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.
9 documents
This indicator combines smoothed Heikin-Ashi candles with a stochastic oscillator and a moving-average condition to mark possible entries and exits. The described logic treats rising Heikin-Ashi candles as bullish and falling candles as bearish, while candle…
The study outlines China’s convertible bond market and develops a screening factor intended to identify bonds with relatively low embedded-option valuations. It decomposes convertible bond value into a discounted bond component and an option component. Under…
This document outlines a rule-based implementation of the TD Sequential indicator, designed to identify possible turning points against an existing trend. A setup phase counts qualifying consecutive price comparisons until a nine-bar condition is reached. A…
This indicator measures the current candle’s open, high, low, and close relative to the close from 60 bars earlier. It expresses each log price change on a scale adjusted by average true range, framing the result as a way to compare recent movement with…
The report outlines a fixed-income-plus approach that reserves some capital for options margin and option buying strategies, while investing most remaining funds in government bonds. It combines directional index exposure, short volatility, and event-driven…
The document presents a Yang–Zhang volatility estimator built from open, high, low, and close prices. It separates the overnight return from intraday price movement, combines the variance of overnight returns with close-to-open variance and the…
This charting indicator highlights a historical series of option expiration dates by drawing vertical lines in the chart background. The listed dates cover quarterly expirations from 2004 through 2019, and the author suggests these sessions may coincide with…
The indicator rescales price candles using recent summed highs and lows, then plots them against fixed overbought and oversold thresholds. Its purpose is to flag short-term conditions where price may revert toward its mean. Candle color marks whether the…
This short note defines historical volatility as the standard deviation of regularly sampled logarithmic price changes, following Sheldon Natenberg’s description in an options-pricing text. Its indicator recipe calculates close-to-close log returns, takes…