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.
8,116 documents
This Nifty-oriented strategy takes long or short positions when price, VWAP, and a short-term EMA align with RSI momentum. Long entries require price above both reference lines and RSI above its bullish threshold; short entries require the inverse alignment…
This strategy generates short signals when a configurable fast moving average crosses below a slow moving average. Both averages may use EMA, SMA, or WMA calculations. A slope filter can require each average to be falling beyond a set threshold, and an…
This strategy defines a sideways regime by combining three filters: ADX below a ceiling, RSI inside a middle band, and Bollinger Band width below a percentage threshold. When all conditions hold and no position is open, it enters a long position as a proxy…
This strategy estimates call and put strike levels around a central price, using either VWAP or a 20-period EMA and offsets based on ATR. It rounds the upper level up and the lower level down to a user-selected strike interval, then signals a call sale when…
This script models a share-based version of a SPY wheel approach. It begins with a 100-share position, then simulates covered-call assignment using a strike set above the close. In normal VIX conditions, the strike is checked against the following session’s…
This intraday SENSEX strategy generates directional signals associated with buying calls or puts. It allows entries during two specified trading windows, checks that price is above or below a 200-period moving average, and requires RSI to cross directional…
The document describes a long-entry setup intended for call debit spreads. It identifies a squeeze using Bollinger Bands inside Keltner Channels, then looks for the squeeze to turn off for two consecutive bars after being on. A signal also requires the…
This indicator estimates an options max-pain level by generating strikes around the current underlying price, assigning estimated call and put open interest to each strike, and calculating aggregate option payout at candidate settlement prices. The strike…
This indicator estimates option values and sensitivities from spot, strike, time to expiry, an interest rate proxy, and volatility. It implements Black–Scholes call and put pricing for European vanilla options and offers additional calculations for binary…
The Probability of ATR Index estimates the chance that price will move a chosen distance, expressed in ATR units, within a chosen number of bars. It combines ATR with a measure of recent price dispersion calculated from highs and lows, then maps the scaled…
This strategy calculates the positive and negative Directional Movement Index components with smoothed true range, then compares them with fixed thresholds. A long signal occurs when positive DI is below 10 while negative DI is above 40; a short signal uses…
The article surveys possible links between the 2024 U.S. election and Bitcoin, including candidate policy positions, historical post-election returns, option-market positioning, and Bitcoin’s relationship with the S&P 500. It cites earlier election cycles as…
The document describes a Bitcoin rally following Donald Trump’s election win and investor expectations for a more crypto-friendly US government. It reports Bitcoin reaching a record near $90,100, followed by a rapid pullback and rebound, while several…
This beginner overview explains the mechanics of buying call and put options on stocks. It defines premiums, strike prices, expiration, and in-the-money, at-the-money, and out-of-the-money states, then shows how the breakeven for a long call is strike plus…
The article explains how Pakistan’s gold prices reflect international bullion prices, the rupee exchange rate, local demand, purity, and duties. It compares physical purchases with digital exposure through ETFs, futures, options, and CFDs, and outlines…
The article assesses whether Bitcoin may be nearing the end of a correction. It frames the recent drawdown against historical pullbacks and points to institutional adoption, returning risk appetite, possible Federal Reserve easing, and US regulatory progress…
The article describes a sharp post-IPO rally in SpaceX shares and attributes it to several market forces: a small public float, strong demand from institutional and retail buyers, and the start of options trading. It explains a gamma squeeze mechanism in…
The article explains the income strategy associated with MSTY and similar YieldMax funds, describing them as synthetic covered-call ETFs tied to volatile underlying stocks. It compares reported yields and price changes for MSTY, NVDY, CONY, and JEPI, arguing…
The document outlines a mobile-app process for buying U.S. stock options: locate an underlying asset, open its options chain, compare calls and puts across expirations and strikes, choose a contract and order type, review the order, and manage the resulting…
The document compares E*TRADE and Bitget as platforms serving different asset markets. It describes E*TRADE’s web, desktop, and mobile tools, including research, scanners, options analysis, futures features, account services, and educational resources. It…
The article explains how options dealers’ delta hedging around concentrated strikes may dampen Bitcoin price movement before a large quarterly expiry, then ease after settlement as hedges are adjusted. It proposes waiting until settlement and looking for…
This overview compares four ways to access U.S. equities on one trading platform: direct stock and ETF ownership, tokenized equity exposure, stock perpetual futures, and listed stock options. It explains how their uses differ: direct holdings can carry…
The document explains Bitget Smart Trend, a locked crypto structured product whose return depends on an underlying asset’s settlement price relative to a product-specific range. It describes bullish and bearish versions: the bullish example pays a base APR…
The document explains quadruple witching, when index and stock options and futures expire together, and describes how hedging, rolling, and position unwinding can raise trading volume and amplify price swings. It stresses that expiration itself is…