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 stock-screening note proposes selecting Chinese equities using trading range, circulating market value, and positive trailing net profit. Its stated formula uses market-value bounds, positive net income over the trailing twelve months, and the prior…
The newsletter connects US economic releases and Federal Reserve commentary with crypto market conditions in June 2024. It discusses inflation, labor data, political uncertainty, the Ethereum spot ETF decision, and the veto of a rule affecting bank crypto…
This indicator classifies volatility as compression, normal, or expansion by ranking current average true range against its values over a rolling lookback window. Percentile thresholds define the regimes, so the classification adapts to the instrument and…
This Chinese-language post describes a stock screen combining amplitude above 1, a rounded price pattern, and an opening price near the 10-day moving average. Its formula approximates the rounded-pattern condition by checking the prior close against the…
The document defines average true range as an average of true ranges, where each true range is the largest of the current high-low span and the distances from the prior close to the current high or low. Including prior-close gaps makes ATR more informative…
This A-share stock screen requires a daily high-low range greater than 1%, a nonempty name for an outstanding convertible bond, and a current low below the previous day’s low. The article interprets the range as a sign of volatility, the bond condition as a…
This Chinese-language article describes an A-share stock screen using daily amplitude above 1, a weighted turnover measure between 0.5 and 2, and a requirement that the current day's low fall below the previous day's low. The weighted measure is defined in…
Gravity Trend Levels combines a moving average trend regime with an acceleration based measure of momentum. It uses an EMA of closing prices as its baseline and mean absolute deviation from that baseline as a volatility unit. Changes in baseline velocity are…
This market recap reviews Bitcoin and Ethereum derivatives conditions, including realized and implied volatility, skew term structure, carry, and relative value. It reports that realized volatility had eased, front-end implied volatility softened before…
The document introduces an adaptive version of the Triple Exponential Moving Average (TEMA) that uses Jurik Volty to adjust its behavior. It compares the adaptive line with a standard TEMA, with both using a period of 50, and states that the adaptive version…
This indicator shifts MACD values by the Average True Range (ATR): when MACD is positive, it is shifted downward by ATR; when MACD is negative, it is shifted upward. The adjustment makes a signal stand out only when MACD is large enough relative to the…
This stock screen combines a daily range threshold above 1, a shortening negative MACD histogram on a 15-minute chart, and a rounded price pattern. The document presents the range as a way to find more volatile shares, the MACD change as a possible sign of…
The proposed stock screen excludes Beijing-listed A-shares, selects stocks with intraday amplitude above 1%, and focuses on a daily maximum decline between 4% and 5%. The accompanying explanation treats larger intraday ranges as possible trading…
This strategy combines Bollinger bands with an average true range stop on fifteen-minute bars. When flat, it places stop-entry orders at the upper and lower bands, aiming to enter on a move beyond the recent range. The band window, band deviation, ATR…
This example demonstrates a workflow for analyzing Bitcoin market data across multiple time intervals. It loads minute bars for a specified historical period, configures a transaction-rate assumption, and selects several technical indicators, including ATR,…
This strategy enters long or short positions when price reaches the rolling high or low over an entry window. It adds up to four fixed-size units at progressively spaced price levels, with spacing tied to the average true range (ATR). When a position is…
This document describes data structures for tracking option contracts, underlying instruments, and option chains in a portfolio. It updates positions from trades and holdings, derives mid prices from top of book quotes, and connects options with pricing…
The document describes an options volatility trading module built around live pricing, portfolio risk tracking, and execution. It outlines three pricing models for different exercise styles and underlyings, with routines to calculate theoretical prices and…
The document describes two portfolio analytics displays. The volatility chart plots call and put mid-implied volatilities against strike, alongside a pricing implied-volatility curve, and allows individual option chains to be shown or hidden. Curve data is…
This strategy combines Bollinger-style price bands with the Commodity Channel Index (CCI) to generate directional entries on 15-minute bars. It calculates a simple moving average and standard deviation over a configurable lookback, then places a stop entry…
This strategy uses 15-minute bars to trade breakouts beyond Bollinger Bands. When flat, it places stop entries at the upper and lower bands, so a move through either boundary can open a long or short position. Band settings determine the entry channel, while…
This guide describes configuring and running an automated cryptocurrency grid trader for spot or futures markets. Its settings include the trading pair, percentage spacing between grid levels, per-order quantity, price and quantity precision constraints, and…
This document contains daily open, high, low, close, and volume observations for Bitcoin priced in USDT during 2020. The rows are timestamped at 08:00 and show the market's changing price and trading volume through the year. The visible records include sharp…
This analysis workflow loads historical bars into a time-indexed table and plots closing prices to inspect gaps. It applies a Ljung–Box test for randomness, an Augmented Dickey–Fuller test for stationarity, and autocorrelation plots to examine serial…