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 post describes a Chinese equity screening rule combining daily price range, a historical dividend measure, and a fixed share price. Its stated logic selects stocks whose high-to-low amplitude exceeds a threshold, whose 2019 dividend ratio is above a…
This market snapshot links a sharp crypto price swing with changes in centralized exchange activity, DeFi lending flows, and miner behavior. It reports that spot trading volumes recovered after a brief decline, with Binance gaining share and Bybit trading…
This Chinese-market stock screen combines three historical activity filters: daily amplitude above 1%, turnover between 2% and 9%, and at least two limit-up events within a 500-day lookback. The document frames amplitude as a volatility measure, turnover as…
This indicator constructs price bands around an exponentially weighted moving average. It first takes the logarithm of the input price and updates the average with an exponential weighting factor derived from the chosen period. It then calculates an…
This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…
This note outlines a basic screen for Chinese equities whose stock codes begin with 60, whose daily high-to-low range exceeds 1%, and whose closing price is 18.5 yuan. It also proposes sorting qualifying stocks by trading activity. The article illustrates…
This digital-asset market snapshot combines derivatives positioning, spot activity, order-book liquidity, funding, ETF flows, stablecoin supply, and DeFi lending conditions to assess a reported Bitcoin short squeeze. It describes shorts being liquidated more…
This note describes a simple Chinese-equity screen combining daily price range, calendar year, and closing price. It selects stocks whose high-to-low range exceeds 1%, whose trading date falls in 2021, and whose closing price equals 18.5 yuan. The article…
This Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…
The Dynamic Momentum Index is a variable-period form of the relative strength index. With the document’s default settings, its lookback ranges from 3 to 30 bars. The period shortens as price volatility rises, making the measure more responsive to short-term…
Three Bigger Time Frame ATR displays the Average True Range from three selected higher timeframes on the current chart. The indicator lets the user set the ATR calculation period and choose each of the three source timeframes, making it possible to compare…
This stock screen selects companies classified in the metaverse sector whose prior-day actual turnover is between 3% and 28%. It also requires the closing price to fall between the 20-period Bollinger middle band and upper band. The article describes the…
This weekly market commentary reviews Bitcoin and Ether options positioning before a US inflation release in February 2023. It connects macro uncertainty and recent spot declines to implied volatility, realized volatility, term structure, and risk reversals.…
This document describes a Chinese stock screen that combines an intraday price range filter with a 15-minute MACD histogram condition, limited to 2021. The accompanying examples implement the filters in indicator and Python workflows. The intended use is to…
This recap reviews Bitcoin and Ether options and volatility conditions in early April 2023. It tracks realized volatility, term structure, put and call skew, options flow, and dealer gamma positioning as a compact framework for reading the derivatives…
This stock screen combines daily price movement with a recent high and a volatility-compression condition. It selects stocks whose intraday range exceeds 1%, whose high is the highest of the current and previous day, and whose Bollinger-band variability is…
This market recap reviews BTC and ETH options conditions during a sharp spot-market selloff and rebound. It discusses realized and implied volatility, term structures, volatility carry, skew, relative value between ETH and BTC, options trading flows, and…
This stock screen combines three filters: price amplitude greater than 1, free float no more than 5.5 billion shares, and company size above 200 million. The article interprets the amplitude condition as a way to find more volatile stocks that may suit…
This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…
This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…
This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…
This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…
This stock-selection screen looks for shares with a minimum intraday range, at least one large daily gain within the recent 25-session window, and positive institutional buying direction. The criteria aim to combine volatility, evidence of a recent sharp…
This weekly report reviews style-factor signals across several Chinese equity universes and summarizes recent quantitative fund performance and market conditions. It reports that price-and-volume factors, especially beta, were relatively strong in the week…