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.
12,303 documents
This note describes a smoothed version of a synthetic volatility indicator. It aims to make volatility changes easier to assess while limiting the delay that can result from smoothing an already calculated indicator. The method smooths prices before using…
This market recap explains how an approaching Bitcoin ETF decision shaped BTC and ETH volatility, term structure, skew, options flows, and dealer gamma. It describes front-end implied volatility rising ahead of the event, backwardation in both markets, and…
This indicator combines a trailing Average True Range stop with the Average Directional Index. It selects between wider and narrower ATR multipliers according to whether ADX is rising or falling, with an optional threshold rule that applies the narrower…
The document describes a script that scans historical candlesticks across timeframes and reports maximum, minimum, and arithmetic mean measurements for candle bodies, upper shadows, and lower shadows. Results are displayed in a table on the active chart…
This document proposes screening stocks for price amplitude above 1, prior-day actual turnover between 3% and 28%, and at least five converging moving averages. The intended combination uses price movement and trading activity to find active stocks whose…
This entry identifies RSITrend_NRTR as a semaphore-style signal indicator related to BykovTrend. It says the indicator uses an NRTR line derived from Average True Range values. The description is brief and names the author, but gives no formula, parameter…
The FollowLine is a trend-following indicator that changes direction when a closing price crosses beyond an upper or lower Bollinger band. After an upside trigger, it tracks a line based on the bar low; after a downside trigger, it uses the bar high. In each…
This research note studies return skewness as a cross-sectional factor for commodity futures. It tests long-short and long-only portfolios across all contracts, agricultural contracts, and non-agricultural contracts, then explores lookback choices, ATR-based…
This note describes a Chinese A-share screening rule combining daily price range, a recent run of limit-up sessions, and a size or trading-volume threshold. It frames a large range as a sign of active trading, three consecutive limit-ups as evidence of…
This short-term Chinese stock screen calls for price amplitude above 1%, a turnover-based measure between 0.5 and 2, and a recent run of three consecutive limit-up sessions. The measure is described as yesterday’s turnover rate multiplied by today’s auction…
This indicator contribution presents a Dynamic Zone version of RSX for ProRealTime. It first adjusts closing price using half the standard deviation of highs over a 10-bar lookback, then separates upward and downward price changes. Wilder averages over 20…
This Chinese stock screen combines three conditions: a range greater than 1, at least one single-day gain of 10% or more during the prior 25 trading days, and an indication of major-player control. It aims to identify volatile stocks that have recently shown…
This stock selection rule screens for shares with an intraday range above 1, an indication that major players controlled the stock on the previous day, and a daily return between -5% and 2.6%. The stated rationale is to find volatile shares showing some…
This indicator defines resistance and support from the highest high and lowest low over a configurable lookback. It adds an ATR-based buffer around both extremes, plots the midpoint, projects the zones forward, and marks selected price crossings and the bars…
This interview recap follows Simran Singh from oil trading into crypto and DeFi market infrastructure. The 2020 WTI price collapse illustrates how negative prices, scarce storage, vanishing liquidity, and widening spreads can break familiar pricing…
The described MT5 custom indicator plots Bollinger Bands with configurable period, shift, deviation, applied price, color, and line style. It also calculates the distance between the upper and lower bands in pips and displays that range bandwidth as a label.…
This Chinese-language post proposes screening stocks for amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a current low below the previous day’s low. It interprets the range condition as selecting more volatile shares and the…
The document presents a Chinese equity screening rule combining three conditions: daily amplitude above one percent, a stock code beginning with 60, and positive net buying attributed to major participants during the opening auction. It explains amplitude as…
The document describes a variation on Average True Range (ATR), a measure of market volatility based on the greatest of the current high–low range and the two gaps between current prices and the previous close. Conventional ATR smooths true range with a…
The article explains stock price changes through macroeconomic forces such as growth, interest rates, inflation, policy, and global capital flows, alongside company performance, supply and demand, news, and investor sentiment. It describes how retail and…
This weekly market commentary reviews Bitcoin and Ether options activity around a large quarterly expiration in late June 2023. It describes negative gamma exposure rolling off, gamma returning toward neutral, and spot moves affecting the options term…
This document explains a Bollinger Bands squeeze indicator that compares Bollinger Bands with a Keltner Channel. A squeeze is present when the Bollinger Bands fit inside the Keltner Channel, which the description interprets as unusually low price dispersion…
The speech explains how option-focused funds seek returns by assessing the risk environment, comparing implied option prices with estimates of risk, and spreading trades across contracts and products. It frames options as insurance: sellers may collect…
This stock-selection note describes a screen for Chinese equities combining a price-range condition with indicators of institutional participation and institutional direction. Its final rule calls for institutional participation above a threshold over a…