five percent. The article frames the decline filter as a way to find stocks that…
This brief strategy description proposes checking stocks one by one to identify which has produced the highest return under an event strategy, then buying that stock. It specifies daily Chinese stock-bar data, a backtest beginning in 2020 and running through…
The analysis compares Binance BTC/FDUSD order book behavior around six 2025 Federal Open Market Committee decisions: five rate holds and one cut. It tracks five-minute averages of volatility, bid-ask spread, depth, order book imbalance, and pressure…
This report summary examines whether Chinese equity index returns and industry performance vary by lunar calendar month. It analyzes eight major mainland indices using historical monthly average returns and regression tests with autocorrelation-consistent…
This research summary examines why firms repurchase shares when short sellers increase their positions. It contrasts managerial myopia, in which buybacks protect near-term prices or earnings at a cost to long-term owners, with a private-information…
The screen targets Chinese-listed stocks categorized in the metaverse theme, excludes special-treatment shares, and requires price to be above its five-day moving average. It is intended to run before 10 a.m. and adds a short-term pattern described as a…
This note presents a simple Chinese equity screen for companies classified in the metaverse industry. It selects stocks above a stated scale threshold that appeared on the previous day's exchange trading list, using industry membership, a financial size…
This study examines whether investors chasing Morningstar mutual fund ratings can move stock prices through fund flows. Before Morningstar’s June 2002 methodology change, ratings were closely tied to broad fund performance and therefore favored some…
This premarket stock screen combines three conditions: MACD above zero, price-to-earnings ratio above zero, and more than two limit-up days during the prior ten days. The article interprets positive MACD as an uptrend, positive P/E as a normal valuation…