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 MACD variant that uses an RMA average in its calculation instead of the more familiar EMA. It characterizes the resulting values as comparatively fast and points to a potentially distinctive response after periods of high volatility.…
This market snapshot interprets crypto conditions across derivatives, spot flows, order books, stablecoins, and DeFi lending. It describes continued long liquidations in BTC, ETH, and SOL, funding turning negative across major assets, and BTC–ETH correlation…
This stock-selection rule screens Chinese equities using three conditions: daily amplitude above 1%, at least two limit-up events in the preceding 500 days, and a 2019 dividend ratio above 25%. The post describes these as signals of strong price action and…
This market note reviews Bitcoin and Ether options around a period of banking stress and major US economic releases. It describes Bitcoin’s term structure moving into backwardation, with near-dated implied volatility elevated relative to longer maturities,…
This market commentary examines crypto options positioning in December 2023 as traders anticipated a US spot Bitcoin ETF decision. It discusses a sharp Bitcoin pullback and a rise in realized volatility, alongside a decline in short-dated implied volatility…
This SuperTrend variation adapts its ATR multiplier to the ratio of current ATR to a smoothed ATR average, widening bands in relatively volatile conditions and narrowing them when volatility is subdued. It adds an ATR-based cushion beyond the band before…
This stock screen looks for daily amplitude above 1%, a current high matching the highest high over two sessions, and an intraday low that is 4% to 5% below the previous close. The post interprets the combination as selecting volatile stocks that have…
The article proposes screening stocks for a daily price range above 1%, no limit-up close on the previous day, and a positive gain over the preceding ten days below 35%. It presents the range as a way to find more active shares and treats the prior-day…
The document describes an indicator that compares recent volatility with a longer-term volatility baseline. It calculates standard deviations of close-to-close momentum over short and long lookback periods, then divides the short-period value by the…
This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…
This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…
This screen selects Chinese equities with a daily high-low range above 1%, a low price between 4% and 5% below the previous close, and turnover between 3% and 12%. The author interprets the range as a sign of elevated volatility, the steep decline as a…
This Chinese stock-screening post proposes combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a volume ratio between 1.5 and 6. The rationale is to find volatile shares with active trading while a bearish MACD…
This brief post presents a modified Damiani Volatmeter indicator for MetaTrader 5. Its author says a subtle implementation error caused the indicator to produce different values in visual backtesting, non-visual backtesting, and live charts. The stated…
The document describes an adaptive channel indicator that combines two adaptive components: an ATR-based channel width and a central value calculated as an adaptive exponential moving average. Both adjustments use Kaufman’s efficiency ratio, which allows the…
This weekly digital-asset snapshot combines price action with derivatives positioning, institutional flows, order-book liquidity, spreads, and DeFi indicators. It describes Bitcoin testing support near $86,000 amid a broader risk-off move, while ETF…
This market commentary links changing Federal Reserve rate-cut expectations with risk-asset performance, then examines relative strength and options conditions in Bitcoin and Ether. It discusses how realized volatility and the ETH/BTC ratio may reflect…
This document describes a stock-selection rule for A-shares using three conditions: price amplitude above 1%, a 2021 date filter, and best bid volume greater than best ask volume. It presents the rule as a way to identify more volatile stocks with potential…
This market commentary interprets crypto option-implied distributions and volatility around the 2024 US election. It uses calibrated BTC options distributions to compare the market-implied chance of prices above $72,000 at the November 8 and December 27…
The document presents an indicator intended to display a daily SuperTrend line on a lower-timeframe chart for intraday use. It derives a daily true-range measure from daily highs, lows, and prior closes, then forms upper and lower bands around the daily…
The document outlines a way to weight stock positions using a momentum signal and an estimate of volatility. It describes two alternatives: an exponentially weighted moving average based on squared returns, and a Yang–Zhang variation of Garman–Klass…
The article explains how Bollinger Bands can help traders assess crypto volatility and possible market direction. The bands are described as a moving average with upper and lower boundaries typically set two standard deviations away. Narrowing bands indicate…
This proposed equity screen selects stocks with amplitude above 1, an RSI below 65, and prior-day turnover above 60 million. It combines a price-range measure with a momentum oscillator and a liquidity threshold, aiming to find stocks with activity while…
This stock-selection screen combines price amplitude above 1, a dividend-related payout ratio above 25% for 2019, and a rising-bottom condition. The explanation treats larger amplitude as a sign of greater trading opportunity, the dividend filter as a way to…